Walker Dunlop (Germany) Market Value
5WD Stock | EUR 95.00 4.50 4.52% |
Symbol | Walker |
Walker Dunlop '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 Walker Dunlop'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 Walker Dunlop.
11/21/2024 |
| 12/21/2024 |
If you would invest 0.00 in Walker Dunlop on November 21, 2024 and sell it all today you would earn a total of 0.00 from holding Walker Dunlop or generate 0.0% return on investment in Walker Dunlop over 30 days. Walker Dunlop is related to or competes with Fast Retailing, ONWARD MEDICAL, Clearside Biomedical, Burlington Stores, SPARTAN STORES, and Merit Medical. Walker Dunlop, Inc., through its subsidiaries, originates, sells, and services a range of multifamily and other commerci... More
Walker Dunlop 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 Walker Dunlop'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 Walker Dunlop upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.02) | |||
Maximum Drawdown | 7.89 | |||
Value At Risk | (2.86) | |||
Potential Upside | 3.56 |
Walker Dunlop Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Walker Dunlop's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Walker Dunlop's standard deviation. In reality, there are many statistical measures that can use Walker Dunlop historical prices to predict the future Walker Dunlop's volatility.Risk Adjusted Performance | (0.0006) | |||
Jensen Alpha | (0.03) | |||
Total Risk Alpha | (0.08) | |||
Treynor Ratio | (0.08) |
Walker Dunlop Backtested Returns
Walker Dunlop shows Sharpe Ratio of -0.0202, which attests that the company had a -0.0202% return per unit of risk over the last 3 months. Walker Dunlop exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Walker Dunlop's Mean Deviation of 1.61, market risk adjusted performance of (0.07), and Standard Deviation of 2.02 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, Walker Dunlop's returns are expected to increase less than the market. However, during the bear market, the loss of holding Walker Dunlop is expected to be smaller as well. At this point, Walker Dunlop has a negative expected return of -0.0408%. Please make sure to check out Walker Dunlop's coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen alpha , to decide if Walker Dunlop performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.16 |
Very weak predictability
Walker Dunlop has very weak predictability. Overlapping area represents the amount of predictability between Walker Dunlop time series from 21st of November 2024 to 6th of December 2024 and 6th of December 2024 to 21st of December 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 Walker Dunlop price movement. The serial correlation of 0.16 indicates that over 16.0% of current Walker Dunlop price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.16 | |
Spearman Rank Test | -0.62 | |
Residual Average | 0.0 | |
Price Variance | 6.84 |
Walker Dunlop lagged returns against current returns
Autocorrelation, which is Walker Dunlop 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 Walker Dunlop's stock expected returns. We can calculate the autocorrelation of Walker Dunlop returns to help us make a trade decision. For example, suppose you find that Walker Dunlop 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 |
Walker Dunlop 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 Walker Dunlop stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Walker Dunlop stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Walker Dunlop stock over time.
Current vs Lagged Prices |
Timeline |
Walker Dunlop Lagged Returns
When evaluating Walker Dunlop's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Walker Dunlop stock have on its future price. Walker Dunlop 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, Walker Dunlop autocorrelation shows the relationship between Walker Dunlop stock current value and its past values and can show if there is a momentum factor associated with investing in Walker Dunlop.
Regressed Prices |
Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Walker Stock
When determining whether Walker Dunlop is a strong investment it is important to analyze Walker Dunlop's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Walker Dunlop's future performance. For an informed investment choice regarding Walker Stock, refer to the following important reports:Check out Walker Dunlop Correlation, Walker Dunlop Volatility and Walker Dunlop Alpha and Beta module to complement your research on Walker Dunlop. For more detail on how to invest in Walker Stock please use our How to Invest in Walker Dunlop guide.You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Walker Dunlop 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.