Williams Sonoma Stock Market Value
| WSM Stock | USD 177.85 5.87 3.41% |
| Symbol | Williams |
Williams Sonoma Price To Book Ratio
Is Homefurnishing Retail space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Williams Sonoma. If investors know Williams will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Williams Sonoma listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.115 | Earnings Share 8.46 | Revenue Per Share 59.086 | Quarterly Revenue Growth (0.04) | Return On Assets 0.178 |
The market value of Williams Sonoma is measured differently than its book value, which is the value of Williams that is recorded on the company's balance sheet. Investors also form their own opinion of Williams Sonoma's value that differs from its market value or its book value, called intrinsic value, which is Williams Sonoma's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Williams Sonoma's market value can be influenced by many factors that don't directly affect Williams Sonoma's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Williams Sonoma's value and its price as these two are different measures arrived at by different means. Investors typically determine if Williams Sonoma is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Williams Sonoma's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Williams Sonoma '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 Williams Sonoma'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 Williams Sonoma.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Williams Sonoma on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Williams Sonoma or generate 0.0% return on investment in Williams Sonoma over 30 days. Williams Sonoma is related to or competes with AutoZone, Ulta Beauty, Best Buy, Dicks Sporting, OReilly Automotive, and Pet Acquisition. Williams-Sonoma, Inc. operates as an omni-channel specialty retailer of various products for home More
Williams Sonoma 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 Williams Sonoma'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 Williams Sonoma upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.1 | |||
| Information Ratio | 0.0908 | |||
| Maximum Drawdown | 29.0 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 3.43 |
Williams Sonoma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Williams Sonoma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Williams Sonoma's standard deviation. In reality, there are many statistical measures that can use Williams Sonoma historical prices to predict the future Williams Sonoma's volatility.| Risk Adjusted Performance | 0.1027 | |||
| Jensen Alpha | 0.4545 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.1738 | |||
| Treynor Ratio | 1.85 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Williams Sonoma'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.
Williams Sonoma Backtested Returns
Williams Sonoma appears to be very steady, given 3 months investment horizon. Williams Sonoma shows Sharpe Ratio of 0.12, which attests that the company had a 0.12% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Williams Sonoma, which you can use to evaluate the volatility of the company. Please utilize Williams Sonoma's Market Risk Adjusted Performance of 1.86, downside deviation of 2.1, and Mean Deviation of 2.08 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Williams Sonoma holds a performance score of 9. The firm maintains a market beta of 0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Williams Sonoma's returns are expected to increase less than the market. However, during the bear market, the loss of holding Williams Sonoma is expected to be smaller as well. Please check Williams Sonoma's value at risk, as well as the relationship between the kurtosis and price action indicator , to make a quick decision on whether Williams Sonoma's historical returns will revert.
Auto-correlation | -0.63 |
Very good reverse predictability
Williams Sonoma has very good reverse predictability. Overlapping area represents the amount of predictability between Williams Sonoma time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Williams Sonoma price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Williams Sonoma price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 429.77 |
Williams Sonoma lagged returns against current returns
Autocorrelation, which is Williams Sonoma 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 Williams Sonoma's stock expected returns. We can calculate the autocorrelation of Williams Sonoma returns to help us make a trade decision. For example, suppose you find that Williams Sonoma 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 |
Williams Sonoma 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 Williams Sonoma stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Williams Sonoma stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Williams Sonoma stock over time.
Current vs Lagged Prices |
| Timeline |
Williams Sonoma Lagged Returns
When evaluating Williams Sonoma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Williams Sonoma stock have on its future price. Williams Sonoma 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, Williams Sonoma autocorrelation shows the relationship between Williams Sonoma stock current value and its past values and can show if there is a momentum factor associated with investing in Williams Sonoma.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Williams Sonoma Correlation, Williams Sonoma Volatility and Williams Sonoma Alpha and Beta module to complement your research on Williams Sonoma. To learn how to invest in Williams Stock, please use our How to Invest in Williams Sonoma guide.You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Williams Sonoma 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.