Wolters Kluwer (Netherlands) Market Value
| WKL Stock | EUR 156.70 1.25 0.79% |
| Symbol | Wolters |
Wolters Kluwer '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 Wolters Kluwer'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 Wolters Kluwer.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Wolters Kluwer on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Wolters Kluwer NV or generate 0.0% return on investment in Wolters Kluwer over 510 days. Wolters Kluwer is related to or competes with Akzo Nobel, Randstad, and Koninklijke KPN. Wolters Kluwer N.V., together with its subsidiaries, provides professional information, software solutions, and services... More
Wolters Kluwer 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 Wolters Kluwer'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 Wolters Kluwer NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.37 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 6.57 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 1.9 |
Wolters Kluwer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wolters Kluwer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wolters Kluwer's standard deviation. In reality, there are many statistical measures that can use Wolters Kluwer historical prices to predict the future Wolters Kluwer's volatility.| Risk Adjusted Performance | 0.0474 | |||
| Jensen Alpha | 0.0022 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.123 |
Wolters Kluwer NV Backtested Returns
Currently, Wolters Kluwer NV is very steady. Wolters Kluwer NV shows Sharpe Ratio of 0.0395, which attests that the company had a 0.0395% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Wolters Kluwer NV, which you can use to evaluate the volatility of the company. Please check out Wolters Kluwer's Market Risk Adjusted Performance of 0.133, downside deviation of 1.37, and Mean Deviation of 0.9224 to validate if the risk estimate we provide is consistent with the expected return of 0.0489%. Wolters Kluwer has a performance score of 3 on a scale of 0 to 100. The firm maintains a market beta of 0.5, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Wolters Kluwer's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wolters Kluwer is expected to be smaller as well. Wolters Kluwer NV right now maintains a risk of 1.24%. Please check out Wolters Kluwer NV sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Wolters Kluwer NV will be following its historical returns.
Auto-correlation | 0.78 |
Good predictability
Wolters Kluwer NV has good predictability. Overlapping area represents the amount of predictability between Wolters Kluwer time series from 5th of July 2023 to 16th of March 2024 and 16th of March 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 Wolters Kluwer NV price movement. The serial correlation of 0.78 indicates that around 78.0% of current Wolters Kluwer price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 38.36 |
Wolters Kluwer NV lagged returns against current returns
Autocorrelation, which is Wolters Kluwer 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 Wolters Kluwer's stock expected returns. We can calculate the autocorrelation of Wolters Kluwer returns to help us make a trade decision. For example, suppose you find that Wolters Kluwer 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 |
Wolters Kluwer 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 Wolters Kluwer stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wolters Kluwer stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wolters Kluwer stock over time.
Current vs Lagged Prices |
| Timeline |
Wolters Kluwer Lagged Returns
When evaluating Wolters Kluwer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wolters Kluwer stock have on its future price. Wolters Kluwer 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, Wolters Kluwer autocorrelation shows the relationship between Wolters Kluwer stock current value and its past values and can show if there is a momentum factor associated with investing in Wolters Kluwer NV.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Wolters Stock Analysis
When running Wolters Kluwer's price analysis, check to measure Wolters Kluwer's 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 Wolters Kluwer is operating at the current time. Most of Wolters Kluwer's value examination focuses on studying past and present price action to predict the probability of Wolters Kluwer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Wolters Kluwer's price. Additionally, you may evaluate how the addition of Wolters Kluwer to your portfolios can decrease your overall portfolio volatility.