Hal Trust Stock Market Value
| HALFF Stock | USD 135.53 1.03 0.77% |
| Symbol | HAL |
HAL Trust '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 HAL Trust's pink sheet 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 HAL Trust.
| 10/21/2023 |
| 04/18/2024 |
If you would invest 0.00 in HAL Trust on October 21, 2023 and sell it all today you would earn a total of 0.00 from holding HAL Trust or generate 0.0% return on investment in HAL Trust over 180 days. HAL Trust is related to or competes with Flow Capital, Ameritrans Capital, Elysee Development, and AGF Management. HAL Trust, together with its subsidiaries, engages in the building materials, construction, office furniture, staffing, ... More
HAL Trust 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 HAL Trust's pink sheet 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 HAL Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.45 | |||
| Information Ratio | 0.0122 | |||
| Maximum Drawdown | 8.48 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 2.64 |
HAL Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HAL Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HAL Trust's standard deviation. In reality, there are many statistical measures that can use HAL Trust historical prices to predict the future HAL Trust's volatility.| Risk Adjusted Performance | 0.0408 | |||
| Jensen Alpha | 0.0566 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0105 | |||
| Treynor Ratio | 0.6796 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of HAL Trust's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
HAL Trust Backtested Returns
We consider HAL Trust very steady. HAL Trust holds Efficiency (Sharpe) Ratio of 0.12, which attests that the company had a 0.12% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for HAL Trust, which you can use to evaluate the volatility of the entity. Please check out HAL Trust's downside deviation of 1.45, and Semi Deviation of 0.8014 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. HAL Trust has a performance score of 9 on a scale of 0 to 100. The firm retains a Market Volatility (i.e., Beta) of 0.0893, which attests to not very significant fluctuations relative to the market. As returns on the market increase, HAL Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding HAL Trust is expected to be smaller as well. HAL Trust at this time retains a risk of 1.24%. Please check out HAL Trust downside variance, rate of daily change, and the relationship between the maximum drawdown and skewness , to decide if HAL Trust will be following its current trending patterns.
Auto-correlation | 0.63 |
Good predictability
HAL Trust has good predictability. Overlapping area represents the amount of predictability between HAL Trust time series from 21st of October 2023 to 19th of January 2024 and 19th of January 2024 to 18th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of HAL Trust price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current HAL Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 40.52 |
HAL Trust lagged returns against current returns
Autocorrelation, which is HAL Trust pink sheet'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 HAL Trust's pink sheet expected returns. We can calculate the autocorrelation of HAL Trust returns to help us make a trade decision. For example, suppose you find that HAL Trust has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
HAL Trust 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 HAL Trust pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HAL Trust pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HAL Trust pink sheet over time.
Current vs Lagged Prices |
| Timeline |
HAL Trust Lagged Returns
When evaluating HAL Trust's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HAL Trust pink sheet have on its future price. HAL Trust 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, HAL Trust autocorrelation shows the relationship between HAL Trust pink sheet current value and its past values and can show if there is a momentum factor associated with investing in HAL Trust.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out HAL Trust Correlation, HAL Trust Volatility and HAL Trust Alpha and Beta module to complement your research on HAL Trust. Note that the HAL Trust information on this page should be used as a complementary analysis to other HAL Trust's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Complementary Tools for HAL Pink Sheet analysis
When running HAL Trust's price analysis, check to measure HAL Trust's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy HAL Trust is operating at the current time. Most of HAL Trust's value examination focuses on studying past and present price action to predict the probability of HAL Trust's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move HAL Trust's price. Additionally, you may evaluate how the addition of HAL Trust to your portfolios can decrease your overall portfolio volatility.
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HAL Trust technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.