Westwood Holdings Group Stock Market Value
| WHG Stock | USD 15.91 0.14 0.87% |
| Symbol | Westwood |
Westwood Holdings Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Westwood Holdings. If investors know Westwood will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Westwood Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.98) | Dividend Share 0.6 | Earnings Share 0.33 | Revenue Per Share | Quarterly Revenue Growth 0.084 |
The market value of Westwood Holdings is measured differently than its book value, which is the value of Westwood that is recorded on the company's balance sheet. Investors also form their own opinion of Westwood Holdings' value that differs from its market value or its book value, called intrinsic value, which is Westwood Holdings' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Westwood Holdings' market value can be influenced by many factors that don't directly affect Westwood Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Westwood Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Westwood Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Westwood Holdings' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Westwood 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 Westwood Holdings' 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 Westwood Holdings.
| 12/22/2024 |
| 03/22/2025 |
If you would invest 0.00 in Westwood Holdings on December 22, 2024 and sell it all today you would earn a total of 0.00 from holding Westwood Holdings Group or generate 0.0% return on investment in Westwood Holdings over 90 days. Westwood Holdings is related to or competes with MFS Investment, Eaton Vance, Invesco Trust, Invesco California, GAMCO Natural, Nuveen Pennsylvania, and Invesco Advantage. Westwood Holdings Group, Inc., through its subsidiaries, manages investment assets and provides services for its clients More
Westwood 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 Westwood Holdings' 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 Westwood Holdings Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.02 | |||
| Information Ratio | 0.0597 | |||
| Maximum Drawdown | 12.46 | |||
| Value At Risk | (3.36) | |||
| Potential Upside | 3.41 |
Westwood Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Westwood Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Westwood Holdings' standard deviation. In reality, there are many statistical measures that can use Westwood Holdings historical prices to predict the future Westwood Holdings' volatility.| Risk Adjusted Performance | 0.0373 | |||
| Jensen Alpha | 0.1039 | |||
| Total Risk Alpha | 0.2486 | |||
| Sortino Ratio | 0.0688 | |||
| Treynor Ratio | 0.1501 |
Westwood Holdings Backtested Returns
At this point, Westwood Holdings is not too volatile. Westwood Holdings shows Sharpe Ratio of 0.055, which attests that the company had a 0.055 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Westwood Holdings, which you can use to evaluate the volatility of the company. Please check out Westwood Holdings' Mean Deviation of 1.75, downside deviation of 2.02, and Market Risk Adjusted Performance of 0.1601 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. Westwood Holdings has a performance score of 4 on a scale of 0 to 100. The firm maintains a market beta of 0.48, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Westwood Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Westwood Holdings is expected to be smaller as well. Westwood Holdings right now maintains a risk of 2.34%. Please check out Westwood Holdings downside variance, as well as the relationship between the accumulation distribution and market facilitation index , to decide if Westwood Holdings will be following its historical returns.
Auto-correlation | -0.1 |
Very weak reverse predictability
Westwood Holdings Group has very weak reverse predictability. Overlapping area represents the amount of predictability between Westwood Holdings time series from 22nd of December 2024 to 5th of February 2025 and 5th of February 2025 to 22nd of March 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 Westwood Holdings price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Westwood Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
Westwood Holdings lagged returns against current returns
Autocorrelation, which is Westwood Holdings 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 Westwood Holdings' stock expected returns. We can calculate the autocorrelation of Westwood Holdings returns to help us make a trade decision. For example, suppose you find that Westwood Holdings 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 |
Westwood 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 Westwood Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Westwood Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Westwood Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Westwood Holdings Lagged Returns
When evaluating Westwood Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Westwood Holdings stock have on its future price. Westwood 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, Westwood Holdings autocorrelation shows the relationship between Westwood Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Westwood Holdings Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Westwood Holdings is a strong investment it is important to analyze Westwood Holdings' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Westwood Holdings' future performance. For an informed investment choice regarding Westwood Stock, refer to the following important reports:Check out Westwood Holdings Correlation, Westwood Holdings Volatility and Westwood Holdings Alpha and Beta module to complement your research on Westwood Holdings. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Westwood Holdings 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.