Wilk Technologies (Israel) Market Value
| WILK Stock | 18.50 0.20 1.09% |
| Symbol | Wilk |
Wilk Technologies '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 Wilk Technologies' 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 Wilk Technologies.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Wilk Technologies on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Wilk Technologies or generate 0.0% return on investment in Wilk Technologies over 90 days. Wilk Technologies is related to or competes with Millennium Food, Inrom Construction, ICL Israel, and Multi Retail. More
Wilk Technologies 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 Wilk Technologies' 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 Wilk Technologies upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 28.33 | |||
| Value At Risk | (8.41) | |||
| Potential Upside | 5.93 |
Wilk Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wilk Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wilk Technologies' standard deviation. In reality, there are many statistical measures that can use Wilk Technologies historical prices to predict the future Wilk Technologies' volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (1.25) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | 0.7988 |
Wilk Technologies Backtested Returns
Wilk Technologies shows Sharpe Ratio of -0.28, which attests that the company had a -0.28 % return per unit of risk over the last 3 months. Wilk Technologies exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Wilk Technologies' Mean Deviation of 3.64, market risk adjusted performance of 0.8088, and Standard Deviation of 5.05 to validate the risk estimate we provide. The firm maintains a market beta of -1.38, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Wilk Technologies are expected to decrease by larger amounts. On the other hand, during market turmoil, Wilk Technologies is expected to outperform it. At this point, Wilk Technologies has a negative expected return of -1.25%. Please make sure to check out Wilk Technologies' treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Wilk Technologies performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.92 |
Excellent predictability
Wilk Technologies has excellent predictability. Overlapping area represents the amount of predictability between Wilk Technologies time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Wilk Technologies price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Wilk Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 2.46 |
Wilk Technologies lagged returns against current returns
Autocorrelation, which is Wilk Technologies 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 Wilk Technologies' stock expected returns. We can calculate the autocorrelation of Wilk Technologies returns to help us make a trade decision. For example, suppose you find that Wilk Technologies 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 |
Wilk Technologies 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 Wilk Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wilk Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wilk Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
Wilk Technologies Lagged Returns
When evaluating Wilk Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wilk Technologies stock have on its future price. Wilk Technologies 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, Wilk Technologies autocorrelation shows the relationship between Wilk Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Wilk Technologies.
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.Other Information on Investing in Wilk Stock
Wilk Technologies financial ratios help investors to determine whether Wilk 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 Wilk with respect to the benefits of owning Wilk Technologies security.