Wolters Kluwer (Germany) Market Value
| WOSB Stock | EUR 161.15 1.00 0.62% |
| Symbol | Wolters |
Wolters Kluwer '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 Wolters Kluwer'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 Wolters Kluwer.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in Wolters Kluwer on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding Wolters Kluwer NV or generate 0.0% return on investment in Wolters Kluwer over 720 days. Wolters Kluwer is related to or competes with Superior Plus, SIVERS SEMICONDUCTORS, Norsk Hydro, Reliance Steel, RYOHIN UNSPADR1, Vanguard Funds, and Meli Hotels. Wolters Kluwer N.V., together with its subsidiaries, provides professional information, software solutions, and services... More
Wolters Kluwer 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 Wolters Kluwer'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 Wolters Kluwer NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.0 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 7.09 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 1.73 |
Wolters Kluwer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wolters Kluwer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wolters Kluwer's standard deviation. In reality, there are many statistical measures that can use Wolters Kluwer historical prices to predict the future Wolters Kluwer's volatility.| Risk Adjusted Performance | 0.0461 | |||
| Jensen Alpha | 0.0159 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.1373 |
Wolters Kluwer NV Backtested Returns
At this point, Wolters Kluwer is very steady. Wolters Kluwer NV shows Sharpe Ratio of 0.0249, which attests that the company had a 0.0249% return per unit of risk over the last 3 months. We have found thirty technical indicators for Wolters Kluwer NV, which you can use to evaluate the volatility of the company. Please check out Wolters Kluwer's Market Risk Adjusted Performance of 0.1473, mean deviation of 0.9567, and Downside Deviation of 1.0 to validate if the risk estimate we provide is consistent with the expected return of 0.0304%. Wolters Kluwer has a performance score of 1 on a scale of 0 to 100. The firm maintains a market beta of 0.45, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Wolters Kluwer's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wolters Kluwer is expected to be smaller as well. Wolters Kluwer NV right now maintains a risk of 1.22%. Please check out Wolters Kluwer NV jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Wolters Kluwer NV will be following its historical returns.
Auto-correlation | 0.79 |
Good predictability
Wolters Kluwer NV has good predictability. Overlapping area represents the amount of predictability between Wolters Kluwer time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th 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 Wolters Kluwer NV price movement. The serial correlation of 0.79 indicates that around 79.0% of current Wolters Kluwer price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 82.28 |
Wolters Kluwer NV lagged returns against current returns
Autocorrelation, which is Wolters Kluwer 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 Wolters Kluwer's stock expected returns. We can calculate the autocorrelation of Wolters Kluwer returns to help us make a trade decision. For example, suppose you find that Wolters Kluwer 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 |
Wolters Kluwer 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 Wolters Kluwer stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wolters Kluwer stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wolters Kluwer stock over time.
Current vs Lagged Prices |
| Timeline |
Wolters Kluwer Lagged Returns
When evaluating Wolters Kluwer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wolters Kluwer stock have on its future price. Wolters Kluwer 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, Wolters Kluwer autocorrelation shows the relationship between Wolters Kluwer stock current value and its past values and can show if there is a momentum factor associated with investing in Wolters Kluwer NV.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Wolters Stock
Wolters Kluwer financial ratios help investors to determine whether Wolters 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 Wolters with respect to the benefits of owning Wolters Kluwer security.