Wharf Limited Stock Market Value
| WARFF Stock | USD 3.08 0.18 6.21% |
| Symbol | Wharf |
Wharf '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 Wharf's 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 Wharf.
| 01/25/2025 |
| 01/20/2026 |
If you would invest 0.00 in Wharf on January 25, 2025 and sell it all today you would earn a total of 0.00 from holding Wharf Limited or generate 0.0% return on investment in Wharf over 360 days. Wharf is related to or competes with Longfor Properties, PSP Swiss, Deutsche Wohnen, Swiss Prime, China Vanke, CapitaLand Investment, and Deutsche Wohnen. Founded in 1886 with Hong Kong as its base, The Wharf Limited is the 17th company incorporated in Hong Kong and a premie... More
Wharf 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 Wharf's 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 Wharf Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 27.64 |
Wharf Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wharf's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wharf's standard deviation. In reality, there are many statistical measures that can use Wharf historical prices to predict the future Wharf's volatility.| Risk Adjusted Performance | 0.0276 | |||
| Jensen Alpha | 0.0214 | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | 0.1364 |
Wharf Limited Backtested Returns
At this point, Wharf is relatively risky. Wharf Limited shows Sharpe Ratio of 0.0662, which attests that the company had a 0.0662 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for Wharf Limited, which you can use to evaluate the volatility of the company. Please check out Wharf's Mean Deviation of 0.6055, market risk adjusted performance of 0.1464, and Standard Deviation of 2.5 to validate if the risk estimate we provide is consistent with the expected return of 0.18%. Wharf has a performance score of 5 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, Wharf's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wharf is expected to be smaller as well. Wharf Limited right now maintains a risk of 2.69%. Please check out Wharf Limited information ratio, as well as the relationship between the kurtosis and day typical price , to decide if Wharf Limited will be following its historical returns.
Auto-correlation | 0.09 |
Virtually no predictability
Wharf Limited has virtually no predictability. Overlapping area represents the amount of predictability between Wharf time series from 25th of January 2025 to 24th of July 2025 and 24th of July 2025 to 20th of January 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 Wharf Limited price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Wharf price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Wharf Limited lagged returns against current returns
Autocorrelation, which is Wharf 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 Wharf's pink sheet expected returns. We can calculate the autocorrelation of Wharf returns to help us make a trade decision. For example, suppose you find that Wharf 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 |
Wharf 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 Wharf pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wharf pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wharf pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Wharf Lagged Returns
When evaluating Wharf's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wharf pink sheet have on its future price. Wharf 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, Wharf autocorrelation shows the relationship between Wharf pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Wharf Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Wharf Pink Sheet
Wharf financial ratios help investors to determine whether Wharf 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 Wharf with respect to the benefits of owning Wharf security.