WILMAR INTL (Germany) Market Value
| RTH Stock | 21.80 0.20 0.93% |
| Symbol | WILMAR |
WILMAR INTL '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 WILMAR INTL'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 WILMAR INTL.
| 12/01/2025 |
| 03/01/2026 |
If you would invest 0.00 in WILMAR INTL on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding WILMAR INTL ADR10 or generate 0.0% return on investment in WILMAR INTL over 90 days. WILMAR INTL is related to or competes with Addus HomeCare, Brandywine Realty, INVITATION HOMES, Tri Pointe, Treasury Wine, and Sims Metal. WILMAR INTL is entity of Germany. It is traded as Stock on F exchange. More
WILMAR INTL 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 WILMAR INTL'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 WILMAR INTL ADR10 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.74 | |||
| Information Ratio | 0.0582 | |||
| Maximum Drawdown | 8.52 | |||
| Value At Risk | (2.59) | |||
| Potential Upside | 2.91 |
WILMAR INTL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for WILMAR INTL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WILMAR INTL's standard deviation. In reality, there are many statistical measures that can use WILMAR INTL historical prices to predict the future WILMAR INTL's volatility.| Risk Adjusted Performance | 0.0936 | |||
| Jensen Alpha | 0.1332 | |||
| Total Risk Alpha | 0.0075 | |||
| Sortino Ratio | 0.0523 | |||
| Treynor Ratio | 0.3606 |
WILMAR INTL March 1, 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 | 0.0936 | |||
| Market Risk Adjusted Performance | 0.3706 | |||
| Mean Deviation | 1.16 | |||
| Semi Deviation | 1.32 | |||
| Downside Deviation | 1.74 | |||
| Coefficient Of Variation | 865.2 | |||
| Standard Deviation | 1.57 | |||
| Variance | 2.46 | |||
| Information Ratio | 0.0582 | |||
| Jensen Alpha | 0.1332 | |||
| Total Risk Alpha | 0.0075 | |||
| Sortino Ratio | 0.0523 | |||
| Treynor Ratio | 0.3606 | |||
| Maximum Drawdown | 8.52 | |||
| Value At Risk | (2.59) | |||
| Potential Upside | 2.91 | |||
| Downside Variance | 3.04 | |||
| Semi Variance | 1.75 | |||
| Expected Short fall | (1.38) | |||
| Skewness | 0.2167 | |||
| Kurtosis | 1.02 |
WILMAR INTL ADR10 Backtested Returns
WILMAR INTL appears to be very steady, given 3 months investment horizon. WILMAR INTL ADR10 shows Sharpe Ratio of 0.12, which attests that the company had a 0.12 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for WILMAR INTL ADR10, which you can use to evaluate the volatility of the company. Please utilize WILMAR INTL's Risk Adjusted Performance of 0.0936, downside deviation of 1.74, and Mean Deviation of 1.16 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, WILMAR INTL holds a performance score of 9. The firm maintains a market beta of 0.47, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, WILMAR INTL's returns are expected to increase less than the market. However, during the bear market, the loss of holding WILMAR INTL is expected to be smaller as well. Please check WILMAR INTL's total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to make a quick decision on whether WILMAR INTL's historical returns will revert.
Auto-correlation | 0.18 |
Very weak predictability
WILMAR INTL ADR10 has very weak predictability. Overlapping area represents the amount of predictability between WILMAR INTL time series from 1st of December 2025 to 15th of January 2026 and 15th of January 2026 to 1st of March 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 WILMAR INTL ADR10 price movement. The serial correlation of 0.18 indicates that over 18.0% of current WILMAR INTL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 1.03 |
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Other Information on Investing in WILMAR Stock
WILMAR INTL financial ratios help investors to determine whether WILMAR 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 WILMAR with respect to the benefits of owning WILMAR INTL security.