Whitbread Plc Adr Stock Market Value
| WTBDY Stock | USD 9.11 0.08 0.87% |
| Symbol | Whitbread |
Whitbread PLC '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 Whitbread PLC'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 Whitbread PLC.
| 12/06/2024 |
| 01/05/2025 |
If you would invest 0.00 in Whitbread PLC on December 6, 2024 and sell it all today you would earn a total of 0.00 from holding Whitbread PLC ADR or generate 0.0% return on investment in Whitbread PLC over 30 days. Whitbread PLC is related to or competes with Hyatt Hotels, Choice Hotels, Hilton Worldwide, Wyndham Hotels, and Huazhu. Whitbread plc operates hotels and restaurants in the United Kingdom, Germany, and internationally More
Whitbread PLC 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 Whitbread PLC'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 Whitbread PLC ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 11.6 | |||
| Value At Risk | (3.00) | |||
| Potential Upside | 2.06 |
Whitbread PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Whitbread PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Whitbread PLC's standard deviation. In reality, there are many statistical measures that can use Whitbread PLC historical prices to predict the future Whitbread PLC's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | 0.79 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Whitbread PLC's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Whitbread PLC ADR Backtested Returns
Whitbread PLC ADR shows Sharpe Ratio of -0.0848, which attests that the company had a -0.0848% return per unit of risk over the last 3 months. Whitbread PLC ADR exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Whitbread PLC's Standard Deviation of 1.73, market risk adjusted performance of 0.8, and Mean Deviation of 1.18 to validate the risk estimate we provide. The firm maintains a market beta of -0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Whitbread PLC are expected to decrease at a much lower rate. During the bear market, Whitbread PLC is likely to outperform the market. At this point, Whitbread PLC ADR has a negative expected return of -0.15%. Please make sure to check out Whitbread PLC's jensen alpha, skewness, as well as the relationship between the Skewness and day typical price , to decide if Whitbread PLC ADR performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.07 |
Virtually no predictability
Whitbread PLC ADR has virtually no predictability. Overlapping area represents the amount of predictability between Whitbread PLC time series from 6th of December 2024 to 21st of December 2024 and 21st of December 2024 to 5th 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 Whitbread PLC ADR price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Whitbread PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Whitbread PLC ADR lagged returns against current returns
Autocorrelation, which is Whitbread PLC 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 Whitbread PLC's pink sheet expected returns. We can calculate the autocorrelation of Whitbread PLC returns to help us make a trade decision. For example, suppose you find that Whitbread PLC 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 |
Whitbread PLC 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 Whitbread PLC pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Whitbread PLC pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Whitbread PLC pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Whitbread PLC Lagged Returns
When evaluating Whitbread PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Whitbread PLC pink sheet have on its future price. Whitbread PLC 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, Whitbread PLC autocorrelation shows the relationship between Whitbread PLC pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Whitbread PLC ADR.
Regressed Prices |
| Timeline |
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Additional Tools for Whitbread Pink Sheet Analysis
When running Whitbread PLC's price analysis, check to measure Whitbread PLC's 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 Whitbread PLC is operating at the current time. Most of Whitbread PLC's value examination focuses on studying past and present price action to predict the probability of Whitbread PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Whitbread PLC's price. Additionally, you may evaluate how the addition of Whitbread PLC to your portfolios can decrease your overall portfolio volatility.