Woolworths Holdings (South Africa) Market Value

WHL Stock   5,691  141.00  2.42%   
Woolworths Holdings' market value is the price at which a share of Woolworths Holdings trades on a public exchange. It measures the collective expectations of Woolworths Holdings investors about its performance. Woolworths Holdings is trading at 5691.00 as of the 4th of March 2025, a 2.42 percent decrease since the beginning of the trading day. The stock's lowest day price was 5653.0.
With this module, you can estimate the performance of a buy and hold strategy of Woolworths Holdings and determine expected loss or profit from investing in Woolworths Holdings over a given investment horizon. Check out Woolworths Holdings Correlation, Woolworths Holdings Volatility and Woolworths Holdings Alpha and Beta module to complement your research on Woolworths Holdings.
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Please note, there is a significant difference between Woolworths Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Woolworths Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Woolworths 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.

Woolworths 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 Woolworths 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 Woolworths Holdings.
0.00
02/02/2025
No Change 0.00  0.0 
In 31 days
03/04/2025
0.00
If you would invest  0.00  in Woolworths Holdings on February 2, 2025 and sell it all today you would earn a total of 0.00 from holding Woolworths Holdings or generate 0.0% return on investment in Woolworths Holdings over 30 days. Woolworths Holdings is related to or competes with Ascendis Health, British Amer, Reinet Investments, HomeChoice Investments, ABSA Bank, and Bytes Technology. More

Woolworths 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 Woolworths 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 Woolworths Holdings upside and downside potential and time the market with a certain degree of confidence.

Woolworths Holdings Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Woolworths Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Woolworths Holdings' standard deviation. In reality, there are many statistical measures that can use Woolworths Holdings historical prices to predict the future Woolworths Holdings' volatility.
Hype
Prediction
LowEstimatedHigh
5,8315,8325,833
Details
Intrinsic
Valuation
LowRealHigh
5,2497,0307,031
Details

Woolworths Holdings Backtested Returns

Woolworths Holdings shows Sharpe Ratio of -0.17, which attests that the company had a -0.17 % return per unit of risk over the last 3 months. Woolworths Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Woolworths Holdings' Market Risk Adjusted Performance of (0.79), mean deviation of 0.8023, and Standard Deviation of 1.11 to validate the risk estimate we provide. The firm maintains a market beta of 0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Woolworths Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Woolworths Holdings is expected to be smaller as well. At this point, Woolworths Holdings has a negative expected return of -0.2%. Please make sure to check out Woolworths Holdings' daily balance of power, market facilitation index, and the relationship between the kurtosis and day median price , to decide if Woolworths Holdings performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.68  

Very good reverse predictability

Woolworths Holdings has very good reverse predictability. Overlapping area represents the amount of predictability between Woolworths Holdings time series from 2nd of February 2025 to 17th of February 2025 and 17th of February 2025 to 4th 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 Woolworths Holdings price movement. The serial correlation of -0.68 indicates that around 68.0% of current Woolworths Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient-0.68
Spearman Rank Test-0.35
Residual Average0.0
Price Variance8246.78

Woolworths Holdings lagged returns against current returns

Autocorrelation, which is Woolworths 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 Woolworths Holdings' stock expected returns. We can calculate the autocorrelation of Woolworths Holdings returns to help us make a trade decision. For example, suppose you find that Woolworths 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  

Woolworths 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 Woolworths Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Woolworths Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Woolworths Holdings stock over time.
   Current vs Lagged Prices   
       Timeline  

Woolworths Holdings Lagged Returns

When evaluating Woolworths Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Woolworths Holdings stock have on its future price. Woolworths 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, Woolworths Holdings autocorrelation shows the relationship between Woolworths Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Woolworths Holdings.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Woolworths Stock

Woolworths Holdings financial ratios help investors to determine whether Woolworths Stock 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 Woolworths with respect to the benefits of owning Woolworths Holdings security.