HELIOS TECHS (Germany) Market Value
| SH7 Stock | EUR 41.80 0.60 1.46% |
| Symbol | HELIOS |
HELIOS TECHS 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to HELIOS TECHS's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of HELIOS TECHS.
| 05/16/2025 |
| 08/14/2025 |
If you would invest 0.00 in HELIOS TECHS on May 16, 2025 and sell it all today you would earn a total of 0.00 from holding HELIOS TECHS INC or generate 0.0% return on investment in HELIOS TECHS over 90 days. HELIOS TECHS is related to or competes with Siemens Aktiengesellscha, Schneider Electric, RATIONAL Aktiengesellscha, Otis Worldwide, and FANUC PUNSPADR. Helios Technologies, Inc., together with its subsidiaries, develops, manufactures, and sells solutions for the hydraulic... More
HELIOS TECHS Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure HELIOS TECHS's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess HELIOS TECHS INC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.85 | |||
| Information Ratio | 0.1152 | |||
| Maximum Drawdown | 32.05 | |||
| Value At Risk | (5.23) | |||
| Potential Upside | 4.7 |
HELIOS TECHS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HELIOS TECHS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HELIOS TECHS's standard deviation. In reality, there are many statistical measures that can use HELIOS TECHS historical prices to predict the future HELIOS TECHS's volatility.| Risk Adjusted Performance | 0.1229 | |||
| Jensen Alpha | 0.5988 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.1818 | |||
| Treynor Ratio | 1.9 |
HELIOS TECHS INC Backtested Returns
HELIOS TECHS appears to be not too volatile, given 3 months investment horizon. HELIOS TECHS INC holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15 % return per unit of risk over the last 3 months. By examining HELIOS TECHS's technical indicators, you can evaluate if the expected return of 0.68% is justified by implied risk. Please utilize HELIOS TECHS's Risk Adjusted Performance of 0.1229, market risk adjusted performance of 1.91, and Semi Deviation of 2.24 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, HELIOS TECHS holds a performance score of 11. The company retains a Market Volatility (i.e., Beta) of 0.34, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, HELIOS TECHS's returns are expected to increase less than the market. However, during the bear market, the loss of holding HELIOS TECHS is expected to be smaller as well. Please check HELIOS TECHS's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether HELIOS TECHS's current trending patterns will revert.
Auto-correlation | 0.02 |
Virtually no predictability
HELIOS TECHS INC has virtually no predictability. Overlapping area represents the amount of predictability between HELIOS TECHS time series from 16th of May 2025 to 30th of June 2025 and 30th of June 2025 to 14th of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of HELIOS TECHS INC price movement. The serial correlation of 0.02 indicates that only 2.0% of current HELIOS TECHS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 17.72 |
HELIOS TECHS INC lagged returns against current returns
Autocorrelation, which is HELIOS TECHS stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting HELIOS TECHS's stock expected returns. We can calculate the autocorrelation of HELIOS TECHS returns to help us make a trade decision. For example, suppose you find that HELIOS TECHS has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
HELIOS TECHS regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If HELIOS TECHS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HELIOS TECHS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HELIOS TECHS stock over time.
Current vs Lagged Prices |
| Timeline |
HELIOS TECHS Lagged Returns
When evaluating HELIOS TECHS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HELIOS TECHS stock have on its future price. HELIOS TECHS autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, HELIOS TECHS autocorrelation shows the relationship between HELIOS TECHS stock current value and its past values and can show if there is a momentum factor associated with investing in HELIOS TECHS INC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in HELIOS Stock
HELIOS TECHS financial ratios help investors to determine whether HELIOS Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in HELIOS with respect to the benefits of owning HELIOS TECHS security.