Wilhelmina Stock Market Value
| WHLM Stock | USD 3.95 0.07 1.80% |
| Symbol | Wilhelmina |
Wilhelmina Price To Book Ratio
Is Commercial Services & Supplies space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Wilhelmina. If investors know Wilhelmina will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Wilhelmina listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.41) | Earnings Share 0.11 | Revenue Per Share 3.296 | Quarterly Revenue Growth 0.022 | Return On Assets 0.0124 |
The market value of Wilhelmina is measured differently than its book value, which is the value of Wilhelmina that is recorded on the company's balance sheet. Investors also form their own opinion of Wilhelmina's value that differs from its market value or its book value, called intrinsic value, which is Wilhelmina's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Wilhelmina's market value can be influenced by many factors that don't directly affect Wilhelmina's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Wilhelmina's value and its price as these two are different measures arrived at by different means. Investors typically determine if Wilhelmina is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Wilhelmina'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.
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 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.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Wilhelmina on October 27, 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 30 days. Wilhelmina is related to or competes with Park Electrochemical, Innovative Solutions, Curtiss Wright, National Presto, Ducommun Incorporated, Astronics, and Cadre Holdings. 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 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 | (0.13) | |||
| Maximum Drawdown | 39.65 | |||
| Value At Risk | (8.01) | |||
| 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 | (0.07) | |||
| Jensen Alpha | (0.56) | |||
| Total Risk Alpha | (1.36) | |||
| Treynor Ratio | (4.36) |
Wilhelmina Backtested Returns
Wilhelmina shows Sharpe Ratio of -0.0754, which attests that the company had a -0.0754% return per unit of risk over the last 3 months. Wilhelmina exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Wilhelmina's Standard Deviation of 5.17, market risk adjusted performance of (4.35), and Mean Deviation of 2.94 to validate the risk estimate we provide. The firm maintains a market beta of 0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Wilhelmina's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wilhelmina is expected to be smaller as well. At this point, Wilhelmina has a negative expected return of -0.39%. Please make sure to check out Wilhelmina's total risk alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Wilhelmina performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.21 |
Weak predictability
Wilhelmina has weak predictability. Overlapping area represents the amount of predictability between Wilhelmina time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Wilhelmina price movement. The serial correlation of 0.21 indicates that over 21.0% of current Wilhelmina price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Wilhelmina lagged returns against current returns
Autocorrelation, which is Wilhelmina 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 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wilhelmina stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wilhelmina 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 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 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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Try AI Portfolio ArchitectCheck out Wilhelmina Correlation, Wilhelmina Volatility and Wilhelmina Alpha and Beta module to complement your research on Wilhelmina. To learn how to invest in Wilhelmina Stock, please use our How to Invest in Wilhelmina guide.You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Wilhelmina technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.