Windrock Land Co Stock Market Value
| WRLC Stock | USD 483.75 1.75 0.36% |
| Symbol | Windrock |
Windrock Land '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 Windrock Land's pink sheet 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 Windrock Land.
| 01/01/2025 |
| 03/02/2025 |
If you would invest 0.00 in Windrock Land on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Windrock Land Co or generate 0.0% return on investment in Windrock Land over 60 days. Windrock Land is related to or competes with Pardee Resources, Merchants National, Beaver Coal, Reserve Petroleum, and Boswell J. Windrock Land Company develops natural resources comprising timber, oil, and natural gas in Tennessee More
Windrock Land 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 Windrock Land's pink sheet 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 Windrock Land Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.03 | |||
| Information Ratio | 0.0271 | |||
| Maximum Drawdown | 18.34 | |||
| Value At Risk | (6.20) | |||
| Potential Upside | 4.38 |
Windrock Land Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Windrock Land's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Windrock Land's standard deviation. In reality, there are many statistical measures that can use Windrock Land historical prices to predict the future Windrock Land's volatility.| Risk Adjusted Performance | 0.0243 | |||
| Jensen Alpha | 0.0587 | |||
| Total Risk Alpha | 0.1504 | |||
| Sortino Ratio | 0.016 | |||
| Treynor Ratio | 1.21 |
Windrock Land Backtested Returns
At this point, Windrock Land is very steady. Windrock Land shows Sharpe Ratio of 0.0119, which attests that the company had a 0.0119 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Windrock Land, which you can use to evaluate the volatility of the company. Please check out Windrock Land's Downside Deviation of 5.03, mean deviation of 1.57, and Market Risk Adjusted Performance of 1.22 to validate if the risk estimate we provide is consistent with the expected return of 0.0366%. The firm maintains a market beta of 0.0475, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Windrock Land's returns are expected to increase less than the market. However, during the bear market, the loss of holding Windrock Land is expected to be smaller as well. Windrock Land right now maintains a risk of 3.09%. Please check out Windrock Land maximum drawdown, accumulation distribution, relative strength index, as well as the relationship between the semi variance and day typical price , to decide if Windrock Land will be following its historical returns.
Auto-correlation | -0.09 |
Very weak reverse predictability
Windrock Land Co has very weak reverse predictability. Overlapping area represents the amount of predictability between Windrock Land time series from 1st of January 2025 to 31st of January 2025 and 31st of January 2025 to 2nd of March 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 Windrock Land price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Windrock Land price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 363.74 |
Windrock Land lagged returns against current returns
Autocorrelation, which is Windrock Land pink sheet'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 Windrock Land's pink sheet expected returns. We can calculate the autocorrelation of Windrock Land returns to help us make a trade decision. For example, suppose you find that Windrock Land has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Windrock Land 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 Windrock Land pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Windrock Land pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Windrock Land pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Windrock Land Lagged Returns
When evaluating Windrock Land's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Windrock Land pink sheet have on its future price. Windrock Land 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, Windrock Land autocorrelation shows the relationship between Windrock Land pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Windrock Land Co.
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.Other Information on Investing in Windrock Pink Sheet
Windrock Land financial ratios help investors to determine whether Windrock Pink Sheet 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 Windrock with respect to the benefits of owning Windrock Land security.