Warehouses Estates (Belgium) Market Value
| WEB Stock | EUR 37.20 0.20 0.53% |
| Symbol | Warehouses |
Warehouses Estates '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 Warehouses Estates' 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 Warehouses Estates.
| 06/17/2024 |
| 12/14/2024 |
If you would invest 0.00 in Warehouses Estates on June 17, 2024 and sell it all today you would earn a total of 0.00 from holding Warehouses Estates Belgium or generate 0.0% return on investment in Warehouses Estates over 180 days. Warehouses Estates is related to or competes with Retail Estates, Home Invest, Wereldhav, and Montea CVA. Warehouses Estates Belgium SCA is a real estate investment trust More
Warehouses Estates 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 Warehouses Estates' 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 Warehouses Estates Belgium upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 3.98 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 1.34 |
Warehouses Estates Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Warehouses Estates' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Warehouses Estates' standard deviation. In reality, there are many statistical measures that can use Warehouses Estates historical prices to predict the future Warehouses Estates' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.54) |
Warehouses Estates Backtested Returns
Warehouses Estates shows Sharpe Ratio of -0.0631, which attests that the company had a -0.0631% return per unit of risk over the last 3 months. Warehouses Estates exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Warehouses Estates' Mean Deviation of 0.6224, standard deviation of 0.8441, and Market Risk Adjusted Performance of (0.53) to validate the risk estimate we provide. The firm maintains a market beta of 0.0945, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Warehouses Estates' returns are expected to increase less than the market. However, during the bear market, the loss of holding Warehouses Estates is expected to be smaller as well. At this point, Warehouses Estates has a negative expected return of -0.0533%. Please make sure to check out Warehouses Estates' potential upside, kurtosis, daily balance of power, as well as the relationship between the skewness and accumulation distribution , to decide if Warehouses Estates performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Warehouses Estates Belgium has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Warehouses Estates time series from 17th of June 2024 to 15th of September 2024 and 15th of September 2024 to 14th 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 Warehouses Estates price movement. The serial correlation of -0.72 indicates that around 72.0% of current Warehouses Estates price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.85 |
Warehouses Estates lagged returns against current returns
Autocorrelation, which is Warehouses Estates 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 Warehouses Estates' stock expected returns. We can calculate the autocorrelation of Warehouses Estates returns to help us make a trade decision. For example, suppose you find that Warehouses Estates 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 |
Warehouses Estates 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 Warehouses Estates stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Warehouses Estates stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Warehouses Estates stock over time.
Current vs Lagged Prices |
| Timeline |
Warehouses Estates Lagged Returns
When evaluating Warehouses Estates' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Warehouses Estates stock have on its future price. Warehouses Estates 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, Warehouses Estates autocorrelation shows the relationship between Warehouses Estates stock current value and its past values and can show if there is a momentum factor associated with investing in Warehouses Estates Belgium.
Regressed Prices |
| Timeline |
Additional Tools for Warehouses Stock Analysis
When running Warehouses Estates' price analysis, check to measure Warehouses Estates' 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 Warehouses Estates is operating at the current time. Most of Warehouses Estates' value examination focuses on studying past and present price action to predict the probability of Warehouses Estates' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Warehouses Estates' price. Additionally, you may evaluate how the addition of Warehouses Estates to your portfolios can decrease your overall portfolio volatility.