Holcim OTC Pink Sheet Market Value

HCMLF
 Stock
  

USD 51.46  0.41  0.79%   

Holcim's market value is the price at which a share of Holcim stock trades on a public exchange. It measures the collective expectations of Holcim investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Holcim and determine expected loss or profit from investing in Holcim over a given investment horizon. Please check Holcim Correlation, Holcim Volatility and Holcim Alpha and Beta module to complement your research on Holcim.
Symbol

Please note, there is a significant difference between Holcim's value and its price as these two are different measures arrived at by different means. Investors typically determine Holcim value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Holcim's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Holcim '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 Holcim's otc 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 Holcim.
0.00
12/16/2020
No Change 0.00  0.0 
In 1 year 11 months and 21 days
12/06/2022
0.00
If you would invest  0.00  in Holcim on December 16, 2020 and sell it all today you would earn a total of 0.00 from holding Holcim or generate 0.0% return on investment in Holcim over 720 days. Holcim is related to or competes with NVIDIA, Tokyo Electron, Infineon Technologies, United Microelectronics, Texas Instruments, Analog Devices, and Applied Materials. Holcim Ltd, together with its subsidiaries, operates as a building materials and solutions company in the Asia Pacific, ... More

Holcim 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 Holcim's otc 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 Holcim upside and downside potential and time the market with a certain degree of confidence.

Holcim Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Holcim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Holcim's standard deviation. In reality, there are many statistical measures that can use Holcim historical prices to predict the future Holcim's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Holcim'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. Please use the tools below to analyze the current value of Holcim in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
49.3451.4653.58
Details
Intrinsic
Valuation
LowReal ValueHigh
46.3153.7555.87
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Holcim. Your research has to be compared to or analyzed against Holcim's peers to derive any actionable benefits. When done correctly, Holcim's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Holcim.

Holcim Backtested Returns

Holcim appears to be very steady, given 3 months investment horizon. Holcim holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had 0.12% of return per unit of risk over the last 3 months. Our standpoint towards determining the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Holcim, which you can use to evaluate the future volatility of the firm. Please utilize Holcim's Risk Adjusted Performance of 0.1855, market risk adjusted performance of 0.5847, and Downside Deviation of 2.39 to validate if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Holcim holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of 0.4275, which attests to possible diversification benefits within a given portfolio. Let's try to break down what Holcim's beta means in this case. As returns on the market increase, Holcim returns are expected to increase less than the market. However, during the bear market, the loss on holding Holcim will be expected to be smaller as well. Although it is vital to follow Holcim current price history, it is good to be conservative about what you can do with the information regarding equity current price movements. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By evaluating Holcim technical indicators, you can presently evaluate if the expected return of 0.27% will be sustainable into the future. Please utilizes Holcim jensen alpha, as well as the relationship between the potential upside and skewness to make a quick decision on whether Holcim current trending patterns will revert.

Auto-correlation

    
  0.02  

Virtually no predictability

Holcim has virtually no predictability. Overlapping area represents the amount of predictability between Holcim time series from 16th of December 2020 to 11th of December 2021 and 11th of December 2021 to 6th of December 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Holcim price movement. The serial correlation of 0.02 indicates that only 2.0% of current Holcim price fluctuation can be explain by its past prices.
Correlation Coefficient0.02
Spearman Rank Test0.26
Residual Average0.0
Price Variance13.36

Holcim lagged returns against current returns

Autocorrelation, which is Holcim otc 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 Holcim's otc pink sheet expected returns. We can calculate the autocorrelation of Holcim returns to help us make a trade decision. For example, suppose you find that Holcim otc pink sheet 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

Holcim 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 Holcim otc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Holcim otc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Holcim otc pink sheet over time.
   Current vs Lagged Prices   
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       Timeline  

Holcim Lagged Returns

When evaluating Holcim's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Holcim otc pink sheet have on its future price. Holcim 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, Holcim autocorrelation shows the relationship between Holcim otc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Holcim.
   Regressed Prices   
Share
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Holcim in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Holcim's short interest history, or implied volatility extrapolated from Holcim options trading.

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Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Holcim using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Please check Holcim Correlation, Holcim Volatility and Holcim Alpha and Beta module to complement your research on Holcim. You can also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.

Complementary Tools for analysis

When running Holcim price analysis, check to measure Holcim'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 Holcim is operating at the current time. Most of Holcim's value examination focuses on studying past and present price action to predict the probability of Holcim's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Holcim's price. Additionally, you may evaluate how the addition of Holcim to your portfolios can decrease your overall portfolio volatility.
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Holcim technical otc 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, otc market cycles, or different charting patterns.
A focus of Holcim technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Holcim trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...