Woolworths (Australia) Market Value
| WOW Stock | 30.60 0.96 3.04% |
| Symbol | Woolworths |
Woolworths '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 Woolworths' 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 Woolworths.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Woolworths on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Woolworths or generate 0.0% return on investment in Woolworths over 30 days. Woolworths is related to or competes with Autosports, Spirit Telecom, Nine Entertainment, 29Metals, OOhMedia, and Charter Hall. Woolworths is entity of Australia. It is traded as Stock on AU exchange. More
Woolworths 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 Woolworths' 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 Woolworths upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9272 | |||
| Information Ratio | 0.0445 | |||
| Maximum Drawdown | 2.9 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.07 |
Woolworths Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Woolworths' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Woolworths' standard deviation. In reality, there are many statistical measures that can use Woolworths historical prices to predict the future Woolworths' volatility.| Risk Adjusted Performance | 0.0368 | |||
| Jensen Alpha | 0.0294 | |||
| Total Risk Alpha | 0.0363 | |||
| Sortino Ratio | 0.0385 | |||
| Treynor Ratio | 1.25 |
Woolworths Backtested Returns
Currently, Woolworths is very steady. Woolworths shows Sharpe Ratio of 0.0318, which attests that the company had a 0.0318 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Woolworths, which you can use to evaluate the volatility of the company. Please check out Woolworths' Downside Deviation of 0.9272, mean deviation of 0.5952, and Market Risk Adjusted Performance of 1.26 to validate if the risk estimate we provide is consistent with the expected return of 0.0265%. Woolworths has a performance score of 2 on a scale of 0 to 100. The firm maintains a market beta of 0.0235, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Woolworths' returns are expected to increase less than the market. However, during the bear market, the loss of holding Woolworths is expected to be smaller as well. Woolworths right now maintains a risk of 0.83%. Please check out Woolworths treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to decide if Woolworths will be following its historical returns.
Auto-correlation | 0.02 |
Virtually no predictability
Woolworths has virtually no predictability. Overlapping area represents the amount of predictability between Woolworths time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th 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 Woolworths price movement. The serial correlation of 0.02 indicates that only 2.0% of current Woolworths price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Woolworths lagged returns against current returns
Autocorrelation, which is Woolworths 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 Woolworths' stock expected returns. We can calculate the autocorrelation of Woolworths returns to help us make a trade decision. For example, suppose you find that Woolworths 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 |
Woolworths 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 Woolworths stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Woolworths stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Woolworths stock over time.
Current vs Lagged Prices |
| Timeline |
Woolworths Lagged Returns
When evaluating Woolworths' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Woolworths stock have on its future price. Woolworths 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, Woolworths autocorrelation shows the relationship between Woolworths stock current value and its past values and can show if there is a momentum factor associated with investing in Woolworths.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Woolworths Stock Analysis
When running Woolworths' price analysis, check to measure Woolworths' 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 Woolworths is operating at the current time. Most of Woolworths' value examination focuses on studying past and present price action to predict the probability of Woolworths' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Woolworths' price. Additionally, you may evaluate how the addition of Woolworths to your portfolios can decrease your overall portfolio volatility.