Walker Dunlop (Germany) Market Value
| 5WD Stock | EUR 93.50 1.00 1.08% |
| Symbol | Walker |
Walker Dunlop '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 Walker Dunlop'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 Walker Dunlop.
| 01/05/2023 |
| 12/25/2024 |
If you would invest 0.00 in Walker Dunlop on January 5, 2023 and sell it all today you would earn a total of 0.00 from holding Walker Dunlop or generate 0.0% return on investment in Walker Dunlop over 720 days. Walker Dunlop is related to or competes with Far East, Paragon Banking, Hercules Capital, DIVERSIFIED ROYALTY, Federal Home, and Hoist Finance. Walker Dunlop, Inc., through its subsidiaries, originates, sells, and services a range of multifamily and other commerci... More
Walker Dunlop 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 Walker Dunlop'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 Walker Dunlop upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 9.48 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 3.56 |
Walker Dunlop Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Walker Dunlop's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Walker Dunlop's standard deviation. In reality, there are many statistical measures that can use Walker Dunlop historical prices to predict the future Walker Dunlop's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.21) |
Walker Dunlop Backtested Returns
Walker Dunlop shows Sharpe Ratio of -0.0544, which attests that the company had a -0.0544% return per unit of risk over the last 3 months. Walker Dunlop exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Walker Dunlop's Standard Deviation of 2.04, market risk adjusted performance of (0.20), and Mean Deviation of 1.65 to validate the risk estimate we provide. The firm maintains a market beta of 0.35, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Walker Dunlop's returns are expected to increase less than the market. However, during the bear market, the loss of holding Walker Dunlop is expected to be smaller as well. At this point, Walker Dunlop has a negative expected return of -0.11%. Please make sure to check out Walker Dunlop's variance, jensen alpha, and the relationship between the standard deviation and information ratio , to decide if Walker Dunlop performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.13 |
Insignificant predictability
Walker Dunlop has insignificant predictability. Overlapping area represents the amount of predictability between Walker Dunlop time series from 5th of January 2023 to 31st of December 2023 and 31st of December 2023 to 25th of December 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 Walker Dunlop price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Walker Dunlop price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 49.9 |
Walker Dunlop lagged returns against current returns
Autocorrelation, which is Walker Dunlop 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 Walker Dunlop's stock expected returns. We can calculate the autocorrelation of Walker Dunlop returns to help us make a trade decision. For example, suppose you find that Walker Dunlop 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 |
Walker Dunlop 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 Walker Dunlop stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Walker Dunlop stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Walker Dunlop stock over time.
Current vs Lagged Prices |
| Timeline |
Walker Dunlop Lagged Returns
When evaluating Walker Dunlop's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Walker Dunlop stock have on its future price. Walker Dunlop 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, Walker Dunlop autocorrelation shows the relationship between Walker Dunlop stock current value and its past values and can show if there is a momentum factor associated with investing in Walker Dunlop.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Walker Stock
When determining whether Walker Dunlop is a strong investment it is important to analyze Walker Dunlop's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Walker Dunlop's future performance. For an informed investment choice regarding Walker Stock, refer to the following important reports:Check out Walker Dunlop Correlation, Walker Dunlop Volatility and Walker Dunlop Alpha and Beta module to complement your research on Walker Dunlop. For more detail on how to invest in Walker Stock please use our How to Invest in Walker Dunlop guide.You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Walker Dunlop technical stock 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, stock market cycles, or different charting patterns.