Wihlborgs Fastigheter (Sweden) Market Value
| WIHL Stock | SEK 110.60 0.30 0.27% |
| Symbol | Wihlborgs |
Wihlborgs Fastigheter '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 Wihlborgs Fastigheter'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 Wihlborgs Fastigheter.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Wihlborgs Fastigheter on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Wihlborgs Fastigheter AB or generate 0.0% return on investment in Wihlborgs Fastigheter over 30 days. Wihlborgs Fastigheter is related to or competes with Fabege AB, Castellum, Fastighets, Wallenstam, and Hufvudstaden. Wihlborgs Fastigheter AB , a property company, owns, manages, and develops commercial properties in the resund region, S... More
Wihlborgs Fastigheter 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 Wihlborgs Fastigheter'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 Wihlborgs Fastigheter AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 5.85 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 2.32 |
Wihlborgs Fastigheter Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wihlborgs Fastigheter's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wihlborgs Fastigheter's standard deviation. In reality, there are many statistical measures that can use Wihlborgs Fastigheter historical prices to predict the future Wihlborgs Fastigheter's volatility.| Risk Adjusted Performance | 0.0306 | |||
| Jensen Alpha | 0.0146 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.2129 |
Wihlborgs Fastigheter Backtested Returns
Currently, Wihlborgs Fastigheter AB is very steady. Wihlborgs Fastigheter shows Sharpe Ratio of 0.0271, which attests that the company had a 0.0271% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Wihlborgs Fastigheter, which you can use to evaluate the volatility of the company. Please check out Wihlborgs Fastigheter's Mean Deviation of 1.09, downside deviation of 1.27, and Market Risk Adjusted Performance of 0.2229 to validate if the risk estimate we provide is consistent with the expected return of 0.0366%. Wihlborgs Fastigheter has a performance score of 2 on a scale of 0 to 100. 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, Wihlborgs Fastigheter's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wihlborgs Fastigheter is expected to be smaller as well. Wihlborgs Fastigheter right now maintains a risk of 1.35%. Please check out Wihlborgs Fastigheter standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Wihlborgs Fastigheter will be following its historical returns.
Auto-correlation | 0.11 |
Insignificant predictability
Wihlborgs Fastigheter AB has insignificant predictability. Overlapping area represents the amount of predictability between Wihlborgs Fastigheter time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 Wihlborgs Fastigheter price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Wihlborgs Fastigheter price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 4.38 |
Wihlborgs Fastigheter lagged returns against current returns
Autocorrelation, which is Wihlborgs Fastigheter 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 Wihlborgs Fastigheter's stock expected returns. We can calculate the autocorrelation of Wihlborgs Fastigheter returns to help us make a trade decision. For example, suppose you find that Wihlborgs Fastigheter 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 |
Wihlborgs Fastigheter 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 Wihlborgs Fastigheter stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wihlborgs Fastigheter stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wihlborgs Fastigheter stock over time.
Current vs Lagged Prices |
| Timeline |
Wihlborgs Fastigheter Lagged Returns
When evaluating Wihlborgs Fastigheter's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wihlborgs Fastigheter stock have on its future price. Wihlborgs Fastigheter 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, Wihlborgs Fastigheter autocorrelation shows the relationship between Wihlborgs Fastigheter stock current value and its past values and can show if there is a momentum factor associated with investing in Wihlborgs Fastigheter AB.
Regressed Prices |
| Timeline |
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Additional Tools for Wihlborgs Stock Analysis
When running Wihlborgs Fastigheter's price analysis, check to measure Wihlborgs Fastigheter'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 Wihlborgs Fastigheter is operating at the current time. Most of Wihlborgs Fastigheter's value examination focuses on studying past and present price action to predict the probability of Wihlborgs Fastigheter's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Wihlborgs Fastigheter's price. Additionally, you may evaluate how the addition of Wihlborgs Fastigheter to your portfolios can decrease your overall portfolio volatility.