Warehouses' market value is the price at which a share of Warehouses trades on a public exchange. It measures the collective expectations of Warehouses De Pauw investors about its performance. Warehouses is trading at 18.31 as of the 13th of January 2025. This is a 1.24 percent down since the beginning of the trading day. The stock's lowest day price was 18.31. With this module, you can estimate the performance of a buy and hold strategy of Warehouses De Pauw and determine expected loss or profit from investing in Warehouses over a given investment horizon. Check out Warehouses Correlation, Warehouses Volatility and Warehouses Alpha and Beta module to complement your research on Warehouses.
Please note, there is a significant difference between Warehouses' value and its price as these two are different measures arrived at by different means. Investors typically determine if Warehouses is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Warehouses' 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.
Warehouses '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 Warehouses' 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 Warehouses.
0.00
12/14/2024
No Change 0.00
0.0
In 30 days
01/13/2025
0.00
If you would invest 0.00 in Warehouses on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Warehouses De Pauw or generate 0.0% return on investment in Warehouses over 30 days. Warehouses is related to or competes with FAST RETAIL, Canadian Utilities, CARSALESCOM, Chesapeake Utilities, ARISTOCRAT LEISURE, Tradegate, and MARKET VECTR. WDP develops and invests in logistics property More
Warehouses 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 Warehouses' 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 Warehouses De Pauw 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 Warehouses' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Warehouses' standard deviation. In reality, there are many statistical measures that can use Warehouses historical prices to predict the future Warehouses' volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Warehouses. Your research has to be compared to or analyzed against Warehouses' peers to derive any actionable benefits. When done correctly, Warehouses' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Warehouses De Pauw.
Warehouses De Pauw Backtested Returns
Warehouses De Pauw shows Sharpe Ratio of -0.24, which attests that the company had a -0.24% return per unit of risk over the last 3 months. Warehouses De Pauw exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Warehouses' Standard Deviation of 1.49, mean deviation of 1.09, and Market Risk Adjusted Performance of 4.21 to validate the risk estimate we provide. The firm maintains a market beta of -0.0941, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Warehouses are expected to decrease at a much lower rate. During the bear market, Warehouses is likely to outperform the market. At this point, Warehouses De Pauw has a negative expected return of -0.38%. Please make sure to check out Warehouses' potential upside, kurtosis, daily balance of power, as well as the relationship between the skewness and accumulation distribution , to decide if Warehouses De Pauw performance from the past will be repeated at some point in the near future.
Auto-correlation
0.69
Good predictability
Warehouses De Pauw has good predictability. Overlapping area represents the amount of predictability between Warehouses time series from 14th of December 2024 to 29th of December 2024 and 29th of December 2024 to 13th 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 Warehouses De Pauw price movement. The serial correlation of 0.69 indicates that around 69.0% of current Warehouses price fluctuation can be explain by its past prices.
Correlation Coefficient
0.69
Spearman Rank Test
0.88
Residual Average
0.0
Price Variance
0.11
Warehouses De Pauw lagged returns against current returns
Autocorrelation, which is Warehouses 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 Warehouses' stock expected returns. We can calculate the autocorrelation of Warehouses returns to help us make a trade decision. For example, suppose you find that Warehouses 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
Warehouses 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 Warehouses stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Warehouses stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Warehouses stock over time.
Current vs Lagged Prices
Timeline
Warehouses Lagged Returns
When evaluating Warehouses' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Warehouses stock have on its future price. Warehouses 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, Warehouses autocorrelation shows the relationship between Warehouses stock current value and its past values and can show if there is a momentum factor associated with investing in Warehouses De Pauw.
Other Information on Investing in Warehouses Stock
Warehouses financial ratios help investors to determine whether Warehouses 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 Warehouses with respect to the benefits of owning Warehouses security.