Winfarm (France) Market Value
| ALWF Stock | EUR 3.84 0.13 3.27% |
| Symbol | Winfarm |
Winfarm '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 Winfarm'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 Winfarm.
| 12/21/2023 |
| 12/15/2024 |
If you would invest 0.00 in Winfarm on December 21, 2023 and sell it all today you would earn a total of 0.00 from holding Winfarm or generate 0.0% return on investment in Winfarm over 360 days. Winfarm is related to or competes with Glob Bioenergi, Agripower France, Prodways Group, and Paulic Meunerie. WINFARM Socit anonyme provides a range of consulting and distance selling services for equipment and solutions to breede... More
Winfarm 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 Winfarm'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 Winfarm upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 24.51 | |||
| Value At Risk | (3.47) | |||
| Potential Upside | 4.91 |
Winfarm Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Winfarm's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Winfarm's standard deviation. In reality, there are many statistical measures that can use Winfarm historical prices to predict the future Winfarm's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.53) | |||
| Treynor Ratio | (0.83) |
Winfarm Backtested Returns
Winfarm shows Sharpe Ratio of -0.0405, which attests that the company had a -0.0405% return per unit of risk over the last 3 months. Winfarm exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Winfarm's Market Risk Adjusted Performance of (0.82), standard deviation of 3.06, and Mean Deviation of 1.72 to validate the risk estimate we provide. The firm maintains a market beta of 0.18, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Winfarm's returns are expected to increase less than the market. However, during the bear market, the loss of holding Winfarm is expected to be smaller as well. At this point, Winfarm has a negative expected return of -0.12%. Please make sure to check out Winfarm's jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if Winfarm performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.20 |
Weak predictability
Winfarm has weak predictability. Overlapping area represents the amount of predictability between Winfarm time series from 21st of December 2023 to 18th of June 2024 and 18th of June 2024 to 15th 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 Winfarm price movement. The serial correlation of 0.2 indicates that over 20.0% of current Winfarm price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Winfarm lagged returns against current returns
Autocorrelation, which is Winfarm 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 Winfarm's stock expected returns. We can calculate the autocorrelation of Winfarm returns to help us make a trade decision. For example, suppose you find that Winfarm 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 |
Winfarm 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 Winfarm stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Winfarm stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Winfarm stock over time.
Current vs Lagged Prices |
| Timeline |
Winfarm Lagged Returns
When evaluating Winfarm's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Winfarm stock have on its future price. Winfarm 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, Winfarm autocorrelation shows the relationship between Winfarm stock current value and its past values and can show if there is a momentum factor associated with investing in Winfarm.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Winfarm Stock
Winfarm financial ratios help investors to determine whether Winfarm 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 Winfarm with respect to the benefits of owning Winfarm security.