WESTERN NEW (Germany) Market Value
| 489 Stock | EUR 11.60 0.10 0.87% |
| Symbol | WESTERN |
WESTERN NEW '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 WESTERN NEW'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 WESTERN NEW.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in WESTERN NEW on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding WESTERN NEW ENGL or generate 0.0% return on investment in WESTERN NEW over 90 days. WESTERN NEW is related to or competes with Solstad Offshore, ZURICH INSURANCE, VIENNA INSURANCE, Selective Insurance, QBE Insurance, Fidelis Insurance, and INSURANCE AUST. Western New England Bancorp, Inc. operates as the holding company for Westfield Bank that provides a range of commercial... More
WESTERN NEW 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 WESTERN NEW'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 WESTERN NEW ENGL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.13 | |||
| Information Ratio | 0.096 | |||
| Maximum Drawdown | 23.04 | |||
| Value At Risk | (4.85) | |||
| Potential Upside | 5.88 |
WESTERN NEW Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for WESTERN NEW's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WESTERN NEW's standard deviation. In reality, there are many statistical measures that can use WESTERN NEW historical prices to predict the future WESTERN NEW's volatility.| Risk Adjusted Performance | 0.0916 | |||
| Jensen Alpha | 0.4073 | |||
| Total Risk Alpha | 0.1342 | |||
| Sortino Ratio | 0.0848 | |||
| Treynor Ratio | (8.06) |
WESTERN NEW February 4, 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 | 0.0916 | |||
| Market Risk Adjusted Performance | (8.05) | |||
| Mean Deviation | 2.42 | |||
| Semi Deviation | 3.33 | |||
| Downside Deviation | 4.13 | |||
| Coefficient Of Variation | 880.0 | |||
| Standard Deviation | 3.65 | |||
| Variance | 13.31 | |||
| Information Ratio | 0.096 | |||
| Jensen Alpha | 0.4073 | |||
| Total Risk Alpha | 0.1342 | |||
| Sortino Ratio | 0.0848 | |||
| Treynor Ratio | (8.06) | |||
| Maximum Drawdown | 23.04 | |||
| Value At Risk | (4.85) | |||
| Potential Upside | 5.88 | |||
| Downside Variance | 17.03 | |||
| Semi Variance | 11.1 | |||
| Expected Short fall | (2.99) | |||
| Skewness | (0.28) | |||
| Kurtosis | 3.33 |
WESTERN NEW ENGL Backtested Returns
WESTERN NEW appears to be somewhat reliable, given 3 months investment horizon. WESTERN NEW ENGL shows Sharpe Ratio of 0.0747, which attests that the company had a 0.0747 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for WESTERN NEW ENGL, which you can use to evaluate the volatility of the company. Please utilize WESTERN NEW's Mean Deviation of 2.42, market risk adjusted performance of (8.05), and Downside Deviation of 4.13 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, WESTERN NEW holds a performance score of 5. The firm maintains a market beta of -0.0502, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning WESTERN NEW are expected to decrease at a much lower rate. During the bear market, WESTERN NEW is likely to outperform the market. Please check WESTERN NEW's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether WESTERN NEW's historical returns will revert.
Auto-correlation | 0.44 |
Average predictability
WESTERN NEW ENGL has average predictability. Overlapping area represents the amount of predictability between WESTERN NEW time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th 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 WESTERN NEW ENGL price movement. The serial correlation of 0.44 indicates that just about 44.0% of current WESTERN NEW price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
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Other Information on Investing in WESTERN Stock
WESTERN NEW financial ratios help investors to determine whether WESTERN 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 WESTERN with respect to the benefits of owning WESTERN NEW security.