Warpaint London (UK) Market Value
| W7L Stock | 558.00 8.00 1.45% |
| Symbol | Warpaint |
Warpaint London '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 Warpaint London'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 Warpaint London.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Warpaint London on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Warpaint London PLC or generate 0.0% return on investment in Warpaint London over 30 days. Warpaint London is related to or competes with Wheaton Precious, Regions Financial, Bank of Ireland, Synchrony Financial, Discover Financial, Greenroc Mining, and Ameriprise Financial. Warpaint London is entity of United Kingdom More
Warpaint London 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 Warpaint London'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 Warpaint London PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.17 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 16.47 | |||
| Value At Risk | (3.74) | |||
| Potential Upside | 5.51 |
Warpaint London Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Warpaint London's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Warpaint London's standard deviation. In reality, there are many statistical measures that can use Warpaint London historical prices to predict the future Warpaint London's volatility.| Risk Adjusted Performance | 0.0285 | |||
| Jensen Alpha | 0.0203 | |||
| Total Risk Alpha | (0.39) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1594 |
Warpaint London PLC Backtested Returns
At this point, Warpaint London is very steady. Warpaint London PLC shows Sharpe Ratio of 0.0294, which attests that the company had a 0.0294% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Warpaint London PLC, which you can use to evaluate the volatility of the company. Please check out Warpaint London's Mean Deviation of 2.22, downside deviation of 3.17, and Market Risk Adjusted Performance of 0.1694 to validate if the risk estimate we provide is consistent with the expected return of 0.0905%. Warpaint London has a performance score of 2 on a scale of 0 to 100. The firm maintains a market beta of 0.46, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Warpaint London's returns are expected to increase less than the market. However, during the bear market, the loss of holding Warpaint London is expected to be smaller as well. Warpaint London PLC right now maintains a risk of 3.07%. Please check out Warpaint London PLC semi variance, accumulation distribution, and the relationship between the potential upside and skewness , to decide if Warpaint London PLC will be following its historical returns.
Auto-correlation | -0.23 |
Weak reverse predictability
Warpaint London PLC has weak reverse predictability. Overlapping area represents the amount of predictability between Warpaint London time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 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 Warpaint London PLC price movement. The serial correlation of -0.23 indicates that over 23.0% of current Warpaint London price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 239.58 |
Warpaint London PLC lagged returns against current returns
Autocorrelation, which is Warpaint London 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 Warpaint London's stock expected returns. We can calculate the autocorrelation of Warpaint London returns to help us make a trade decision. For example, suppose you find that Warpaint London 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 |
Warpaint London 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 Warpaint London stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Warpaint London stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Warpaint London stock over time.
Current vs Lagged Prices |
| Timeline |
Warpaint London Lagged Returns
When evaluating Warpaint London's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Warpaint London stock have on its future price. Warpaint London 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, Warpaint London autocorrelation shows the relationship between Warpaint London stock current value and its past values and can show if there is a momentum factor associated with investing in Warpaint London PLC.
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 Warpaint Stock
Warpaint London financial ratios help investors to determine whether Warpaint 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 Warpaint with respect to the benefits of owning Warpaint London security.