Wilmington Trust Retirement Fund Market Value
| WBRMEX Fund | USD 343.55 2.22 0.65% |
| Symbol | Wilmington |
Please note, there is a significant difference between Wilmington Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if Wilmington Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Wilmington Trust's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Wilmington Trust '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 Wilmington Trust's fund 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 Wilmington Trust.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Wilmington Trust on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Wilmington Trust Retirement or generate 0.0% return on investment in Wilmington Trust over 30 days. Wilmington Trust is related to or competes with Vanguard Total, Vanguard 500, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, and Vanguard 500. Wilmington Trust is entity of United States More
Wilmington Trust 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 Wilmington Trust's fund 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 Wilmington Trust Retirement upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7058 | |||
| Information Ratio | 0.0685 | |||
| Maximum Drawdown | 5.2 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 1.68 |
Wilmington Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wilmington Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wilmington Trust's standard deviation. In reality, there are many statistical measures that can use Wilmington Trust historical prices to predict the future Wilmington Trust's volatility.| Risk Adjusted Performance | 0.1503 | |||
| Jensen Alpha | 0.0472 | |||
| Total Risk Alpha | 0.0326 | |||
| Sortino Ratio | 0.0883 | |||
| Treynor Ratio | 0.1562 |
Wilmington Trust Ret Backtested Returns
At this stage we consider Wilmington Fund to be very steady. Wilmington Trust Ret shows Sharpe Ratio of 0.16, which attests that the fund had a 0.16% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Wilmington Trust Ret, which you can use to evaluate the volatility of the fund. Please check out Wilmington Trust's Mean Deviation of 0.6629, downside deviation of 0.7058, and Market Risk Adjusted Performance of 0.1662 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. The entity maintains a market beta of 1.13, which attests to a somewhat significant risk relative to the market. Wilmington Trust returns are very sensitive to returns on the market. As the market goes up or down, Wilmington Trust is expected to follow.
Auto-correlation | -0.56 |
Good reverse predictability
Wilmington Trust Retirement has good reverse predictability. Overlapping area represents the amount of predictability between Wilmington Trust time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th of December 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 Wilmington Trust Ret price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Wilmington Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 5.86 |
Wilmington Trust Ret lagged returns against current returns
Autocorrelation, which is Wilmington Trust fund'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 Wilmington Trust's fund expected returns. We can calculate the autocorrelation of Wilmington Trust returns to help us make a trade decision. For example, suppose you find that Wilmington Trust has exhibited high autocorrelation historically, and you observe that the fund 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 |
Wilmington Trust 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 Wilmington Trust fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wilmington Trust fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wilmington Trust fund over time.
Current vs Lagged Prices |
| Timeline |
Wilmington Trust Lagged Returns
When evaluating Wilmington Trust's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wilmington Trust fund have on its future price. Wilmington Trust 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, Wilmington Trust autocorrelation shows the relationship between Wilmington Trust fund current value and its past values and can show if there is a momentum factor associated with investing in Wilmington Trust Retirement.
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 Wilmington Fund
Wilmington Trust financial ratios help investors to determine whether Wilmington Fund 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 Wilmington with respect to the benefits of owning Wilmington Trust security.
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