GWILLI FOOD (Germany) Market Value
| D4V Stock | EUR 15.40 0.30 1.99% |
| Symbol | GWILLI |
GWILLI FOOD '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 GWILLI FOOD'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 GWILLI FOOD.
| 12/23/2024 |
| 01/22/2025 |
If you would invest 0.00 in GWILLI FOOD on December 23, 2024 and sell it all today you would earn a total of 0.00 from holding GWILLI FOOD or generate 0.0% return on investment in GWILLI FOOD over 30 days. GWILLI FOOD is related to or competes with Titan Machinery, Australian Agricultural, Penta Ocean, Major Drilling, Pembina Pipeline, PRECISION DRILLING, and Singapore Airlines. More
GWILLI FOOD 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 GWILLI FOOD'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 GWILLI FOOD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.32 | |||
| Information Ratio | 0.1826 | |||
| Maximum Drawdown | 23.38 | |||
| Value At Risk | (3.11) | |||
| Potential Upside | 3.64 |
GWILLI FOOD Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GWILLI FOOD's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GWILLI FOOD's standard deviation. In reality, there are many statistical measures that can use GWILLI FOOD historical prices to predict the future GWILLI FOOD's volatility.| Risk Adjusted Performance | 0.1711 | |||
| Jensen Alpha | 0.5599 | |||
| Total Risk Alpha | 0.4806 | |||
| Sortino Ratio | 0.2352 | |||
| Treynor Ratio | 1.4 |
GWILLI FOOD Backtested Returns
GWILLI FOOD appears to be not too volatile, given 3 months investment horizon. GWILLI FOOD holds Efficiency (Sharpe) Ratio of 0.19, which attests that the entity had a 0.19 % return per unit of risk over the last 3 months. By analyzing GWILLI FOOD's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please utilize GWILLI FOOD's Market Risk Adjusted Performance of 1.41, risk adjusted performance of 0.1711, and Semi Deviation of 1.8 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, GWILLI FOOD holds a performance score of 15. The company retains a Market Volatility (i.e., Beta) of 0.41, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, GWILLI FOOD's returns are expected to increase less than the market. However, during the bear market, the loss of holding GWILLI FOOD is expected to be smaller as well. Please check GWILLI FOOD's information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether GWILLI FOOD's current trending patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
GWILLI FOOD has no correlation between past and present. Overlapping area represents the amount of predictability between GWILLI FOOD time series from 23rd of December 2024 to 7th of January 2025 and 7th of January 2025 to 22nd of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of GWILLI FOOD price movement. The serial correlation of 0.0 indicates that just 0.0% of current GWILLI FOOD price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
GWILLI FOOD lagged returns against current returns
Autocorrelation, which is GWILLI FOOD 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 GWILLI FOOD's stock expected returns. We can calculate the autocorrelation of GWILLI FOOD returns to help us make a trade decision. For example, suppose you find that GWILLI FOOD 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 |
GWILLI FOOD 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 GWILLI FOOD stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GWILLI FOOD stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GWILLI FOOD stock over time.
Current vs Lagged Prices |
| Timeline |
GWILLI FOOD Lagged Returns
When evaluating GWILLI FOOD's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GWILLI FOOD stock have on its future price. GWILLI FOOD 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, GWILLI FOOD autocorrelation shows the relationship between GWILLI FOOD stock current value and its past values and can show if there is a momentum factor associated with investing in GWILLI FOOD.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in GWILLI Stock
GWILLI FOOD financial ratios help investors to determine whether GWILLI 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 GWILLI with respect to the benefits of owning GWILLI FOOD security.