Walt Disney (Germany) Market Value
| WDP Stock | EUR 106.56 0.78 0.73% |
| Symbol | Walt |
Walt Disney '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 Walt Disney'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 Walt Disney.
| 10/27/2024 |
| 12/26/2024 |
If you would invest 0.00 in Walt Disney on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding The Walt Disney or generate 0.0% return on investment in Walt Disney over 60 days. Walt Disney is related to or competes with NXP Semiconductors, Haverty Furniture, Taiwan Semiconductor, Tower Semiconductor, Bet-at-home, BE Semiconductor, and Magnachip Semiconductor. More
Walt Disney 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 Walt Disney'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 The Walt Disney upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9103 | |||
| Information Ratio | 0.2316 | |||
| Maximum Drawdown | 10.42 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 2.27 |
Walt Disney Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Walt Disney's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Walt Disney's standard deviation. In reality, there are many statistical measures that can use Walt Disney historical prices to predict the future Walt Disney's volatility.| Risk Adjusted Performance | 0.2138 | |||
| Jensen Alpha | 0.3688 | |||
| Total Risk Alpha | 0.3157 | |||
| Sortino Ratio | 0.3799 | |||
| Treynor Ratio | 1.13 |
Walt Disney Backtested Returns
Walt Disney appears to be very steady, given 3 months investment horizon. Walt Disney shows Sharpe Ratio of 0.23, which attests that the company had a 0.23% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Walt Disney, which you can use to evaluate the volatility of the company. Please utilize Walt Disney's Market Risk Adjusted Performance of 1.14, downside deviation of 0.9103, and Mean Deviation of 0.9823 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Walt Disney holds a performance score of 18. The firm maintains a market beta of 0.34, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Walt Disney's returns are expected to increase less than the market. However, during the bear market, the loss of holding Walt Disney is expected to be smaller as well. Please check Walt Disney's jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to make a quick decision on whether Walt Disney's historical returns will revert.
Auto-correlation | -0.8 |
Almost perfect reverse predictability
The Walt Disney has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Walt Disney time series from 27th of October 2024 to 26th of November 2024 and 26th of November 2024 to 26th 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 Walt Disney price movement. The serial correlation of -0.8 indicates that around 80.0% of current Walt Disney price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.8 | |
| Spearman Rank Test | -0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 1.77 |
Walt Disney lagged returns against current returns
Autocorrelation, which is Walt Disney 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 Walt Disney's stock expected returns. We can calculate the autocorrelation of Walt Disney returns to help us make a trade decision. For example, suppose you find that Walt Disney 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 |
Walt Disney 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 Walt Disney stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Walt Disney stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Walt Disney stock over time.
Current vs Lagged Prices |
| Timeline |
Walt Disney Lagged Returns
When evaluating Walt Disney's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Walt Disney stock have on its future price. Walt Disney 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, Walt Disney autocorrelation shows the relationship between Walt Disney stock current value and its past values and can show if there is a momentum factor associated with investing in The Walt Disney.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Walt Stock Analysis
When running Walt Disney's price analysis, check to measure Walt Disney's 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 Walt Disney is operating at the current time. Most of Walt Disney's value examination focuses on studying past and present price action to predict the probability of Walt Disney's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Walt Disney's price. Additionally, you may evaluate how the addition of Walt Disney to your portfolios can decrease your overall portfolio volatility.