Wolters Kluwer Nv Stock Market Value
| WOLTF Stock | USD 165.65 6.04 3.78% |
| 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 pink sheet 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.
| 12/08/2022 |
| 11/27/2024 |
If you would invest 0.00 in Wolters Kluwer on December 8, 2022 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 720 days. Wolters Kluwer is related to or competes with Cintas, Thomson Reuters, Global Payments, RB Global, and Sodexo PK. Wolters Kluwer N.V. provides professional information, software solutions, and services in the Netherlands, rest of Euro... 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 pink sheet 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.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 12.29 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 3.17 |
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 | (0.02) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | (1.22) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Wolters Kluwer's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Wolters Kluwer NV Backtested Returns
Wolters Kluwer NV shows Sharpe Ratio of -0.0329, which attests that the company had a -0.0329% return per unit of risk over the last 3 months. Wolters Kluwer NV exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Wolters Kluwer's Mean Deviation of 0.5075, standard deviation of 1.52, and Market Risk Adjusted Performance of (1.21) to validate the risk estimate we provide. The firm maintains a market beta of 0.0424, which attests to not very significant fluctuations relative to the market. 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. At this point, Wolters Kluwer NV has a negative expected return of -0.0513%. Please make sure to check out Wolters Kluwer's information ratio, skewness, as well as the relationship between the Skewness and day typical price , to decide if Wolters Kluwer NV performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.46 |
Average predictability
Wolters Kluwer NV has average predictability. Overlapping area represents the amount of predictability between Wolters Kluwer time series from 8th of December 2022 to 3rd of December 2023 and 3rd of December 2023 to 27th 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 0.46 indicates that about 46.0% of current Wolters Kluwer price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 93.77 |
Wolters Kluwer NV lagged returns against current returns
Autocorrelation, which is Wolters Kluwer pink sheet'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 pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wolters Kluwer pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wolters Kluwer pink sheet 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 pink sheet 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 pink sheet 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 |
Currently Active Assets on Macroaxis
Other Information on Investing in Wolters Pink Sheet
Wolters Kluwer financial ratios help investors to determine whether Wolters Pink Sheet 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 Wolters with respect to the benefits of owning Wolters Kluwer security.