Wienerberger Ag Stock Market Value
| WBRBF Stock | USD 32.48 0.00 0.00% |
| Symbol | Wienerberger |
Wienerberger '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 Wienerberger's 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 Wienerberger.
| 01/05/2023 |
| 12/25/2024 |
If you would invest 0.00 in Wienerberger on January 5, 2023 and sell it all today you would earn a total of 0.00 from holding Wienerberger AG or generate 0.0% return on investment in Wienerberger over 720 days. Wienerberger is related to or competes with Usio, Digi International, ServiceNow, Uber Technologies, Nuvalent, TFI International, and Skillful Craftsman. Wienerberger AG produces and sells bricks, roof tiles, concrete pavers, and pipe systems in Europe More
Wienerberger 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 Wienerberger's 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 Wienerberger AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 8.38 |
Wienerberger Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wienerberger's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wienerberger's standard deviation. In reality, there are many statistical measures that can use Wienerberger historical prices to predict the future Wienerberger's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.92) |
Wienerberger AG Backtested Returns
We have found sixteen technical indicators for Wienerberger AG, which you can use to evaluate the volatility of the company. Please check out Wienerberger's Market Risk Adjusted Performance of (0.91), mean deviation of 0.25, and Standard Deviation of 1.03 to validate if the risk estimate we provide is consistent with the expected return of 0.0%. The firm maintains a market beta of 0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Wienerberger's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wienerberger is expected to be smaller as well. Wienerberger AG right now maintains a risk of 0.0%. Please check out Wienerberger AG treynor ratio, as well as the relationship between the kurtosis and day typical price , to decide if Wienerberger AG will be following its historical returns.
Auto-correlation | -0.22 |
Weak reverse predictability
Wienerberger AG has weak reverse predictability. Overlapping area represents the amount of predictability between Wienerberger time series from 5th of January 2023 to 31st of December 2023 and 31st of December 2023 to 25th 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 Wienerberger AG price movement. The serial correlation of -0.22 indicates that over 22.0% of current Wienerberger price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 1.52 |
Wienerberger AG lagged returns against current returns
Autocorrelation, which is Wienerberger 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 Wienerberger's pink sheet expected returns. We can calculate the autocorrelation of Wienerberger returns to help us make a trade decision. For example, suppose you find that Wienerberger 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 |
Wienerberger 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 Wienerberger pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wienerberger pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wienerberger pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Wienerberger Lagged Returns
When evaluating Wienerberger's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wienerberger pink sheet have on its future price. Wienerberger 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, Wienerberger autocorrelation shows the relationship between Wienerberger pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Wienerberger AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Wienerberger Pink Sheet
Wienerberger financial ratios help investors to determine whether Wienerberger Pink Sheet 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 Wienerberger with respect to the benefits of owning Wienerberger security.