M Winkworth (UK) Market Value
| WINK Stock | 200.00 10.00 4.76% |
| Symbol | WINK |
M Winkworth '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 M Winkworth'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 M Winkworth.
| 12/23/2024 |
| 01/22/2025 |
If you would invest 0.00 in M Winkworth on December 23, 2024 and sell it all today you would earn a total of 0.00 from holding M Winkworth PLC or generate 0.0% return on investment in M Winkworth over 30 days. M Winkworth is related to or competes with Solstad Offshore, EJF Investments, Bankers Investment, Canadian General, British American, Livermore Investments, and Herald Investment. More
M Winkworth 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 M Winkworth'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 M Winkworth PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.93 | |||
| Information Ratio | 0.0117 | |||
| Maximum Drawdown | 10.17 | |||
| Value At Risk | (2.05) | |||
| Potential Upside | 3.72 |
M Winkworth Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for M Winkworth's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as M Winkworth's standard deviation. In reality, there are many statistical measures that can use M Winkworth historical prices to predict the future M Winkworth's volatility.| Risk Adjusted Performance | 0.0323 | |||
| Jensen Alpha | 0.0509 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0053 | |||
| Treynor Ratio | (0.36) |
M Winkworth PLC Backtested Returns
Currently, M Winkworth PLC is very steady. M Winkworth PLC has Sharpe Ratio of 0.032, which conveys that the company had a 0.032 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for M Winkworth, which you can use to evaluate the volatility of the entity. Please verify M Winkworth's downside deviation of 3.93, and Mean Deviation of 0.8159 to check out if the risk estimate we provide is consistent with the expected return of 0.0574%. M Winkworth has a performance score of 2 on a scale of 0 to 100. The firm secures a Beta (Market Risk) of -0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning M Winkworth are expected to decrease at a much lower rate. During the bear market, M Winkworth is likely to outperform the market. M Winkworth PLC at this moment secures a risk of 1.79%. Please verify M Winkworth PLC value at risk, downside variance, expected short fall, as well as the relationship between the potential upside and semi variance , to decide if M Winkworth PLC will be following its current price movements.
Auto-correlation | 0.00 |
No correlation between past and present
M Winkworth PLC has no correlation between past and present. Overlapping area represents the amount of predictability between M Winkworth time series from 23rd of December 2024 to 7th of January 2025 and 7th of January 2025 to 22nd of January 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 M Winkworth PLC price movement. The serial correlation of 0.0 indicates that just 0.0% of current M Winkworth price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 22.84 |
M Winkworth PLC lagged returns against current returns
Autocorrelation, which is M Winkworth 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 M Winkworth's stock expected returns. We can calculate the autocorrelation of M Winkworth returns to help us make a trade decision. For example, suppose you find that M Winkworth 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 |
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M Winkworth 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 M Winkworth stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if M Winkworth stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in M Winkworth stock over time.
Current vs Lagged Prices |
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M Winkworth Lagged Returns
When evaluating M Winkworth's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of M Winkworth stock have on its future price. M Winkworth 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, M Winkworth autocorrelation shows the relationship between M Winkworth stock current value and its past values and can show if there is a momentum factor associated with investing in M Winkworth PLC.
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 Tools for WINK Stock Analysis
When running M Winkworth's price analysis, check to measure M Winkworth'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 M Winkworth is operating at the current time. Most of M Winkworth's value examination focuses on studying past and present price action to predict the probability of M Winkworth's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move M Winkworth's price. Additionally, you may evaluate how the addition of M Winkworth to your portfolios can decrease your overall portfolio volatility.