WPLAU 365 05 MAR 25 Market Value
| 980236AM5 | 99.63 0.05 0.05% |
| Symbol | WPLAU |
Please note, there is a significant difference between WPLAU's value and its price as these two are different measures arrived at by different means. Investors typically determine if WPLAU is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, WPLAU's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
WPLAU '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 WPLAU's bond 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 WPLAU.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in WPLAU on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding WPLAU 365 05 MAR 25 or generate 0.0% return on investment in WPLAU over 30 days. WPLAU is related to or competes with Boston Beer, Arrow Electronics, Diageo PLC, Amkor Technology, Constellation Brands, and National Beverage. More
WPLAU 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 WPLAU's bond 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 WPLAU 365 05 MAR 25 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0738 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 0.4557 | |||
| Value At Risk | (0.09) | |||
| Potential Upside | 0.182 |
WPLAU Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for WPLAU's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WPLAU's standard deviation. In reality, there are many statistical measures that can use WPLAU historical prices to predict the future WPLAU's volatility.| Risk Adjusted Performance | 0.159 | |||
| Jensen Alpha | 0.0164 | |||
| Total Risk Alpha | 0.0137 | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | (1.13) |
WPLAU 365 05 Backtested Returns
At this point, WPLAU is very steady. WPLAU 365 05 shows Sharpe Ratio of 0.11, which attests that the bond had a 0.11% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for WPLAU 365 05, which you can use to evaluate the volatility of the bond. Please check out WPLAU's Coefficient Of Variation of 328.06, risk adjusted performance of 0.159, and Mean Deviation of 0.067 to validate if the risk estimate we provide is consistent with the expected return of 0.009%. The entity maintains a market beta of -0.0143, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning WPLAU are expected to decrease at a much lower rate. During the bear market, WPLAU is likely to outperform the market.
Auto-correlation | -0.46 |
Modest reverse predictability
WPLAU 365 05 MAR 25 has modest reverse predictability. Overlapping area represents the amount of predictability between WPLAU time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd 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 WPLAU 365 05 price movement. The serial correlation of -0.46 indicates that about 46.0% of current WPLAU price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
WPLAU 365 05 lagged returns against current returns
Autocorrelation, which is WPLAU bond'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 WPLAU's bond expected returns. We can calculate the autocorrelation of WPLAU returns to help us make a trade decision. For example, suppose you find that WPLAU has exhibited high autocorrelation historically, and you observe that the bond 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 |
WPLAU 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 WPLAU bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if WPLAU bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in WPLAU bond over time.
Current vs Lagged Prices |
| Timeline |
WPLAU Lagged Returns
When evaluating WPLAU's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of WPLAU bond have on its future price. WPLAU 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, WPLAU autocorrelation shows the relationship between WPLAU bond current value and its past values and can show if there is a momentum factor associated with investing in WPLAU 365 05 MAR 25.
Regressed Prices |
| Timeline |
Also Currently Popular
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 WPLAU Bond
WPLAU financial ratios help investors to determine whether WPLAU Bond 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 WPLAU with respect to the benefits of owning WPLAU security.