Hengan Intl Group Stock Market Value
| HEGIF Stock | USD 3.90 0.00 0.00% |
| Symbol | Hengan |
Hengan Intl '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 Hengan Intl'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 Hengan Intl.
| 09/07/2025 |
| 12/06/2025 |
If you would invest 0.00 in Hengan Intl on September 7, 2025 and sell it all today you would earn a total of 0.00 from holding Hengan Intl Group or generate 0.0% return on investment in Hengan Intl over 90 days. Hengan Intl is related to or competes with Puma Biotechnology, Eagle Materials, Tekla Healthcare, PDS Biotechnology, and British Amer. Hengan International Group Company Limited, an investment holding company, manufactures, distributes, and sells personal... More
Hengan Intl 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 Hengan Intl'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 Hengan Intl Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1105 | |||
| Maximum Drawdown | 33.0 | |||
| Potential Upside | 3.23 |
Hengan Intl Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hengan Intl's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hengan Intl's standard deviation. In reality, there are many statistical measures that can use Hengan Intl historical prices to predict the future Hengan Intl's volatility.| Risk Adjusted Performance | 0.0994 | |||
| Jensen Alpha | 0.4198 | |||
| Total Risk Alpha | 0.1101 | |||
| Treynor Ratio | 0.8124 |
Hengan Intl Group Backtested Returns
At this point, Hengan Intl is slightly risky. Hengan Intl Group holds Efficiency (Sharpe) Ratio of 0.0543, which attests that the entity had a 0.0543 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Hengan Intl Group, which you can use to evaluate the volatility of the firm. Please check out Hengan Intl's Market Risk Adjusted Performance of 0.8224, risk adjusted performance of 0.0994, and Standard Deviation of 3.53 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. Hengan Intl has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.56, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Hengan Intl's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hengan Intl is expected to be smaller as well. Hengan Intl Group right now retains a risk of 2.78%. Please check out Hengan Intl maximum drawdown, as well as the relationship between the kurtosis and day typical price , to decide if Hengan Intl will be following its current trending patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Hengan Intl Group has no correlation between past and present. Overlapping area represents the amount of predictability between Hengan Intl time series from 7th of September 2025 to 22nd of October 2025 and 22nd of October 2025 to 6th of December 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 Hengan Intl Group price movement. The serial correlation of 0.0 indicates that just 0.0% of current Hengan Intl price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Hengan Intl Group lagged returns against current returns
Autocorrelation, which is Hengan Intl 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 Hengan Intl's pink sheet expected returns. We can calculate the autocorrelation of Hengan Intl returns to help us make a trade decision. For example, suppose you find that Hengan Intl 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 |
Hengan Intl 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 Hengan Intl pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hengan Intl pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hengan Intl pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Hengan Intl Lagged Returns
When evaluating Hengan Intl's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hengan Intl pink sheet have on its future price. Hengan Intl 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, Hengan Intl autocorrelation shows the relationship between Hengan Intl pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hengan Intl Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Hengan Pink Sheet
Hengan Intl financial ratios help investors to determine whether Hengan Pink Sheet 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 Hengan with respect to the benefits of owning Hengan Intl security.