Weyerhaeuser (Germany) Market Value
| WHC Stock | EUR 27.46 0.24 0.88% |
| Symbol | Weyerhaeuser |
Weyerhaeuser '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 Weyerhaeuser'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 Weyerhaeuser.
| 01/13/2024 |
| 01/07/2025 |
If you would invest 0.00 in Weyerhaeuser on January 13, 2024 and sell it all today you would earn a total of 0.00 from holding Weyerhaeuser or generate 0.0% return on investment in Weyerhaeuser over 360 days. Weyerhaeuser is related to or competes with HK Electric, SEI INVESTMENTS, CHINA EDUCATION, ECHO INVESTMENT, SLR Investment, PennantPark Investment, and G8 EDUCATION. Weyerhaeuser Company, one of the worlds largest private owners of timberlands, began operations in 1900 More
Weyerhaeuser 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 Weyerhaeuser'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 Weyerhaeuser upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 6.53 | |||
| Value At Risk | (2.10) | |||
| Potential Upside | 2.21 |
Weyerhaeuser Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Weyerhaeuser's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Weyerhaeuser's standard deviation. In reality, there are many statistical measures that can use Weyerhaeuser historical prices to predict the future Weyerhaeuser's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (7.17) |
Weyerhaeuser Backtested Returns
Weyerhaeuser shows Sharpe Ratio of -0.088, which attests that the company had a -0.088% return per unit of risk over the last 3 months. Weyerhaeuser exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Weyerhaeuser's Market Risk Adjusted Performance of (7.16), standard deviation of 1.38, and Mean Deviation of 1.1 to validate the risk estimate we provide. The firm maintains a market beta of 0.0182, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Weyerhaeuser's returns are expected to increase less than the market. However, during the bear market, the loss of holding Weyerhaeuser is expected to be smaller as well. At this point, Weyerhaeuser has a negative expected return of -0.13%. Please make sure to check out Weyerhaeuser's mean deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance , to decide if Weyerhaeuser performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.04 |
Very weak reverse predictability
Weyerhaeuser has very weak reverse predictability. Overlapping area represents the amount of predictability between Weyerhaeuser time series from 13th of January 2024 to 11th of July 2024 and 11th of July 2024 to 7th of January 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 Weyerhaeuser price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Weyerhaeuser price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 1.49 |
Weyerhaeuser lagged returns against current returns
Autocorrelation, which is Weyerhaeuser 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 Weyerhaeuser's stock expected returns. We can calculate the autocorrelation of Weyerhaeuser returns to help us make a trade decision. For example, suppose you find that Weyerhaeuser 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 |
Weyerhaeuser 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 Weyerhaeuser stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Weyerhaeuser stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Weyerhaeuser stock over time.
Current vs Lagged Prices |
| Timeline |
Weyerhaeuser Lagged Returns
When evaluating Weyerhaeuser's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Weyerhaeuser stock have on its future price. Weyerhaeuser 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, Weyerhaeuser autocorrelation shows the relationship between Weyerhaeuser stock current value and its past values and can show if there is a momentum factor associated with investing in Weyerhaeuser.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Weyerhaeuser Stock
When determining whether Weyerhaeuser offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Weyerhaeuser's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Weyerhaeuser Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Weyerhaeuser Stock:Check out Weyerhaeuser Correlation, Weyerhaeuser Volatility and Weyerhaeuser Alpha and Beta module to complement your research on Weyerhaeuser. For more detail on how to invest in Weyerhaeuser Stock please use our How to Invest in Weyerhaeuser guide.You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Weyerhaeuser technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.