WLM Participaes (Brazil) Technical Analysis
| WLMM3 Stock | BRL 20.50 0.99 5.07% |
As of the 2nd of February, WLM Participaes maintains the Risk Adjusted Performance of 0.0236, downside deviation of 6.78, and Mean Deviation of 1.58. In relation to fundamental indicators, the technical analysis model lets you check available technical drivers of WLM Participaes e, as well as the relationship between them. Please check out WLM Participaes e information ratio, treynor ratio, value at risk, as well as the relationship between the jensen alpha and maximum drawdown to decide if WLM Participaes e is priced some-what accurately, providing market reflects its latest price of 20.5 per share.
WLM Participaes Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as WLM, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to WLMWLM |
WLM Participaes '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 WLM Participaes' 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 WLM Participaes.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in WLM Participaes on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding WLM Participaes e or generate 0.0% return on investment in WLM Participaes over 90 days. WLM Participaes is related to or competes with Schulz SA, Grazziotin, Grazziotin, CVC Brasil, Marisa Lojas, Cambuci SA, and Metalrgica Riosulense. WLM Participaes e Comrcio de Mquinas e Veculos S.A More
WLM Participaes 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 WLM Participaes' 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 WLM Participaes e upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.78 | |||
| Information Ratio | 0.008 | |||
| Maximum Drawdown | 20.13 | |||
| Value At Risk | (6.18) | |||
| Potential Upside | 6.59 |
WLM Participaes Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for WLM Participaes' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WLM Participaes' standard deviation. In reality, there are many statistical measures that can use WLM Participaes historical prices to predict the future WLM Participaes' volatility.| Risk Adjusted Performance | 0.0236 | |||
| Jensen Alpha | 0.0487 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0038 | |||
| Treynor Ratio | 0.1781 |
WLM Participaes February 2, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0236 | |||
| Market Risk Adjusted Performance | 0.1881 | |||
| Mean Deviation | 1.58 | |||
| Semi Deviation | 2.6 | |||
| Downside Deviation | 6.78 | |||
| Coefficient Of Variation | 4555.44 | |||
| Standard Deviation | 3.22 | |||
| Variance | 10.35 | |||
| Information Ratio | 0.008 | |||
| Jensen Alpha | 0.0487 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0038 | |||
| Treynor Ratio | 0.1781 | |||
| Maximum Drawdown | 20.13 | |||
| Value At Risk | (6.18) | |||
| Potential Upside | 6.59 | |||
| Downside Variance | 46.03 | |||
| Semi Variance | 6.75 | |||
| Expected Short fall | (4.82) | |||
| Skewness | (0.85) | |||
| Kurtosis | 5.08 |
WLM Participaes e Backtested Returns
WLM Participaes e shows Sharpe Ratio of -0.0199, which attests that the company had a -0.0199 % return per unit of standard deviation over the last 3 months. WLM Participaes e exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out WLM Participaes' Mean Deviation of 1.58, downside deviation of 6.78, and Risk Adjusted Performance of 0.0236 to validate the risk estimate we provide. The firm maintains a market beta of 0.34, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, WLM Participaes' returns are expected to increase less than the market. However, during the bear market, the loss of holding WLM Participaes is expected to be smaller as well. At this point, WLM Participaes e has a negative expected return of -0.0653%. Please make sure to check out WLM Participaes' treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if WLM Participaes e performance from the past will be repeated at some future point.
Auto-correlation | -0.14 |
Insignificant reverse predictability
WLM Participaes e has insignificant reverse predictability. Overlapping area represents the amount of predictability between WLM Participaes time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of WLM Participaes e price movement. The serial correlation of -0.14 indicates that less than 14.0% of current WLM Participaes price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
WLM Participaes 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.
WLM Participaes e Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of WLM Participaes e volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About WLM Participaes Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of WLM Participaes e on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of WLM Participaes e based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on WLM Participaes e price pattern first instead of the macroeconomic environment surrounding WLM Participaes e. By analyzing WLM Participaes's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of WLM Participaes's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to WLM Participaes specific price patterns or momentum indicators. Please read more on our technical analysis page.
WLM Participaes February 2, 2026 Technical Indicators
Most technical analysis of WLM help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for WLM from various momentum indicators to cycle indicators. When you analyze WLM charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0236 | |||
| Market Risk Adjusted Performance | 0.1881 | |||
| Mean Deviation | 1.58 | |||
| Semi Deviation | 2.6 | |||
| Downside Deviation | 6.78 | |||
| Coefficient Of Variation | 4555.44 | |||
| Standard Deviation | 3.22 | |||
| Variance | 10.35 | |||
| Information Ratio | 0.008 | |||
| Jensen Alpha | 0.0487 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0038 | |||
| Treynor Ratio | 0.1781 | |||
| Maximum Drawdown | 20.13 | |||
| Value At Risk | (6.18) | |||
| Potential Upside | 6.59 | |||
| Downside Variance | 46.03 | |||
| Semi Variance | 6.75 | |||
| Expected Short fall | (4.82) | |||
| Skewness | (0.85) | |||
| Kurtosis | 5.08 |
WLM Participaes February 2, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as WLM stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.05 | ||
| Day Median Price | 20.50 | ||
| Day Typical Price | 20.50 | ||
| Price Action Indicator | 0.49 |
Additional Tools for WLM Stock Analysis
When running WLM Participaes' price analysis, check to measure WLM Participaes' 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 WLM Participaes is operating at the current time. Most of WLM Participaes' value examination focuses on studying past and present price action to predict the probability of WLM Participaes' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move WLM Participaes' price. Additionally, you may evaluate how the addition of WLM Participaes to your portfolios can decrease your overall portfolio volatility.