Wilmar International (Germany) Market Value
| RTHA Stock | EUR 2.21 0.02 0.91% |
| Symbol | Wilmar |
Wilmar International '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 Wilmar International'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 Wilmar International.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in Wilmar International on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Wilmar International Limited or generate 0.0% return on investment in Wilmar International over 30 days. Wilmar International is related to or competes with SLR Investment, FUYO GENERAL, New Residential, United Rentals, Apollo Investment, REINET INVESTMENTS, and Japan Asia. Wilmar International Limited operates as an agribusiness company in Singapore, the Peoples Republic of China, Indonesia,... More
Wilmar International 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 Wilmar International'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 Wilmar International Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.34 | |||
| Information Ratio | 0.0305 | |||
| Maximum Drawdown | 13.22 | |||
| Value At Risk | (2.79) | |||
| Potential Upside | 3.32 |
Wilmar International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wilmar International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wilmar International's standard deviation. In reality, there are many statistical measures that can use Wilmar International historical prices to predict the future Wilmar International's volatility.| Risk Adjusted Performance | 0.0238 | |||
| Jensen Alpha | 0.0323 | |||
| Total Risk Alpha | 0.0975 | |||
| Sortino Ratio | 0.0254 | |||
| Treynor Ratio | (0.20) |
Wilmar International Backtested Returns
At this point, Wilmar International is relatively risky. Wilmar International shows Sharpe Ratio of 0.0287, which attests that the company had a 0.0287 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Wilmar International, which you can use to evaluate the volatility of the company. Please check out Wilmar International's Downside Deviation of 2.34, mean deviation of 1.28, and Market Risk Adjusted Performance of (0.19) to validate if the risk estimate we provide is consistent with the expected return of 0.0568%. Wilmar International has a performance score of 2 on a scale of 0 to 100. 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, returns on owning Wilmar International are expected to decrease at a much lower rate. During the bear market, Wilmar International is likely to outperform the market. Wilmar International right now maintains a risk of 1.98%. Please check out Wilmar International jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Wilmar International will be following its historical returns.
Auto-correlation | 0.53 |
Modest predictability
Wilmar International Limited has modest predictability. Overlapping area represents the amount of predictability between Wilmar International time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 Wilmar International price movement. The serial correlation of 0.53 indicates that about 53.0% of current Wilmar International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Wilmar International lagged returns against current returns
Autocorrelation, which is Wilmar International 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 Wilmar International's stock expected returns. We can calculate the autocorrelation of Wilmar International returns to help us make a trade decision. For example, suppose you find that Wilmar International 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 |
Wilmar International 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 Wilmar International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wilmar International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wilmar International stock over time.
Current vs Lagged Prices |
| Timeline |
Wilmar International Lagged Returns
When evaluating Wilmar International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wilmar International stock have on its future price. Wilmar International 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, Wilmar International autocorrelation shows the relationship between Wilmar International stock current value and its past values and can show if there is a momentum factor associated with investing in Wilmar International Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Wilmar Stock
Wilmar International financial ratios help investors to determine whether Wilmar 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 Wilmar with respect to the benefits of owning Wilmar International security.