Worldline (France) Market Value
| WLN Stock | EUR 8.04 0.08 1.01% |
| Symbol | Worldline |
Worldline '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 Worldline'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 Worldline.
| 01/18/2025 |
| 02/17/2025 |
If you would invest 0.00 in Worldline on January 18, 2025 and sell it all today you would earn a total of 0.00 from holding Worldline SA or generate 0.0% return on investment in Worldline over 30 days. Worldline is related to or competes with Teleperformance, Dassault Systemes, Capgemini, and Legrand SA. Worldline SA provides electronic payment and transactional services to financial institutions, merchants, corporations, ... More
Worldline 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 Worldline'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 Worldline SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.9 | |||
| Information Ratio | 0.1168 | |||
| Maximum Drawdown | 24.68 | |||
| Value At Risk | (6.19) | |||
| Potential Upside | 6.01 |
Worldline Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Worldline's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Worldline's standard deviation. In reality, there are many statistical measures that can use Worldline historical prices to predict the future Worldline's volatility.| Risk Adjusted Performance | 0.0929 | |||
| Jensen Alpha | 0.4591 | |||
| Total Risk Alpha | 0.4539 | |||
| Sortino Ratio | 0.1176 | |||
| Treynor Ratio | 0.5726 |
Worldline SA Backtested Returns
Worldline appears to be slightly risky, given 3 months investment horizon. Worldline SA shows Sharpe Ratio of 0.0928, which attests that the company had a 0.0928 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Worldline SA, which you can use to evaluate the volatility of the company. Please utilize Worldline's Mean Deviation of 2.9, downside deviation of 3.9, and Market Risk Adjusted Performance of 0.5826 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Worldline holds a performance score of 7. The firm maintains a market beta of 0.8, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Worldline's returns are expected to increase less than the market. However, during the bear market, the loss of holding Worldline is expected to be smaller as well. Please check Worldline's kurtosis, market facilitation index, and the relationship between the semi variance and rate of daily change , to make a quick decision on whether Worldline's historical returns will revert.
Auto-correlation | 0.10 |
Insignificant predictability
Worldline SA has insignificant predictability. Overlapping area represents the amount of predictability between Worldline time series from 18th of January 2025 to 2nd of February 2025 and 2nd of February 2025 to 17th of February 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 Worldline SA price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Worldline price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Worldline SA lagged returns against current returns
Autocorrelation, which is Worldline 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 Worldline's stock expected returns. We can calculate the autocorrelation of Worldline returns to help us make a trade decision. For example, suppose you find that Worldline 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 |
Worldline 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 Worldline stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Worldline stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Worldline stock over time.
Current vs Lagged Prices |
| Timeline |
Worldline Lagged Returns
When evaluating Worldline's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Worldline stock have on its future price. Worldline 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, Worldline autocorrelation shows the relationship between Worldline stock current value and its past values and can show if there is a momentum factor associated with investing in Worldline SA.
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.Other Information on Investing in Worldline Stock
Worldline financial ratios help investors to determine whether Worldline 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 Worldline with respect to the benefits of owning Worldline security.