Warner Music (Brazil) Market Value
| W1MG34 Stock | 47.25 1.45 2.98% |
| Symbol | Warner |
Warner Music '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 Warner Music'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 Warner Music.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Warner Music on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Warner Music Group or generate 0.0% return on investment in Warner Music over 90 days. Warner Music is related to or competes with Mitsubishi UFJ, Capital One, and Citizens Financial. More
Warner Music 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 Warner Music'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 Warner Music Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0653 | |||
| Maximum Drawdown | 9.17 | |||
| Value At Risk | (3.42) | |||
| Potential Upside | 2.82 |
Warner Music Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Warner Music's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Warner Music's standard deviation. In reality, there are many statistical measures that can use Warner Music historical prices to predict the future Warner Music's volatility.| Risk Adjusted Performance | 0.0019 | |||
| Jensen Alpha | 0.0011 | |||
| Total Risk Alpha | 0.302 | |||
| Treynor Ratio | (0.13) |
Warner Music Group Backtested Returns
Warner Music Group shows Sharpe Ratio of -0.0331, which attests that the company had a -0.0331 % return per unit of risk over the last 3 months. Warner Music Group exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Warner Music's Mean Deviation of 1.46, market risk adjusted performance of (0.12), and Standard Deviation of 1.9 to validate the risk estimate we provide. The firm maintains a market beta of 0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Warner Music's returns are expected to increase less than the market. However, during the bear market, the loss of holding Warner Music is expected to be smaller as well. At this point, Warner Music Group has a negative expected return of -0.0632%. Please make sure to check out Warner Music's potential upside, kurtosis, rate of daily change, as well as the relationship between the skewness and daily balance of power , to decide if Warner Music Group performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
Warner Music Group has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Warner Music time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Warner Music Group price movement. The serial correlation of -0.74 indicates that around 74.0% of current Warner Music price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 4.18 |
Warner Music Group lagged returns against current returns
Autocorrelation, which is Warner Music 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 Warner Music's stock expected returns. We can calculate the autocorrelation of Warner Music returns to help us make a trade decision. For example, suppose you find that Warner Music 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 |
Warner Music 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 Warner Music stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Warner Music stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Warner Music stock over time.
Current vs Lagged Prices |
| Timeline |
Warner Music Lagged Returns
When evaluating Warner Music's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Warner Music stock have on its future price. Warner Music 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, Warner Music autocorrelation shows the relationship between Warner Music stock current value and its past values and can show if there is a momentum factor associated with investing in Warner Music Group.
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.Additional Information and Resources on Investing in Warner Stock
When determining whether Warner Music Group is a strong investment it is important to analyze Warner Music's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Warner Music's future performance. For an informed investment choice regarding Warner Stock, refer to the following important reports:Check out Warner Music Correlation, Warner Music Volatility and Warner Music Alpha and Beta module to complement your research on Warner Music. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Warner Music technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.