Wolters Kluwers' market value is the price at which a share of Wolters Kluwers trades on a public exchange. It measures the collective expectations of Wolters Kluwers Nv investors about its performance. Wolters Kluwers is trading at 159.95 as of the 7th of January 2025, a 0.19 percent down since the beginning of the trading day. The stock's lowest day price was 159.05. With this module, you can estimate the performance of a buy and hold strategy of Wolters Kluwers Nv and determine expected loss or profit from investing in Wolters Kluwers over a given investment horizon. Check out Your Current Watchlist to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Wolters
Wolters Kluwers '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 Kluwers' 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 Kluwers.
0.00
12/08/2024
No Change 0.00
0.0
In 31 days
01/07/2025
0.00
If you would invest 0.00 in Wolters Kluwers on December 8, 2024 and sell it all today you would earn a total of 0.00 from holding Wolters Kluwers Nv or generate 0.0% return on investment in Wolters Kluwers over 30 days.
Wolters Kluwers 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 Kluwers' 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 Kluwers Nv upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wolters Kluwers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wolters Kluwers' standard deviation. In reality, there are many statistical measures that can use Wolters Kluwers historical prices to predict the future Wolters Kluwers' volatility.
At this point, Wolters Kluwers is very steady. Wolters Kluwers Nv shows Sharpe Ratio of 0.0623, which attests that the company had a 0.0623% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Wolters Kluwers Nv, which you can use to evaluate the volatility of the company. Please check out Wolters Kluwers' Downside Deviation of 1.4, mean deviation of 1.02, and Market Risk Adjusted Performance of 0.453 to validate if the risk estimate we provide is consistent with the expected return of 0.0867%. Wolters Kluwers has a performance score of 4 on a scale of 0 to 100. The firm maintains a market beta of 0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Wolters Kluwers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Wolters Kluwers is expected to be smaller as well. Wolters Kluwers Nv right now maintains a risk of 1.39%. Please check out Wolters Kluwers Nv sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Wolters Kluwers Nv will be following its historical returns.
Auto-correlation
0.21
Weak predictability
Wolters Kluwers Nv has weak predictability. Overlapping area represents the amount of predictability between Wolters Kluwers time series from 8th of December 2024 to 23rd of December 2024 and 23rd of December 2024 to 7th 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 Wolters Kluwers Nv price movement. The serial correlation of 0.21 indicates that over 21.0% of current Wolters Kluwers price fluctuation can be explain by its past prices.
Correlation Coefficient
0.21
Spearman Rank Test
-0.21
Residual Average
0.0
Price Variance
0.66
Wolters Kluwers Nv lagged returns against current returns
Autocorrelation, which is Wolters Kluwers 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 Kluwers' stock expected returns. We can calculate the autocorrelation of Wolters Kluwers returns to help us make a trade decision. For example, suppose you find that Wolters Kluwers 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 Kluwers 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 Kluwers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wolters Kluwers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wolters Kluwers stock over time.
Current vs Lagged Prices
Timeline
Wolters Kluwers Lagged Returns
When evaluating Wolters Kluwers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wolters Kluwers stock have on its future price. Wolters Kluwers 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 Kluwers autocorrelation shows the relationship between Wolters Kluwers stock current value and its past values and can show if there is a momentum factor associated with investing in Wolters Kluwers Nv.
Regressed Prices
Timeline
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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.