Wüstenrot Württembergische (Germany) Market Value
| WUW Stock | 12.66 0.26 2.10% |
| Symbol | Wüstenrot |
Wüstenrot Württembergische '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 Wüstenrot Württembergische'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 Wüstenrot Württembergische.
| 03/10/2023 |
| 02/27/2025 |
If you would invest 0.00 in Wüstenrot Württembergische on March 10, 2023 and sell it all today you would earn a total of 0.00 from holding Wstenrot Wrttembergische AG or generate 0.0% return on investment in Wüstenrot Württembergische over 720 days. Wüstenrot Württembergische is related to or competes with SOEDER SPORTFISKE, Air Transport, Aedas Homes, DICKS Sporting, and Fukuyama Transporting. More
Wüstenrot Württembergische 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 Wüstenrot Württembergische'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 Wstenrot Wrttembergische AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9127 | |||
| Information Ratio | 0.0952 | |||
| Maximum Drawdown | 5.25 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 2.1 |
Wüstenrot Württembergische Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wüstenrot Württembergische's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wüstenrot Württembergische's standard deviation. In reality, there are many statistical measures that can use Wüstenrot Württembergische historical prices to predict the future Wüstenrot Württembergische's volatility.| Risk Adjusted Performance | 0.0752 | |||
| Jensen Alpha | 0.087 | |||
| Total Risk Alpha | 0.0944 | |||
| Sortino Ratio | 0.1012 | |||
| Treynor Ratio | 0.5048 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Wüstenrot Württembergische'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.
Wüstenrot Württembergische Backtested Returns
Currently, Wstenrot Wrttembergische AG is very steady. Wüstenrot Württembergische 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 Wüstenrot Württembergische, which you can use to evaluate the volatility of the company. Please check out Wüstenrot Württembergische's Mean Deviation of 0.6789, market risk adjusted performance of 0.5148, and Downside Deviation of 0.9127 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. Wüstenrot Württembergische has a performance score of 9 on a scale of 0 to 100. 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, Wüstenrot Württembergische's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wüstenrot Württembergische is expected to be smaller as well. Wüstenrot Württembergische right now maintains a risk of 0.9%. Please check out Wüstenrot Württembergische downside variance, as well as the relationship between the accumulation distribution and price action indicator , to decide if Wüstenrot Württembergische will be following its historical returns.
Auto-correlation | 0.68 |
Good predictability
Wstenrot Wrttembergische AG has good predictability. Overlapping area represents the amount of predictability between Wüstenrot Württembergische time series from 10th of March 2023 to 4th of March 2024 and 4th of March 2024 to 27th 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 Wüstenrot Württembergische price movement. The serial correlation of 0.68 indicates that around 68.0% of current Wüstenrot Württembergische price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Wüstenrot Württembergische lagged returns against current returns
Autocorrelation, which is Wüstenrot Württembergische 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 Wüstenrot Württembergische's stock expected returns. We can calculate the autocorrelation of Wüstenrot Württembergische returns to help us make a trade decision. For example, suppose you find that Wüstenrot Württembergische 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 |
Wüstenrot Württembergische 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 Wüstenrot Württembergische stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wüstenrot Württembergische stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wüstenrot Württembergische stock over time.
Current vs Lagged Prices |
| Timeline |
Wüstenrot Württembergische Lagged Returns
When evaluating Wüstenrot Württembergische's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wüstenrot Württembergische stock have on its future price. Wüstenrot Württembergische 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, Wüstenrot Württembergische autocorrelation shows the relationship between Wüstenrot Württembergische stock current value and its past values and can show if there is a momentum factor associated with investing in Wstenrot Wrttembergische AG.
Regressed Prices |
| Timeline |
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When running Wüstenrot Württembergische's price analysis, check to measure Wüstenrot Württembergische's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Wüstenrot Württembergische is operating at the current time. Most of Wüstenrot Württembergische's value examination focuses on studying past and present price action to predict the probability of Wüstenrot Württembergische's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Wüstenrot Württembergische's price. Additionally, you may evaluate how the addition of Wüstenrot Württembergische to your portfolios can decrease your overall portfolio volatility.