Wright Investors Service Stock Market Value
| IWSH Stock | USD 0.18 0.01 5.26% |
| Symbol | Wright |
Wright Investors '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 Wright Investors' pink sheet 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 Wright Investors.
| 01/01/2025 |
| 12/27/2025 |
If you would invest 0.00 in Wright Investors on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Wright Investors Service or generate 0.0% return on investment in Wright Investors over 360 days. Wright Investors is related to or competes with First America. Wright Investors Service Holdings, Inc. does not have significant operations More
Wright Investors 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 Wright Investors' pink sheet 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 Wright Investors Service upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 42.98 | |||
| Value At Risk | (5.26) |
Wright Investors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wright Investors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wright Investors' standard deviation. In reality, there are many statistical measures that can use Wright Investors historical prices to predict the future Wright Investors' volatility.| Risk Adjusted Performance | 0.009 | |||
| Jensen Alpha | 0.0424 | |||
| Total Risk Alpha | (0.48) | |||
| Treynor Ratio | 0.0097 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Wright Investors' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Wright Investors Service Backtested Returns
Wright Investors is out of control at the moment. Wright Investors Service shows Sharpe Ratio of close to zero, which attests that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty technical indicators for Wright Investors Service, which you can use to evaluate the volatility of the company. Please check out Wright Investors' Mean Deviation of 1.19, standard deviation of 4.38, and Market Risk Adjusted Performance of 0.0197 to validate if the risk estimate we provide is consistent with the expected return of 0.0037%. The firm maintains a market beta of -0.65, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Wright Investors are expected to decrease at a much lower rate. During the bear market, Wright Investors is likely to outperform the market. Wright Investors Service right now maintains a risk of 4.38%. Please check out Wright Investors Service standard deviation, value at risk, as well as the relationship between the Value At Risk and day median price , to decide if Wright Investors Service will be following its historical returns.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Wright Investors Service has insignificant reverse predictability. Overlapping area represents the amount of predictability between Wright Investors time series from 1st of January 2025 to 30th of June 2025 and 30th of June 2025 to 27th of December 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 Wright Investors Service price movement. The serial correlation of -0.17 indicates that over 17.0% of current Wright Investors price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Wright Investors Service lagged returns against current returns
Autocorrelation, which is Wright Investors pink sheet'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 Wright Investors' pink sheet expected returns. We can calculate the autocorrelation of Wright Investors returns to help us make a trade decision. For example, suppose you find that Wright Investors has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Wright Investors 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 Wright Investors pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wright Investors pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wright Investors pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Wright Investors Lagged Returns
When evaluating Wright Investors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wright Investors pink sheet have on its future price. Wright Investors 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, Wright Investors autocorrelation shows the relationship between Wright Investors pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Wright Investors Service.
Regressed Prices |
| Timeline |
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Other Information on Investing in Wright Pink Sheet
Wright Investors financial ratios help investors to determine whether Wright Pink Sheet 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 Wright with respect to the benefits of owning Wright Investors security.