WH Smith (Germany) Market Value
| 21Q Stock | 7.70 0.05 0.65% |
| Symbol | 21Q |
WH Smith '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 WH Smith'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 WH Smith.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in WH Smith on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding WH Smith PLC or generate 0.0% return on investment in WH Smith over 90 days. WH Smith is related to or competes with Waters, Amdocs, Yara International, Digital Realty, Ulta Beauty, and Archrock. WH Smith is entity of Germany. It is traded as Stock on F exchange. More
WH Smith 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 WH Smith'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 WH Smith PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.31 | |||
| Information Ratio | 0.039 | |||
| Maximum Drawdown | 12.36 | |||
| Value At Risk | (3.50) | |||
| Potential Upside | 4.15 |
WH Smith Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for WH Smith's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WH Smith's standard deviation. In reality, there are many statistical measures that can use WH Smith historical prices to predict the future WH Smith's volatility.| Risk Adjusted Performance | 0.0613 | |||
| Jensen Alpha | 0.169 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.041 | |||
| Treynor Ratio | (0.65) |
WH Smith February 14, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0613 | |||
| Market Risk Adjusted Performance | (0.64) | |||
| Mean Deviation | 1.8 | |||
| Semi Deviation | 1.86 | |||
| Downside Deviation | 2.31 | |||
| Coefficient Of Variation | 1476.86 | |||
| Standard Deviation | 2.43 | |||
| Variance | 5.92 | |||
| Information Ratio | 0.039 | |||
| Jensen Alpha | 0.169 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.041 | |||
| Treynor Ratio | (0.65) | |||
| Maximum Drawdown | 12.36 | |||
| Value At Risk | (3.50) | |||
| Potential Upside | 4.15 | |||
| Downside Variance | 5.35 | |||
| Semi Variance | 3.44 | |||
| Expected Short fall | (2.55) | |||
| Skewness | 0.6148 | |||
| Kurtosis | 1.55 |
WH Smith PLC Backtested Returns
WH Smith appears to be somewhat reliable, given 3 months investment horizon. WH Smith PLC retains Efficiency (Sharpe Ratio) of 0.0852, which attests that the company had a 0.0852 % return per unit of price deviation over the last 3 months. We have found twenty-six technical indicators for WH Smith, which you can use to evaluate the volatility of the company. Please utilize WH Smith's market risk adjusted performance of (0.64), and Standard Deviation of 2.43 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, WH Smith holds a performance score of 6. The firm owns a Beta (Systematic Risk) of -0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning WH Smith are expected to decrease at a much lower rate. During the bear market, WH Smith is likely to outperform the market. Please check WH Smith's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether WH Smith's current price history will revert.
Auto-correlation | 0.24 |
Weak predictability
WH Smith PLC has weak predictability. Overlapping area represents the amount of predictability between WH Smith time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of WH Smith PLC price movement. The serial correlation of 0.24 indicates that over 24.0% of current WH Smith price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
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Other Information on Investing in 21Q Stock
WH Smith financial ratios help investors to determine whether 21Q 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 21Q with respect to the benefits of owning WH Smith security.