W5 Solutions (Sweden) Market Value
| W5 Stock | 63.10 3.80 5.68% |
| Symbol | W5 Solutions |
W5 Solutions '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 W5 Solutions' 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 W5 Solutions.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in W5 Solutions on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding W5 Solutions AB or generate 0.0% return on investment in W5 Solutions over 90 days. W5 Solutions is related to or competes with Truecaller, MilDef Group, NCAB, Hexatronic Group, and Xvivo Perfusion. More
W5 Solutions 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 W5 Solutions' 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 W5 Solutions AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.44 | |||
| Information Ratio | 0.1552 | |||
| Maximum Drawdown | 31.36 | |||
| Value At Risk | (6.55) | |||
| Potential Upside | 11.7 |
W5 Solutions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for W5 Solutions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as W5 Solutions' standard deviation. In reality, there are many statistical measures that can use W5 Solutions historical prices to predict the future W5 Solutions' volatility.| Risk Adjusted Performance | 0.1283 | |||
| Jensen Alpha | 0.7027 | |||
| Total Risk Alpha | 1.47 | |||
| Sortino Ratio | 0.1605 | |||
| Treynor Ratio | (1.38) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of W5 Solutions' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
W5 Solutions AB Backtested Returns
W5 Solutions appears to be not too volatile, given 3 months investment horizon. W5 Solutions AB retains Efficiency (Sharpe Ratio) of 0.15, which attests that the company had a 0.15 % return per unit of price deviation over the last 3 months. By inspecting W5 Solutions' technical indicators, you can evaluate if the expected return of 0.86% is justified by implied risk. Please utilize W5 Solutions' standard deviation of 5.62, and Market Risk Adjusted Performance of (1.37) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, W5 Solutions holds a performance score of 12. The firm owns a Beta (Systematic Risk) of -0.55, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning W5 Solutions are expected to decrease at a much lower rate. During the bear market, W5 Solutions is likely to outperform the market. Please check W5 Solutions' coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether W5 Solutions' current price history will revert.
Auto-correlation | 0.68 |
Good predictability
W5 Solutions AB has good predictability. Overlapping area represents the amount of predictability between W5 Solutions time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 W5 Solutions AB price movement. The serial correlation of 0.68 indicates that around 68.0% of current W5 Solutions price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 165.78 |
W5 Solutions AB lagged returns against current returns
Autocorrelation, which is W5 Solutions 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 W5 Solutions' stock expected returns. We can calculate the autocorrelation of W5 Solutions returns to help us make a trade decision. For example, suppose you find that W5 Solutions 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 |
W5 Solutions 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 W5 Solutions stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if W5 Solutions stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in W5 Solutions stock over time.
Current vs Lagged Prices |
| Timeline |
W5 Solutions Lagged Returns
When evaluating W5 Solutions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of W5 Solutions stock have on its future price. W5 Solutions 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, W5 Solutions autocorrelation shows the relationship between W5 Solutions stock current value and its past values and can show if there is a momentum factor associated with investing in W5 Solutions AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for W5 Solutions Stock Analysis
When running W5 Solutions' price analysis, check to measure W5 Solutions' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy W5 Solutions is operating at the current time. Most of W5 Solutions' value examination focuses on studying past and present price action to predict the probability of W5 Solutions' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move W5 Solutions' price. Additionally, you may evaluate how the addition of W5 Solutions to your portfolios can decrease your overall portfolio volatility.