WFD Unibail (Germany) Market Value
| 1BR1 Stock | EUR 76.98 2.08 2.78% |
| Symbol | WFD |
WFD Unibail '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 WFD Unibail'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 WFD Unibail.
| 10/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in WFD Unibail on October 25, 2024 and sell it all today you would earn a total of 0.00 from holding WFD Unibail Rodamco or generate 0.0% return on investment in WFD Unibail over 30 days. WFD Unibail is related to or competes with BioNTech, CapitaLand Investment, ALERION CLEANPOWER, WisdomTree Investments, PennyMac Mortgage, RCM TECHNOLOGIES, and REINET INVESTMENTS. Unibail-Rodamco-Westfield is the premier global developer and operator of Flagship Destinations, with a portfolio valued... More
WFD Unibail 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 WFD Unibail'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 WFD Unibail Rodamco upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.18 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 7.21 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 2.47 |
WFD Unibail Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for WFD Unibail's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WFD Unibail's standard deviation. In reality, there are many statistical measures that can use WFD Unibail historical prices to predict the future WFD Unibail's volatility.| Risk Adjusted Performance | 0.0722 | |||
| Jensen Alpha | 0.0965 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.7587 |
WFD Unibail Rodamco Backtested Returns
At this point, WFD Unibail is very steady. WFD Unibail Rodamco shows Sharpe Ratio of 0.0659, which attests that the company had a 0.0659% return per unit of volatility over the last 3 months. We have found thirty technical indicators for WFD Unibail Rodamco, which you can use to evaluate the volatility of the company. Please check out WFD Unibail's Risk Adjusted Performance of 0.0722, downside deviation of 1.18, and Mean Deviation of 1.13 to validate if the risk estimate we provide is consistent with the expected return of 0.0916%. WFD Unibail has a performance score of 5 on a scale of 0 to 100. The firm maintains a market beta of 0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, WFD Unibail's returns are expected to increase less than the market. However, during the bear market, the loss of holding WFD Unibail is expected to be smaller as well. WFD Unibail Rodamco currently maintains a risk of 1.39%. Please check out WFD Unibail Rodamco downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to decide if WFD Unibail Rodamco will be following its historical returns.
Auto-correlation | -0.81 |
Excellent reverse predictability
WFD Unibail Rodamco has excellent reverse predictability. Overlapping area represents the amount of predictability between WFD Unibail time series from 25th of October 2024 to 9th of November 2024 and 9th of November 2024 to 24th of November 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 WFD Unibail Rodamco price movement. The serial correlation of -0.81 indicates that around 81.0% of current WFD Unibail price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.81 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 2.07 |
WFD Unibail Rodamco lagged returns against current returns
Autocorrelation, which is WFD Unibail 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 WFD Unibail's stock expected returns. We can calculate the autocorrelation of WFD Unibail returns to help us make a trade decision. For example, suppose you find that WFD Unibail 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 |
WFD Unibail 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 WFD Unibail stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if WFD Unibail stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in WFD Unibail stock over time.
Current vs Lagged Prices |
| Timeline |
WFD Unibail Lagged Returns
When evaluating WFD Unibail's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of WFD Unibail stock have on its future price. WFD Unibail 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, WFD Unibail autocorrelation shows the relationship between WFD Unibail stock current value and its past values and can show if there is a momentum factor associated with investing in WFD Unibail Rodamco.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in WFD Stock
WFD Unibail financial ratios help investors to determine whether WFD 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 WFD with respect to the benefits of owning WFD Unibail security.