Whitefield Industrials (Australia) Market Value
| WHF Stock | 5.42 0.06 1.09% |
| Symbol | Whitefield |
Whitefield Industrials '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 Whitefield Industrials' 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 Whitefield Industrials.
| 01/01/2025 |
| 12/27/2025 |
If you would invest 0.00 in Whitefield Industrials on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Whitefield Industrials or generate 0.0% return on investment in Whitefield Industrials over 360 days. Whitefield Industrials is related to or competes with Catalyst Metals, Emvision Medical, Group 6, and Saluda Medical. Whitefield Industrials is entity of Australia More
Whitefield Industrials 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 Whitefield Industrials' 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 Whitefield Industrials upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 4.04 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 1.66 |
Whitefield Industrials Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Whitefield Industrials' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Whitefield Industrials' standard deviation. In reality, there are many statistical measures that can use Whitefield Industrials historical prices to predict the future Whitefield Industrials' volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | 0.2491 |
Whitefield Industrials Backtested Returns
Whitefield Industrials shows Sharpe Ratio of -0.0458, which attests that the company had a -0.0458 % return per unit of risk over the last 3 months. Whitefield Industrials exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Whitefield Industrials' Market Risk Adjusted Performance of 0.2591, standard deviation of 0.8448, and Mean Deviation of 0.6539 to validate the risk estimate we provide. The firm maintains a market beta of -0.0708, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Whitefield Industrials are expected to decrease at a much lower rate. During the bear market, Whitefield Industrials is likely to outperform the market. At this point, Whitefield Industrials has a negative expected return of -0.0367%. Please make sure to check out Whitefield Industrials' total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Whitefield Industrials performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Whitefield Industrials has insignificant reverse predictability. Overlapping area represents the amount of predictability between Whitefield Industrials 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 Whitefield Industrials price movement. The serial correlation of -0.16 indicates that over 16.0% of current Whitefield Industrials price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Whitefield Industrials lagged returns against current returns
Autocorrelation, which is Whitefield Industrials 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 Whitefield Industrials' stock expected returns. We can calculate the autocorrelation of Whitefield Industrials returns to help us make a trade decision. For example, suppose you find that Whitefield Industrials 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 |
Whitefield Industrials 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 Whitefield Industrials stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Whitefield Industrials stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Whitefield Industrials stock over time.
Current vs Lagged Prices |
| Timeline |
Whitefield Industrials Lagged Returns
When evaluating Whitefield Industrials' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Whitefield Industrials stock have on its future price. Whitefield Industrials 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, Whitefield Industrials autocorrelation shows the relationship between Whitefield Industrials stock current value and its past values and can show if there is a momentum factor associated with investing in Whitefield Industrials.
Regressed Prices |
| Timeline |
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Additional Tools for Whitefield Stock Analysis
When running Whitefield Industrials' price analysis, check to measure Whitefield Industrials' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Whitefield Industrials is operating at the current time. Most of Whitefield Industrials' value examination focuses on studying past and present price action to predict the probability of Whitefield Industrials' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Whitefield Industrials' price. Additionally, you may evaluate how the addition of Whitefield Industrials to your portfolios can decrease your overall portfolio volatility.