Whirlpool (Brazil) Market Value
| WHRL4 Preferred Stock | BRL 4.36 0.04 0.93% |
| Symbol | Whirlpool |
Whirlpool '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 Whirlpool's preferred 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 Whirlpool.
| 11/13/2024 |
| 12/13/2024 |
If you would invest 0.00 in Whirlpool on November 13, 2024 and sell it all today you would earn a total of 0.00 from holding Whirlpool SA or generate 0.0% return on investment in Whirlpool over 30 days. Whirlpool is related to or competes with Springs Global, Marcopolo, Inepar SA, BTG Pactual, Plano Plano, Companhia Habitasul, and Telefonaktiebolaget. Whirlpool S.A. manufactures and sells home appliances in Brazil and Latin America More
Whirlpool 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 Whirlpool's preferred 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 Whirlpool SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.61 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 15.94 | |||
| Value At Risk | (2.84) | |||
| Potential Upside | 4.19 |
Whirlpool Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Whirlpool's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Whirlpool's standard deviation. In reality, there are many statistical measures that can use Whirlpool historical prices to predict the future Whirlpool's volatility.| Risk Adjusted Performance | 0.0329 | |||
| Jensen Alpha | 0.0522 | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.3492 |
Whirlpool SA Backtested Returns
Whirlpool SA shows Sharpe Ratio of -0.0214, which attests that the company had a -0.0214% return per unit of risk over the last 3 months. Whirlpool SA exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Whirlpool's Downside Deviation of 2.61, mean deviation of 1.41, and Market Risk Adjusted Performance of 0.3592 to validate the risk estimate we provide. The firm maintains a market beta of 0.21, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Whirlpool's returns are expected to increase less than the market. However, during the bear market, the loss of holding Whirlpool is expected to be smaller as well. At this point, Whirlpool SA has a negative expected return of -0.0385%. Please make sure to check out Whirlpool's maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to decide if Whirlpool SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.25 |
Poor predictability
Whirlpool SA has poor predictability. Overlapping area represents the amount of predictability between Whirlpool time series from 13th of November 2024 to 28th of November 2024 and 28th of November 2024 to 13th 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 Whirlpool SA price movement. The serial correlation of 0.25 indicates that over 25.0% of current Whirlpool price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Whirlpool SA lagged returns against current returns
Autocorrelation, which is Whirlpool preferred 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 Whirlpool's preferred stock expected returns. We can calculate the autocorrelation of Whirlpool returns to help us make a trade decision. For example, suppose you find that Whirlpool has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Whirlpool 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 Whirlpool preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Whirlpool preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Whirlpool preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Whirlpool Lagged Returns
When evaluating Whirlpool's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Whirlpool preferred stock have on its future price. Whirlpool 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, Whirlpool autocorrelation shows the relationship between Whirlpool preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Whirlpool SA.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Whirlpool Preferred Stock Analysis
When running Whirlpool's price analysis, check to measure Whirlpool'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 Whirlpool is operating at the current time. Most of Whirlpool's value examination focuses on studying past and present price action to predict the probability of Whirlpool's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Whirlpool's price. Additionally, you may evaluate how the addition of Whirlpool to your portfolios can decrease your overall portfolio volatility.