White Mountains Insurance Stock Technical Analysis
WTM Stock | USD 2,015 26.66 1.34% |
As of the 25th of November, White Mountains maintains the Market Risk Adjusted Performance of 0.1479, downside deviation of 1.19, and Mean Deviation of 0.9964. Relative to fundamental indicators, the technical analysis model lets you check existing technical drivers of White Mountains Insurance, as well as the relationship between them. Please check out White Mountains Insurance coefficient of variation, maximum drawdown, as well as the relationship between the Maximum Drawdown and skewness to decide if White Mountains Insurance is priced fairly, providing market reflects its latest price of 2015.0 per share. Given that White Mountains Insurance has jensen alpha of 0.0179, we strongly advise you to confirm White Mountains Insurance's prevalent market performance to make sure the company can sustain itself at a future point.
White Mountains Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as White, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to WhiteWhite |
White Mountains Analyst Consensus
Target Price | Advice | # of Analysts | |
360.0 | Strong Sell | 0 | Odds |
Most White analysts issue ratings four times a year, at intervals of three months. Ratings are usually accompanied by a target price to helps potential investors understand White stock's fair price compared to its market value. Analysts arrive at stock ratings after researching public financial statements of White Mountains Insurance, talking to its executives and customers, or listening to White conference calls.
White Analyst Advice DetailsWhite Mountains 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.
White Mountains Insurance Technical Analysis
The output start index for this execution was twelve with a total number of output elements of fourty-nine. 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 White Mountains Insurance volatility. High ATR values indicate high volatility, and low values indicate low volatility.
White Mountains Insurance Trend Analysis
Use this graph to draw trend lines for White Mountains Insurance. You can use it to identify possible trend reversals for White Mountains as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual White Mountains price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.White Mountains Best Fit Change Line
The following chart estimates an ordinary least squares regression model for White Mountains Insurance applied against its price change over selected period. The best fit line has a slop of 3.54 , which may suggest that White Mountains Insurance is still a good investment. It has 122 observation points and a regression sum of squares at 473563.58, which is the sum of squared deviations for the predicted White Mountains price change compared to its average price change.About White Mountains 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 White Mountains Insurance 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 White Mountains Insurance based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on White Mountains Insurance price pattern first instead of the macroeconomic environment surrounding White Mountains Insurance. By analyzing White Mountains'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 White Mountains'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 White Mountains specific price patterns or momentum indicators. Please read more on our technical analysis page.
2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.001005 | 7.51E-4 | 6.84E-4 | 6.49E-4 | Price To Sales Ratio | 3.27 | 3.45 | 1.76 | 1.82 |
White Mountains November 25, 2024 Technical Indicators
Most technical analysis of White 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 White from various momentum indicators to cycle indicators. When you analyze White 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 | 0.0866 | |||
Market Risk Adjusted Performance | 0.1479 | |||
Mean Deviation | 0.9964 | |||
Semi Deviation | 1.02 | |||
Downside Deviation | 1.19 | |||
Coefficient Of Variation | 936.09 | |||
Standard Deviation | 1.45 | |||
Variance | 2.09 | |||
Information Ratio | 0.0165 | |||
Jensen Alpha | 0.0179 | |||
Total Risk Alpha | (0.08) | |||
Sortino Ratio | 0.0201 | |||
Treynor Ratio | 0.1379 | |||
Maximum Drawdown | 7.13 | |||
Value At Risk | (1.73) | |||
Potential Upside | 2.38 | |||
Downside Variance | 1.41 | |||
Semi Variance | 1.05 | |||
Expected Short fall | (1.11) | |||
Skewness | 1.17 | |||
Kurtosis | 4.32 |
White Mountains November 25, 2024 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 White 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 | 1.15 | ||
Daily Balance Of Power | 111.08 | ||
Rate Of Daily Change | 1.01 | ||
Day Median Price | 2,015 | ||
Day Typical Price | 2,015 | ||
Price Action Indicator | 13.21 |
Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in White Mountains Insurance. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in estimate. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Is Property & Casualty Insurance 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 White Mountains. If investors know White 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 White Mountains 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 6.582 | Dividend Share 1 | Earnings Share 252.52 | Revenue Per Share 1.1 K | Quarterly Revenue Growth 0.835 |
The market value of White Mountains Insurance is measured differently than its book value, which is the value of White that is recorded on the company's balance sheet. Investors also form their own opinion of White Mountains' value that differs from its market value or its book value, called intrinsic value, which is White Mountains' 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 White Mountains' market value can be influenced by many factors that don't directly affect White Mountains' 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 White Mountains' value and its price as these two are different measures arrived at by different means. Investors typically determine if White Mountains is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, White Mountains' 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.