Wereldhave Nv Stock Market Value
| WRDEF Stock | USD 22.46 0.00 0.00% |
| Symbol | Wereldhave |
Wereldhave '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 Wereldhave'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 Wereldhave.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Wereldhave on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Wereldhave NV or generate 0.0% return on investment in Wereldhave over 180 days. Wereldhave is related to or competes with Poly Property, Logan Group, Sunac Services, CapitaLand China, C C, and Isras Investment. Our centers are places where people go, not only to shop, but also to work, relax and spend time with friends and family More
Wereldhave 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 Wereldhave'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 Wereldhave NV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1091 | |||
| Maximum Drawdown | 40.38 |
Wereldhave Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wereldhave's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wereldhave's standard deviation. In reality, there are many statistical measures that can use Wereldhave historical prices to predict the future Wereldhave's volatility.| Risk Adjusted Performance | 0.0966 | |||
| Jensen Alpha | 0.6325 | |||
| Total Risk Alpha | 0.117 | |||
| Treynor Ratio | (3.76) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Wereldhave'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.
Wereldhave NV Backtested Returns
Wereldhave appears to be not too volatile, given 3 months investment horizon. Wereldhave NV shows Sharpe Ratio of 0.13, which attests that the company had a 0.13 % return per unit of risk over the last 3 months. By examining Wereldhave's technical indicators, you can evaluate if the expected return of 0.63% is justified by implied risk. Please utilize Wereldhave's Mean Deviation of 1.24, market risk adjusted performance of (3.75), and Standard Deviation of 5.05 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Wereldhave holds a performance score of 9. The firm maintains a market beta of -0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Wereldhave are expected to decrease at a much lower rate. During the bear market, Wereldhave is likely to outperform the market. Please check Wereldhave's treynor ratio, and the relationship between the standard deviation and kurtosis , to make a quick decision on whether Wereldhave's historical returns will revert.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Wereldhave NV has insignificant reverse predictability. Overlapping area represents the amount of predictability between Wereldhave time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 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 Wereldhave NV price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Wereldhave price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 10.34 |
Wereldhave NV lagged returns against current returns
Autocorrelation, which is Wereldhave 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 Wereldhave's pink sheet expected returns. We can calculate the autocorrelation of Wereldhave returns to help us make a trade decision. For example, suppose you find that Wereldhave 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 |
Wereldhave 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 Wereldhave pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wereldhave pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wereldhave pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Wereldhave Lagged Returns
When evaluating Wereldhave's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wereldhave pink sheet have on its future price. Wereldhave 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, Wereldhave autocorrelation shows the relationship between Wereldhave pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Wereldhave NV.
Regressed Prices |
| Timeline |
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Other Information on Investing in Wereldhave Pink Sheet
Wereldhave financial ratios help investors to determine whether Wereldhave 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 Wereldhave with respect to the benefits of owning Wereldhave security.