Woolworths Group Limited Stock Market Value
| WOLWF Stock | USD 20.21 1.11 5.81% |
| Symbol | Woolworths |
Woolworths Group '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 Woolworths Group'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 Woolworths Group.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in Woolworths Group on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Woolworths Group Limited or generate 0.0% return on investment in Woolworths Group over 30 days. Woolworths Group is related to or competes with Tesco PLC, Tesco PLC, Ocado Group, Dairy Farm, and Kesko Oyj. It operates through Australian Food, Australian B2B, New Zealand Food, BIG W, and Other segments More
Woolworths Group 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 Woolworths Group'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 Woolworths Group Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.34 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 30.1 | |||
| Value At Risk | (3.89) | |||
| Potential Upside | 5.4 |
Woolworths Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Woolworths Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Woolworths Group's standard deviation. In reality, there are many statistical measures that can use Woolworths Group historical prices to predict the future Woolworths Group's volatility.| Risk Adjusted Performance | 0.0153 | |||
| Jensen Alpha | 0.0557 | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Woolworths Group'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.
Woolworths Group Backtested Returns
Woolworths Group shows Sharpe Ratio of close to zero, which attests that the company had a close to zero % return per unit of risk over the last 3 months. Woolworths Group exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Woolworths Group's Market Risk Adjusted Performance of (0.04), mean deviation of 1.49, and Downside Deviation of 8.34 to validate the risk estimate we provide. The firm maintains a market beta of -0.46, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Woolworths Group are expected to decrease at a much lower rate. During the bear market, Woolworths Group is likely to outperform the market. At this point, Woolworths Group has a negative expected return of -0.0283%. Please make sure to check out Woolworths Group's potential upside, as well as the relationship between the kurtosis and price action indicator , to decide if Woolworths Group performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.35 |
Poor reverse predictability
Woolworths Group Limited has poor reverse predictability. Overlapping area represents the amount of predictability between Woolworths Group time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 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 Woolworths Group price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Woolworths Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 1.01 |
Woolworths Group lagged returns against current returns
Autocorrelation, which is Woolworths Group 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 Woolworths Group's pink sheet expected returns. We can calculate the autocorrelation of Woolworths Group returns to help us make a trade decision. For example, suppose you find that Woolworths Group 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 |
Woolworths Group 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 Woolworths Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Woolworths Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Woolworths Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Woolworths Group Lagged Returns
When evaluating Woolworths Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Woolworths Group pink sheet have on its future price. Woolworths Group 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, Woolworths Group autocorrelation shows the relationship between Woolworths Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Woolworths Group Limited.
Regressed Prices |
| Timeline |
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Other Information on Investing in Woolworths Pink Sheet
Woolworths Group financial ratios help investors to determine whether Woolworths 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 Woolworths with respect to the benefits of owning Woolworths Group security.