Willis Towers (Germany) Market Value
| WTY Stock | EUR 304.00 0.00 0.00% |
| Symbol | Willis |
Willis Towers '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 Willis Towers' 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 Willis Towers.
| 06/29/2024 |
| 12/26/2024 |
If you would invest 0.00 in Willis Towers on June 29, 2024 and sell it all today you would earn a total of 0.00 from holding Willis Towers Watson or generate 0.0% return on investment in Willis Towers over 180 days. Willis Towers is related to or competes with Safety Insurance, UNIQA INSURANCE, Insurance Australia, KINGBOARD CHEMICAL, Siamgas, and China BlueChemical. Willis Towers Watson Public Limited Company operates as an advisory, broking, and solutions company worldwide More
Willis Towers 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 Willis Towers' 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 Willis Towers Watson upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.52 | |||
| Information Ratio | 0.1532 | |||
| Maximum Drawdown | 8.36 | |||
| Value At Risk | (1.94) | |||
| Potential Upside | 2.74 |
Willis Towers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Willis Towers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Willis Towers' standard deviation. In reality, there are many statistical measures that can use Willis Towers historical prices to predict the future Willis Towers' volatility.| Risk Adjusted Performance | 0.1519 | |||
| Jensen Alpha | 0.235 | |||
| Total Risk Alpha | 0.1919 | |||
| Sortino Ratio | 0.144 | |||
| Treynor Ratio | 0.4625 |
Willis Towers Watson Backtested Returns
Willis Towers appears to be very steady, given 3 months investment horizon. Willis Towers Watson shows Sharpe Ratio of 0.18, which attests that the company had a 0.18% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Willis Towers Watson, which you can use to evaluate the volatility of the company. Please utilize Willis Towers' Mean Deviation of 1.03, downside deviation of 1.52, and Market Risk Adjusted Performance of 0.4725 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Willis Towers holds a performance score of 14. The firm maintains a market beta of 0.55, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Willis Towers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Willis Towers is expected to be smaller as well. Please check Willis Towers' total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to make a quick decision on whether Willis Towers' historical returns will revert.
Auto-correlation | 0.74 |
Good predictability
Willis Towers Watson has good predictability. Overlapping area represents the amount of predictability between Willis Towers time series from 29th of June 2024 to 27th of September 2024 and 27th of September 2024 to 26th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Willis Towers Watson price movement. The serial correlation of 0.74 indicates that around 74.0% of current Willis Towers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 265.1 |
Willis Towers Watson lagged returns against current returns
Autocorrelation, which is Willis Towers 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 Willis Towers' stock expected returns. We can calculate the autocorrelation of Willis Towers returns to help us make a trade decision. For example, suppose you find that Willis Towers 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 |
Willis Towers 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 Willis Towers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Willis Towers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Willis Towers stock over time.
Current vs Lagged Prices |
| Timeline |
Willis Towers Lagged Returns
When evaluating Willis Towers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Willis Towers stock have on its future price. Willis Towers 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, Willis Towers autocorrelation shows the relationship between Willis Towers stock current value and its past values and can show if there is a momentum factor associated with investing in Willis Towers Watson.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Willis Stock
When determining whether Willis Towers Watson is a strong investment it is important to analyze Willis Towers' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Willis Towers' future performance. For an informed investment choice regarding Willis Stock, refer to the following important reports:Check out Willis Towers Correlation, Willis Towers Volatility and Willis Towers Alpha and Beta module to complement your research on Willis Towers. You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
Willis Towers technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.