Wendel (France) Market Value
| MF Stock | EUR 93.95 0.15 0.16% |
| 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.
| 06/10/2023 |
| 12/01/2024 |
If you would invest 0.00 in Wendel on June 10, 2023 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 540 days. Wendel is related to or competes with Amundi SA, Tikehau Capital, Altamir SCA, ABC Arbitrage, and IDI SCA. 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.
| Downside Deviation | 0.9998 | |||
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 4.83 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 1.64 |
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 | 0.034 | |||
| Jensen Alpha | 0.0414 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.1) | |||
| Treynor Ratio | (0.36) |
Wendel Backtested Returns
At this point, Wendel is very steady. Wendel shows Sharpe Ratio of 0.0566, which attests that the company had a 0.0566% return per unit of risk over the last 3 months. We have found thirty technical indicators for Wendel, which you can use to evaluate the volatility of the company. Please check out Wendel's Downside Deviation of 0.9998, market risk adjusted performance of (0.35), and Mean Deviation of 0.773 to validate if the risk estimate we provide is consistent with the expected return of 0.0546%. Wendel has a performance score of 4 on a scale of 0 to 100. The firm maintains a market beta of -0.0853, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Wendel are expected to decrease at a much lower rate. During the bear market, Wendel is likely to outperform the market. Wendel right now maintains a risk of 0.96%. Please check out Wendel value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if Wendel will be following its historical returns.
Auto-correlation | 0.49 |
Average predictability
Wendel has average predictability. Overlapping area represents the amount of predictability between Wendel time series from 10th of June 2023 to 6th of March 2024 and 6th of March 2024 to 1st 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 Wendel price movement. The serial correlation of 0.49 indicates that about 49.0% of current Wendel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 8.83 |
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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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 Wendel Stock
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.