WINDSTREAM HLDGS (Germany) Market Value
| B4O Stock | 0.01 0.00 0.00% |
| Symbol | WINDSTREAM |
WINDSTREAM HLDGS '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 WINDSTREAM HLDGS'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 WINDSTREAM HLDGS.
| 11/23/2024 |
| 12/23/2024 |
If you would invest 0.00 in WINDSTREAM HLDGS on November 23, 2024 and sell it all today you would earn a total of 0.00 from holding WINDSTREAM HLDGS or generate 0.0% return on investment in WINDSTREAM HLDGS over 30 days.
WINDSTREAM HLDGS 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 WINDSTREAM HLDGS'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 WINDSTREAM HLDGS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 50.0 |
WINDSTREAM HLDGS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for WINDSTREAM HLDGS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WINDSTREAM HLDGS's standard deviation. In reality, there are many statistical measures that can use WINDSTREAM HLDGS historical prices to predict the future WINDSTREAM HLDGS's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (1.54) | |||
| Total Risk Alpha | (1.77) | |||
| Treynor Ratio | (2.03) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of WINDSTREAM HLDGS's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
WINDSTREAM HLDGS Backtested Returns
WINDSTREAM HLDGS shows Sharpe Ratio of -0.18, which attests that the company had a -0.18% return per unit of standard deviation over the last 3 months. WINDSTREAM HLDGS exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out WINDSTREAM HLDGS's Mean Deviation of 2.94, risk adjusted performance of (0.13), and Standard Deviation of 8.64 to validate the risk estimate we provide. The firm maintains a market beta of 0.75, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, WINDSTREAM HLDGS's returns are expected to increase less than the market. However, during the bear market, the loss of holding WINDSTREAM HLDGS is expected to be smaller as well. At this point, WINDSTREAM HLDGS has a negative expected return of -1.54%. Please make sure to check out WINDSTREAM HLDGS's variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and rate of daily change , to decide if WINDSTREAM HLDGS performance from the past will be repeated at future time.
Auto-correlation | 1.00 |
Perfect predictability
WINDSTREAM HLDGS has perfect predictability. Overlapping area represents the amount of predictability between WINDSTREAM HLDGS time series from 23rd of November 2024 to 8th of December 2024 and 8th of December 2024 to 23rd 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 WINDSTREAM HLDGS price movement. The serial correlation of 1.0 indicates that 100.0% of current WINDSTREAM HLDGS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
WINDSTREAM HLDGS lagged returns against current returns
Autocorrelation, which is WINDSTREAM HLDGS 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 WINDSTREAM HLDGS's stock expected returns. We can calculate the autocorrelation of WINDSTREAM HLDGS returns to help us make a trade decision. For example, suppose you find that WINDSTREAM HLDGS 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 |
WINDSTREAM HLDGS 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 WINDSTREAM HLDGS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if WINDSTREAM HLDGS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in WINDSTREAM HLDGS stock over time.
Current vs Lagged Prices |
| Timeline |
WINDSTREAM HLDGS Lagged Returns
When evaluating WINDSTREAM HLDGS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of WINDSTREAM HLDGS stock have on its future price. WINDSTREAM HLDGS 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, WINDSTREAM HLDGS autocorrelation shows the relationship between WINDSTREAM HLDGS stock current value and its past values and can show if there is a momentum factor associated with investing in WINDSTREAM HLDGS.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for WINDSTREAM Stock Analysis
When running WINDSTREAM HLDGS's price analysis, check to measure WINDSTREAM HLDGS'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 WINDSTREAM HLDGS is operating at the current time. Most of WINDSTREAM HLDGS's value examination focuses on studying past and present price action to predict the probability of WINDSTREAM HLDGS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move WINDSTREAM HLDGS's price. Additionally, you may evaluate how the addition of WINDSTREAM HLDGS to your portfolios can decrease your overall portfolio volatility.