Williams Sonoma (Germany) Market Value
| WM1 Stock | 187.75 1.55 0.83% |
| Symbol | Williams |
Williams Sonoma '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 Williams Sonoma'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 Williams Sonoma.
| 12/07/2024 |
| 01/06/2025 |
If you would invest 0.00 in Williams Sonoma on December 7, 2024 and sell it all today you would earn a total of 0.00 from holding Williams Sonoma or generate 0.0% return on investment in Williams Sonoma over 30 days. Williams Sonoma is related to or competes with Ultra Clean, Aedas Homes, Addus HomeCare, INVITATION HOMES, CANON MARKETING, American Homes, and CARSALESCOM. More
Williams Sonoma 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 Williams Sonoma'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 Williams Sonoma upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.27 | |||
| Information Ratio | 0.1212 | |||
| Maximum Drawdown | 36.81 | |||
| Value At Risk | (3.34) | |||
| Potential Upside | 3.28 |
Williams Sonoma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Williams Sonoma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Williams Sonoma's standard deviation. In reality, there are many statistical measures that can use Williams Sonoma historical prices to predict the future Williams Sonoma's volatility.| Risk Adjusted Performance | 0.1107 | |||
| Jensen Alpha | 0.5247 | |||
| Total Risk Alpha | 0.4678 | |||
| Sortino Ratio | 0.2292 | |||
| Treynor Ratio | 0.7807 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Williams Sonoma'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.
Williams Sonoma Backtested Returns
Williams Sonoma appears to be very steady, given 3 months investment horizon. Williams Sonoma shows Sharpe Ratio of 0.14, which attests that the company had a 0.14% return per unit of risk over the last 3 months. By examining Williams Sonoma's technical indicators, you can evaluate if the expected return of 0.62% is justified by implied risk. Please utilize Williams Sonoma's Mean Deviation of 2.04, downside deviation of 2.27, and Market Risk Adjusted Performance of 0.7907 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Williams Sonoma holds a performance score of 10. The firm maintains a market beta of 0.68, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Williams Sonoma's returns are expected to increase less than the market. However, during the bear market, the loss of holding Williams Sonoma is expected to be smaller as well. Please check Williams Sonoma's semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to make a quick decision on whether Williams Sonoma's historical returns will revert.
Auto-correlation | 0.89 |
Very good predictability
Williams Sonoma has very good predictability. Overlapping area represents the amount of predictability between Williams Sonoma time series from 7th of December 2024 to 22nd of December 2024 and 22nd of December 2024 to 6th 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 Williams Sonoma price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Williams Sonoma price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 16.24 |
Williams Sonoma lagged returns against current returns
Autocorrelation, which is Williams Sonoma 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 Williams Sonoma's stock expected returns. We can calculate the autocorrelation of Williams Sonoma returns to help us make a trade decision. For example, suppose you find that Williams Sonoma 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 |
Williams Sonoma 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 Williams Sonoma stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Williams Sonoma stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Williams Sonoma stock over time.
Current vs Lagged Prices |
| Timeline |
Williams Sonoma Lagged Returns
When evaluating Williams Sonoma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Williams Sonoma stock have on its future price. Williams Sonoma 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, Williams Sonoma autocorrelation shows the relationship between Williams Sonoma stock current value and its past values and can show if there is a momentum factor associated with investing in Williams Sonoma.
Regressed Prices |
| Timeline |
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Additional Tools for Williams Stock Analysis
When running Williams Sonoma's price analysis, check to measure Williams Sonoma'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 Williams Sonoma is operating at the current time. Most of Williams Sonoma's value examination focuses on studying past and present price action to predict the probability of Williams Sonoma's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Williams Sonoma's price. Additionally, you may evaluate how the addition of Williams Sonoma to your portfolios can decrease your overall portfolio volatility.