Waton Financial Limited Stock Market Value
| WTF Stock | 3.32 0.10 3.11% |
| Symbol | Waton |
Is Investment Banking & Brokerage 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 Waton Financial. If investors know Waton 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 Waton Financial listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Waton Financial is measured differently than its book value, which is the value of Waton that is recorded on the company's balance sheet. Investors also form their own opinion of Waton Financial's value that differs from its market value or its book value, called intrinsic value, which is Waton Financial'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 Waton Financial's market value can be influenced by many factors that don't directly affect Waton Financial'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 Waton Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Waton Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Waton Financial'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.
Waton Financial '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 Waton Financial'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 Waton Financial.
| 12/31/2024 |
| 12/26/2025 |
If you would invest 0.00 in Waton Financial on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Waton Financial Limited or generate 0.0% return on investment in Waton Financial over 360 days. Waton Financial is related to or competes with TON Strategy, SuRo Capital, Chicago Atlantic, Mount Logan, Newtek Business, Triplepoint Venture, and Horizon Technology. More
Waton Financial 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 Waton Financial'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 Waton Financial Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 31.36 | |||
| Value At Risk | (12.23) | |||
| Potential Upside | 8.92 |
Waton Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Waton Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Waton Financial's standard deviation. In reality, there are many statistical measures that can use Waton Financial historical prices to predict the future Waton Financial's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.88) | |||
| Total Risk Alpha | (1.45) | |||
| Treynor Ratio | (1.21) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Waton Financial'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.
Waton Financial Backtested Returns
Waton Financial 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. Waton Financial exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Waton Financial's Standard Deviation of 6.18, market risk adjusted performance of (1.20), and Mean Deviation of 4.54 to validate the risk estimate we provide. The firm maintains a market beta of 0.68, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Waton Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Waton Financial is expected to be smaller as well. At this point, Waton Financial has a negative expected return of -0.82%. Please make sure to check out Waton Financial's maximum drawdown, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if Waton Financial performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.06 |
Very weak reverse predictability
Waton Financial Limited has very weak reverse predictability. Overlapping area represents the amount of predictability between Waton Financial time series from 31st of December 2024 to 29th of June 2025 and 29th of June 2025 to 26th 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 Waton Financial price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Waton Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.62 |
Waton Financial lagged returns against current returns
Autocorrelation, which is Waton Financial 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 Waton Financial's stock expected returns. We can calculate the autocorrelation of Waton Financial returns to help us make a trade decision. For example, suppose you find that Waton Financial 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 |
Waton Financial 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 Waton Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Waton Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Waton Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Waton Financial Lagged Returns
When evaluating Waton Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Waton Financial stock have on its future price. Waton Financial 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, Waton Financial autocorrelation shows the relationship between Waton Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Waton Financial Limited.
Regressed Prices |
| Timeline |
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Check out Waton Financial Correlation, Waton Financial Volatility and Waton Financial Alpha and Beta module to complement your research on Waton Financial. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Waton Financial 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.