John Wiley Sons Stock Market Value
| WLYB Stock | USD 44.60 0.46 1.04% |
| Symbol | John |
John Wiley Sons Price To Book Ratio
Is Movies & Entertainment space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of John Wiley. If investors know John will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about John Wiley listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.63) | Earnings Share (0.92) | Revenue Per Share 33.365 | Quarterly Revenue Growth (0.10) | Return On Assets 0.051 |
The market value of John Wiley Sons is measured differently than its book value, which is the value of John that is recorded on the company's balance sheet. Investors also form their own opinion of John Wiley's value that differs from its market value or its book value, called intrinsic value, which is John Wiley's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because John Wiley's market value can be influenced by many factors that don't directly affect John Wiley's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between John Wiley's value and its price as these two are different measures arrived at by different means. Investors typically determine if John Wiley is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, John Wiley's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
John Wiley '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 John Wiley'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 John Wiley.
| 02/04/2023 |
| 12/25/2024 |
If you would invest 0.00 in John Wiley on February 4, 2023 and sell it all today you would earn a total of 0.00 from holding John Wiley Sons or generate 0.0% return on investment in John Wiley over 690 days. John Wiley is related to or competes with John Wiley, Pearson PLC, Scholastic, New York, Lee Enterprises, and Gannett. John Wiley Sons, Inc. operates as a research and education company worldwide More
John Wiley 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 John Wiley'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 John Wiley Sons upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 15.38 | |||
| Value At Risk | (2.95) | |||
| Potential Upside | 2.14 |
John Wiley Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for John Wiley's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as John Wiley's standard deviation. In reality, there are many statistical measures that can use John Wiley historical prices to predict the future John Wiley's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.22) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of John Wiley's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
John Wiley Sons Backtested Returns
John Wiley Sons holds Efficiency (Sharpe) Ratio of -0.0429, which attests that the entity had a -0.0429% return per unit of risk over the last 3 months. John Wiley Sons exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out John Wiley's Market Risk Adjusted Performance of (0.21), standard deviation of 2.31, and Risk Adjusted Performance of (0.02) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.44, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, John Wiley's returns are expected to increase less than the market. However, during the bear market, the loss of holding John Wiley is expected to be smaller as well. At this point, John Wiley Sons has a negative expected return of -0.0781%. Please make sure to check out John Wiley's variance, potential upside, as well as the relationship between the Potential Upside and day median price , to decide if John Wiley Sons performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.57 |
Good reverse predictability
John Wiley Sons has good reverse predictability. Overlapping area represents the amount of predictability between John Wiley time series from 4th of February 2023 to 15th of January 2024 and 15th of January 2024 to 25th 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 John Wiley Sons price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current John Wiley price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 65.47 |
John Wiley Sons lagged returns against current returns
Autocorrelation, which is John Wiley 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 John Wiley's stock expected returns. We can calculate the autocorrelation of John Wiley returns to help us make a trade decision. For example, suppose you find that John Wiley 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 |
John Wiley 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 John Wiley stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if John Wiley stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in John Wiley stock over time.
Current vs Lagged Prices |
| Timeline |
John Wiley Lagged Returns
When evaluating John Wiley's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of John Wiley stock have on its future price. John Wiley 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, John Wiley autocorrelation shows the relationship between John Wiley stock current value and its past values and can show if there is a momentum factor associated with investing in John Wiley Sons.
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.When determining whether John Wiley Sons offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of John Wiley'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 John Wiley Sons Stock. Outlined below are crucial reports that will aid in making a well-informed decision on John Wiley Sons Stock:Check out John Wiley Correlation, John Wiley Volatility and John Wiley Alpha and Beta module to complement your research on John Wiley. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
John Wiley 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.