WPP - (Germany) Market Value
| 0WP Stock | EUR 9.40 0.35 3.59% |
| Symbol | WPP |
WPP - '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 WPP -'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 WPP -.
| 12/08/2024 |
| 01/07/2025 |
If you would invest 0.00 in WPP - on December 8, 2024 and sell it all today you would earn a total of 0.00 from holding WPP Dusseldorf or generate 0.0% return on investment in WPP - over 30 days. WPP - is related to or competes with SCANSOURCE (SC3SG), MAVEN WIRELESS, THRACE PLASTICS, CanSino Biologics, and Alstria Office. More
WPP - 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 WPP -'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 WPP Dusseldorf upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.53 | |||
| Information Ratio | 0.0373 | |||
| Maximum Drawdown | 8.87 | |||
| Value At Risk | (2.48) | |||
| Potential Upside | 2.23 |
WPP - Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for WPP -'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WPP -'s standard deviation. In reality, there are many statistical measures that can use WPP - historical prices to predict the future WPP -'s volatility.| Risk Adjusted Performance | 0.0495 | |||
| Jensen Alpha | 0.0714 | |||
| Total Risk Alpha | 0.0414 | |||
| Sortino Ratio | 0.038 | |||
| Treynor Ratio | 0.2837 |
WPP Dusseldorf Backtested Returns
Currently, WPP Dusseldorf is not too volatile. WPP Dusseldorf shows Sharpe Ratio of 0.0422, which attests that the company had a 0.0422% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for WPP Dusseldorf, which you can use to evaluate the volatility of the company. Please check out WPP -'s Downside Deviation of 1.53, risk adjusted performance of 0.0495, and Mean Deviation of 1.16 to validate if the risk estimate we provide is consistent with the expected return of 0.066%. WPP - has a performance score of 3 on a scale of 0 to 100. The firm maintains a market beta of 0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, WPP -'s returns are expected to increase less than the market. However, during the bear market, the loss of holding WPP - is expected to be smaller as well. WPP Dusseldorf presently maintains a risk of 1.56%. Please check out WPP Dusseldorf downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if WPP Dusseldorf will be following its historical returns.
Auto-correlation | 0.66 |
Good predictability
WPP Dusseldorf has good predictability. Overlapping area represents the amount of predictability between WPP - time series from 8th of December 2024 to 23rd of December 2024 and 23rd of December 2024 to 7th of January 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 WPP Dusseldorf price movement. The serial correlation of 0.66 indicates that around 66.0% of current WPP - price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
WPP Dusseldorf lagged returns against current returns
Autocorrelation, which is WPP - 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 WPP -'s stock expected returns. We can calculate the autocorrelation of WPP - returns to help us make a trade decision. For example, suppose you find that WPP - 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 |
WPP - 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 WPP - stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if WPP - stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in WPP - stock over time.
Current vs Lagged Prices |
| Timeline |
WPP - Lagged Returns
When evaluating WPP -'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of WPP - stock have on its future price. WPP - 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, WPP - autocorrelation shows the relationship between WPP - stock current value and its past values and can show if there is a momentum factor associated with investing in WPP Dusseldorf.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for WPP Stock Analysis
When running WPP -'s price analysis, check to measure WPP -'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 WPP - is operating at the current time. Most of WPP -'s value examination focuses on studying past and present price action to predict the probability of WPP -'s future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move WPP -'s price. Additionally, you may evaluate how the addition of WPP - to your portfolios can decrease your overall portfolio volatility.