Wendel (France) Market Value
| MF Stock | EUR 89.75 0.40 0.45% |
| Symbol | Wendel |
Wendel '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 Wendel'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 Wendel.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Wendel on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Wendel or generate 0.0% return on investment in Wendel over 90 days. Wendel is related to or competes with Eurazeo, Bollore SA, Bureau Veritas, SEB SA, and Gecina SA. Wendel is a private equity firm specializing in equity financing in middle markets and later stages through leveraged bu... More
Wendel 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 Wendel'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 Wendel upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.02 | |||
| Maximum Drawdown | 8.35 | |||
| Value At Risk | (2.05) | |||
| Potential Upside | 1.51 |
Wendel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wendel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wendel's standard deviation. In reality, there are many statistical measures that can use Wendel historical prices to predict the future Wendel's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.0841 | |||
| Treynor Ratio | (0.16) |
Wendel Backtested Returns
Wendel shows Sharpe Ratio of -0.0505, which attests that the company had a -0.0505 % return per unit of risk over the last 3 months. Wendel exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Wendel's Market Risk Adjusted Performance of (0.15), mean deviation of 0.9906, and Standard Deviation of 1.33 to validate the risk estimate we provide. The firm maintains a market beta of 0.53, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Wendel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wendel is expected to be smaller as well. At this point, Wendel has a negative expected return of -0.0678%. Please make sure to check out Wendel's maximum drawdown, kurtosis, day median price, as well as the relationship between the potential upside and daily balance of power , to decide if Wendel performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Wendel has no correlation between past and present. Overlapping area represents the amount of predictability between Wendel time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 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 Wendel price movement. The serial correlation of 0.0 indicates that just 0.0% of current Wendel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 4.23 |
Wendel lagged returns against current returns
Autocorrelation, which is Wendel 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 Wendel's stock expected returns. We can calculate the autocorrelation of Wendel returns to help us make a trade decision. For example, suppose you find that Wendel 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 |
Wendel 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 Wendel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wendel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wendel stock over time.
Current vs Lagged Prices |
| Timeline |
Wendel Lagged Returns
When evaluating Wendel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wendel stock have on its future price. Wendel 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, Wendel autocorrelation shows the relationship between Wendel stock current value and its past values and can show if there is a momentum factor associated with investing in Wendel.
Regressed Prices |
| Timeline |
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Wendel financial ratios help investors to determine whether Wendel 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 Wendel with respect to the benefits of owning Wendel security.