G Willi (Israel) Market Value
| WILC Stock | ILA 6,149 1.00 0.02% |
| Symbol | WILC |
G Willi '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 G Willi'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 G Willi.
| 12/03/2024 |
| 03/03/2025 |
If you would invest 0.00 in G Willi on December 3, 2024 and sell it all today you would earn a total of 0.00 from holding G Willi Food International or generate 0.0% return on investment in G Willi over 90 days. G Willi is related to or competes with Ram On, Rapac Communication, Harel Insurance, Batm Advanced, Scope Metals, and Bezeq Israeli. Willi-Food International Ltd. develops, imports, exports, markets, and distributes food products worldwide More
G Willi 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 G Willi'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 G Willi Food International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9144 | |||
| Information Ratio | 0.2281 | |||
| Maximum Drawdown | 4.9 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 2.62 |
G Willi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for G Willi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as G Willi's standard deviation. In reality, there are many statistical measures that can use G Willi historical prices to predict the future G Willi's volatility.| Risk Adjusted Performance | 0.1421 | |||
| Jensen Alpha | 0.2087 | |||
| Total Risk Alpha | 0.3038 | |||
| Sortino Ratio | 0.294 | |||
| Treynor Ratio | 33.61 |
G Willi Food Backtested Returns
G Willi appears to be very steady, given 3 months investment horizon. G Willi Food holds Efficiency (Sharpe) Ratio of 0.19, which attests that the company had a 0.19 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for G Willi Food, which you can use to evaluate the volatility of the entity. Please utilize G Willi's semi deviation of 0.6564, and Market Risk Adjusted Performance of 33.62 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, G Willi holds a performance score of 14. The firm retains a Market Volatility (i.e., Beta) of 0.0062, which attests to not very significant fluctuations relative to the market. As returns on the market increase, G Willi's returns are expected to increase less than the market. However, during the bear market, the loss of holding G Willi is expected to be smaller as well. Please check G Willi's value at risk, downside variance, expected short fall, as well as the relationship between the potential upside and semi variance , to make a quick decision on whether G Willi's current trending patterns will revert.
Auto-correlation | 0.33 |
Below average predictability
G Willi Food International has below average predictability. Overlapping area represents the amount of predictability between G Willi time series from 3rd of December 2024 to 17th of January 2025 and 17th of January 2025 to 3rd 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 G Willi Food price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current G Willi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 17.9 K |
G Willi Food lagged returns against current returns
Autocorrelation, which is G Willi 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 G Willi's stock expected returns. We can calculate the autocorrelation of G Willi returns to help us make a trade decision. For example, suppose you find that G Willi 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 |
G Willi 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 G Willi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if G Willi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in G Willi stock over time.
Current vs Lagged Prices |
| Timeline |
G Willi Lagged Returns
When evaluating G Willi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of G Willi stock have on its future price. G Willi 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, G Willi autocorrelation shows the relationship between G Willi stock current value and its past values and can show if there is a momentum factor associated with investing in G Willi Food International.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Information and Resources on Investing in WILC Stock
When determining whether G Willi Food offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of G Willi'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 G Willi Food International Stock. Outlined below are crucial reports that will aid in making a well-informed decision on G Willi Food International Stock:Check out G Willi Correlation, G Willi Volatility and G Willi Alpha and Beta module to complement your research on G Willi. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
G Willi 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.