W R (Germany) Market Value
| WR1 Stock | EUR 59.78 0.42 0.71% |
| Symbol | WR1 |
W R '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 W R'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 W R.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in W R on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding W R Berkley or generate 0.0% return on investment in W R over 30 days. W R is related to or competes with EEDUCATION ALBERT, Enter Air, Grand Canyon, Pentair Plc, CAREER EDUCATION, NORWEGIAN AIR, and VARIOUS EATERIES. Berkley Corporation, an insurance holding company, operates as a commercial lines writer in the United States and intern... More
W R 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 W R'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 W R Berkley upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.76 | |||
| Information Ratio | 0.0589 | |||
| Maximum Drawdown | 9.23 | |||
| Value At Risk | (2.37) | |||
| Potential Upside | 3.21 |
W R Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for W R's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as W R's standard deviation. In reality, there are many statistical measures that can use W R historical prices to predict the future W R's volatility.| Risk Adjusted Performance | 0.1071 | |||
| Jensen Alpha | 0.1535 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0592 | |||
| Treynor Ratio | 0.3807 |
W R Berkley Backtested Returns
W R appears to be very steady, given 3 months investment horizon. W R Berkley shows Sharpe Ratio of 0.12, which attests that the company had a 0.12% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for W R Berkley, which you can use to evaluate the volatility of the entity. Please utilize W R's Mean Deviation of 1.34, downside deviation of 1.76, and Risk Adjusted Performance of 0.1071 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, W R holds a performance score of 9. The firm maintains a market beta of 0.59, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, W R's returns are expected to increase less than the market. However, during the bear market, the loss of holding W R is expected to be smaller as well. Please check W R's value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to make a quick decision on whether W R's historical returns will revert.
Auto-correlation | 0.86 |
Very good predictability
W R Berkley has very good predictability. Overlapping area represents the amount of predictability between W R time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 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 W R Berkley price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current W R price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 1.91 |
W R Berkley lagged returns against current returns
Autocorrelation, which is W R 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 W R's stock expected returns. We can calculate the autocorrelation of W R returns to help us make a trade decision. For example, suppose you find that W R 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 |
W R 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 W R stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if W R stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in W R stock over time.
Current vs Lagged Prices |
| Timeline |
W R Lagged Returns
When evaluating W R's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of W R stock have on its future price. W R 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, W R autocorrelation shows the relationship between W R stock current value and its past values and can show if there is a momentum factor associated with investing in W R Berkley.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in WR1 Stock
When determining whether W R Berkley offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of W R's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of W R Berkley Stock. Outlined below are crucial reports that will aid in making a well-informed decision on W R Berkley Stock:Check out W R Correlation, W R Volatility and W R Alpha and Beta module to complement your research on W R. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
W R 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.