Wilhelmina Market Value
| WHLMDelisted Stock | USD 3.51 0.00 0.00% |
| Symbol | Wilhelmina |
Wilhelmina '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 Wilhelmina's otc 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 Wilhelmina.
| 07/24/2024 |
| 01/20/2025 |
If you would invest 0.00 in Wilhelmina on July 24, 2024 and sell it all today you would earn a total of 0.00 from holding Wilhelmina or generate 0.0% return on investment in Wilhelmina over 180 days. Wilhelmina is related to or competes with Network 1, Rentokil Initial, Mader Group, SPAR, LegalZoom, Relx PLC, and Cintas. Wilhelmina International, Inc. primarily engages in the fashion model management business More
Wilhelmina 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 Wilhelmina's otc 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 Wilhelmina upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 29.56 | |||
| Value At Risk | (4.26) | |||
| Potential Upside | 6.54 |
Wilhelmina Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wilhelmina's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wilhelmina's standard deviation. In reality, there are many statistical measures that can use Wilhelmina historical prices to predict the future Wilhelmina's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | 0.2767 |
Wilhelmina Backtested Returns
As of now, Wilhelmina OTC Stock is very risky. Wilhelmina shows Sharpe Ratio of 0.0374, which attests that the company had a 0.0374 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Wilhelmina, which you can use to evaluate the volatility of the company. Please check out Wilhelmina's Market Risk Adjusted Performance of 0.2867, standard deviation of 4.26, and Mean Deviation of 2.74 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. Wilhelmina has a performance score of 2 on a scale of 0 to 100. The firm maintains a market beta of -0.64, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Wilhelmina are expected to decrease at a much lower rate. During the bear market, Wilhelmina is likely to outperform the market. Wilhelmina right now maintains a risk of 4.62%. Please check out Wilhelmina information ratio, skewness, as well as the relationship between the Skewness and day typical price , to decide if Wilhelmina will be following its historical returns.
Auto-correlation | -0.05 |
Very weak reverse predictability
Wilhelmina has very weak reverse predictability. Overlapping area represents the amount of predictability between Wilhelmina time series from 24th of July 2024 to 22nd of October 2024 and 22nd of October 2024 to 20th of January 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 Wilhelmina price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Wilhelmina price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Wilhelmina lagged returns against current returns
Autocorrelation, which is Wilhelmina otc 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 Wilhelmina's otc stock expected returns. We can calculate the autocorrelation of Wilhelmina returns to help us make a trade decision. For example, suppose you find that Wilhelmina has exhibited high autocorrelation historically, and you observe that the otc 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 |
Wilhelmina 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 Wilhelmina otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wilhelmina otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wilhelmina otc stock over time.
Current vs Lagged Prices |
| Timeline |
Wilhelmina Lagged Returns
When evaluating Wilhelmina's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wilhelmina otc stock have on its future price. Wilhelmina 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, Wilhelmina autocorrelation shows the relationship between Wilhelmina otc stock current value and its past values and can show if there is a momentum factor associated with investing in Wilhelmina.
Regressed Prices |
| Timeline |
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Other Consideration for investing in Wilhelmina OTC Stock
If you are still planning to invest in Wilhelmina check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Wilhelmina's history and understand the potential risks before investing.
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