Wulff Yhtiot (Finland) Market Value
| WUF1V Stock | EUR 3.08 0.01 0.33% |
| Symbol | Wulff |
Wulff Yhtiot '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 Wulff Yhtiot's 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 Wulff Yhtiot.
| 01/20/2023 |
| 01/09/2025 |
If you would invest 0.00 in Wulff Yhtiot on January 20, 2023 and sell it all today you would earn a total of 0.00 from holding Wulff Yhtiot Oy or generate 0.0% return on investment in Wulff Yhtiot over 720 days. Wulff Yhtiot is related to or competes with QPR Software, SSH Communications, Detection Technology, and Remedy Entertainment. Wulff-Yhtit Oyj, together with its subsidiaries, sells and markets office supplies, facility management products, cateri... More
Wulff Yhtiot 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 Wulff Yhtiot's 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 Wulff Yhtiot Oy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.94 | |||
| Information Ratio | 0.1013 | |||
| Maximum Drawdown | 7.98 | |||
| Value At Risk | (3.11) | |||
| Potential Upside | 2.93 |
Wulff Yhtiot Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wulff Yhtiot's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wulff Yhtiot's standard deviation. In reality, there are many statistical measures that can use Wulff Yhtiot historical prices to predict the future Wulff Yhtiot's volatility.| Risk Adjusted Performance | 0.0913 | |||
| Jensen Alpha | 0.1844 | |||
| Total Risk Alpha | 0.1857 | |||
| Sortino Ratio | 0.0952 | |||
| Treynor Ratio | 3.26 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Wulff Yhtiot'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.
Wulff Yhtiot Oy Backtested Returns
Wulff Yhtiot is slightly risky at the moment. Wulff Yhtiot Oy shows Sharpe Ratio of 0.0525, which attests that the company had a 0.0525% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Wulff Yhtiot Oy, which you can use to evaluate the volatility of the company. Please check out Wulff Yhtiot's Market Risk Adjusted Performance of 3.27, mean deviation of 1.47, and Downside Deviation of 1.94 to validate if the risk estimate we provide is consistent with the expected return of 0.0902%. Wulff Yhtiot has a performance score of 4 on a scale of 0 to 100. The firm maintains a market beta of 0.0566, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Wulff Yhtiot's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wulff Yhtiot is expected to be smaller as well. Wulff Yhtiot Oy right now maintains a risk of 1.72%. Please check out Wulff Yhtiot Oy downside variance, and the relationship between the treynor ratio and kurtosis , to decide if Wulff Yhtiot Oy will be following its historical returns.
Auto-correlation | -0.82 |
Excellent reverse predictability
Wulff Yhtiot Oy has excellent reverse predictability. Overlapping area represents the amount of predictability between Wulff Yhtiot time series from 20th of January 2023 to 15th of January 2024 and 15th of January 2024 to 9th 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 Wulff Yhtiot Oy price movement. The serial correlation of -0.82 indicates that around 82.0% of current Wulff Yhtiot price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Wulff Yhtiot Oy lagged returns against current returns
Autocorrelation, which is Wulff Yhtiot 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 Wulff Yhtiot's stock expected returns. We can calculate the autocorrelation of Wulff Yhtiot returns to help us make a trade decision. For example, suppose you find that Wulff Yhtiot 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 |
Wulff Yhtiot 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 Wulff Yhtiot stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wulff Yhtiot stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wulff Yhtiot stock over time.
Current vs Lagged Prices |
| Timeline |
Wulff Yhtiot Lagged Returns
When evaluating Wulff Yhtiot's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wulff Yhtiot stock have on its future price. Wulff Yhtiot 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, Wulff Yhtiot autocorrelation shows the relationship between Wulff Yhtiot stock current value and its past values and can show if there is a momentum factor associated with investing in Wulff Yhtiot Oy.
Regressed Prices |
| Timeline |
Also Currently Popular
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.| BTC | Bitcoin | |
| TRX | TRON | |
| BNB | Binance Coin |
Other Information on Investing in Wulff Stock
Wulff Yhtiot financial ratios help investors to determine whether Wulff 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 Wulff with respect to the benefits of owning Wulff Yhtiot security.