Warimpex Finanz (Austria) Market Value
| WXF Stock | EUR 0.54 0.10 15.62% |
| Symbol | Warimpex |
Warimpex Finanz '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 Warimpex Finanz'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 Warimpex Finanz.
| 05/25/2024 |
| 11/21/2024 |
If you would invest 0.00 in Warimpex Finanz on May 25, 2024 and sell it all today you would earn a total of 0.00 from holding Warimpex Finanz und or generate 0.0% return on investment in Warimpex Finanz over 180 days. Warimpex Finanz is related to or competes with IMMOFINANZ, Polytec Holding, S IMMO, Zumtobel Group, and UNIQA Insurance. More
Warimpex Finanz 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 Warimpex Finanz'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 Warimpex Finanz und upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 12.21 | |||
| Value At Risk | (5.80) | |||
| Potential Upside | 4.76 |
Warimpex Finanz Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Warimpex Finanz's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Warimpex Finanz's standard deviation. In reality, there are many statistical measures that can use Warimpex Finanz historical prices to predict the future Warimpex Finanz's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.65) | |||
| Treynor Ratio | 0.5369 |
Warimpex Finanz und Backtested Returns
Warimpex Finanz und shows Sharpe Ratio of -0.1, which attests that the company had a -0.1% return per unit of risk over the last 3 months. Warimpex Finanz und exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Warimpex Finanz's Market Risk Adjusted Performance of 0.5469, standard deviation of 3.21, and Mean Deviation of 1.83 to validate the risk estimate we provide. The firm maintains a market beta of -0.53, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Warimpex Finanz are expected to decrease at a much lower rate. During the bear market, Warimpex Finanz is likely to outperform the market. At this point, Warimpex Finanz und has a negative expected return of -0.32%. Please make sure to check out Warimpex Finanz's accumulation distribution, as well as the relationship between the day typical price and relative strength index , to decide if Warimpex Finanz und performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.73 |
Good predictability
Warimpex Finanz und has good predictability. Overlapping area represents the amount of predictability between Warimpex Finanz time series from 25th of May 2024 to 23rd of August 2024 and 23rd of August 2024 to 21st 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 Warimpex Finanz und price movement. The serial correlation of 0.73 indicates that around 73.0% of current Warimpex Finanz price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Warimpex Finanz und lagged returns against current returns
Autocorrelation, which is Warimpex Finanz 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 Warimpex Finanz's stock expected returns. We can calculate the autocorrelation of Warimpex Finanz returns to help us make a trade decision. For example, suppose you find that Warimpex Finanz 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 |
Warimpex Finanz 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 Warimpex Finanz stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Warimpex Finanz stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Warimpex Finanz stock over time.
Current vs Lagged Prices |
| Timeline |
Warimpex Finanz Lagged Returns
When evaluating Warimpex Finanz's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Warimpex Finanz stock have on its future price. Warimpex Finanz 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, Warimpex Finanz autocorrelation shows the relationship between Warimpex Finanz stock current value and its past values and can show if there is a momentum factor associated with investing in Warimpex Finanz und.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Warimpex Stock
Warimpex Finanz financial ratios help investors to determine whether Warimpex Stock 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 Warimpex with respect to the benefits of owning Warimpex Finanz security.