Wharf Holdings Stock Market Value
WARFY Stock | USD 4.48 0.09 1.97% |
Symbol | Wharf |
Wharf Holdings '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 Wharf Holdings' pink sheet 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 Wharf Holdings.
01/20/2025 |
| 02/19/2025 |
If you would invest 0.00 in Wharf Holdings on January 20, 2025 and sell it all today you would earn a total of 0.00 from holding Wharf Holdings or generate 0.0% return on investment in Wharf Holdings over 30 days. Wharf Holdings is related to or competes with Sun Hung, and Sino Land. Founded in 1886 with Hong Kong as its base, The Wharf Limited is the 17th company incorporated in Hong Kong and a premie... More
Wharf Holdings 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 Wharf Holdings' pink sheet 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 Wharf Holdings upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.09) | |||
Maximum Drawdown | 23.3 | |||
Value At Risk | (8.12) | |||
Potential Upside | 6.29 |
Wharf Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wharf Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wharf Holdings' standard deviation. In reality, there are many statistical measures that can use Wharf Holdings historical prices to predict the future Wharf Holdings' volatility.Risk Adjusted Performance | (0.05) | |||
Jensen Alpha | (0.36) | |||
Total Risk Alpha | (0.45) | |||
Treynor Ratio | (0.85) |
Wharf Holdings Backtested Returns
Wharf Holdings shows Sharpe Ratio of -0.0598, which attests that the company had a -0.0598 % return per unit of risk over the last 3 months. Wharf Holdings exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Wharf Holdings' Standard Deviation of 4.36, mean deviation of 3.3, and Market Risk Adjusted Performance of (0.84) to validate the risk estimate we provide. The firm maintains a market beta of 0.42, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Wharf Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Wharf Holdings is expected to be smaller as well. At this point, Wharf Holdings has a negative expected return of -0.27%. Please make sure to check out Wharf Holdings' mean deviation, treynor ratio, as well as the relationship between the Treynor Ratio and rate of daily change , to decide if Wharf Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.45 |
Average predictability
Wharf Holdings has average predictability. Overlapping area represents the amount of predictability between Wharf Holdings time series from 20th of January 2025 to 4th of February 2025 and 4th of February 2025 to 19th of February 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 Wharf Holdings price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Wharf Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.45 | |
Spearman Rank Test | 0.13 | |
Residual Average | 0.0 | |
Price Variance | 0.02 |
Wharf Holdings lagged returns against current returns
Autocorrelation, which is Wharf Holdings pink sheet'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 Wharf Holdings' pink sheet expected returns. We can calculate the autocorrelation of Wharf Holdings returns to help us make a trade decision. For example, suppose you find that Wharf Holdings has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Wharf Holdings 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 Wharf Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wharf Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wharf Holdings pink sheet over time.
Current vs Lagged Prices |
Timeline |
Wharf Holdings Lagged Returns
When evaluating Wharf Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wharf Holdings pink sheet have on its future price. Wharf Holdings 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, Wharf Holdings autocorrelation shows the relationship between Wharf Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Wharf Holdings.
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 Tools for Wharf Pink Sheet Analysis
When running Wharf Holdings' price analysis, check to measure Wharf Holdings' 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 Wharf Holdings is operating at the current time. Most of Wharf Holdings' value examination focuses on studying past and present price action to predict the probability of Wharf Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Wharf Holdings' price. Additionally, you may evaluate how the addition of Wharf Holdings to your portfolios can decrease your overall portfolio volatility.