Willamette Valley Vineyards Preferred Stock Market Value
| WVVIP Preferred Stock | USD 3.39 0.07 2.11% |
| Symbol | Willamette |
Willamette Valley '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 Willamette Valley's preferred 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 Willamette Valley.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Willamette Valley on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Willamette Valley Vineyards or generate 0.0% return on investment in Willamette Valley over 90 days. Willamette Valley is related to or competes with Naked Wines, Pernod Ricard, Brown Forman, Treasury Wine, Naked Wines, Crimson Wine, and Willamette Valley. Willamette Valley Vineyards, Inc. produces and sells wine in the United States and internationally More
Willamette Valley 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 Willamette Valley's preferred 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 Willamette Valley Vineyards upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0316 | |||
| Maximum Drawdown | 10.52 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 3.99 |
Willamette Valley Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Willamette Valley's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Willamette Valley's standard deviation. In reality, there are many statistical measures that can use Willamette Valley historical prices to predict the future Willamette Valley's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | 0.004 | |||
| Total Risk Alpha | 0.2477 | |||
| Treynor Ratio | (0.1) |
Willamette Valley Backtested Returns
Willamette Valley shows Sharpe Ratio of close to zero, which attests that the company had a close to zero % return per unit of risk over the last 3 months. Willamette Valley exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Willamette Valley's Standard Deviation of 2.27, mean deviation of 1.67, and Market Risk Adjusted Performance of (0.09) to validate the risk estimate we provide. The firm maintains a market beta of 0.38, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Willamette Valley's returns are expected to increase less than the market. However, during the bear market, the loss of holding Willamette Valley is expected to be smaller as well. At this point, Willamette Valley has a negative expected return of -0.0197%. Please make sure to check out Willamette Valley's total risk alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Willamette Valley performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.4 |
Poor reverse predictability
Willamette Valley Vineyards has poor reverse predictability. Overlapping area represents the amount of predictability between Willamette Valley time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Willamette Valley price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Willamette Valley price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Willamette Valley lagged returns against current returns
Autocorrelation, which is Willamette Valley preferred 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 Willamette Valley's preferred stock expected returns. We can calculate the autocorrelation of Willamette Valley returns to help us make a trade decision. For example, suppose you find that Willamette Valley has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Willamette Valley 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 Willamette Valley preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Willamette Valley preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Willamette Valley preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Willamette Valley Lagged Returns
When evaluating Willamette Valley's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Willamette Valley preferred stock have on its future price. Willamette Valley 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, Willamette Valley autocorrelation shows the relationship between Willamette Valley preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Willamette Valley Vineyards.
Regressed Prices |
| Timeline |
Pair Trading with Willamette Valley
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Willamette Valley position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Willamette Valley will appreciate offsetting losses from the drop in the long position's value.Moving against Willamette Preferred Stock
| 0.58 | GV | Visionary Education | PairCorr |
| 0.53 | YHC | LQR House Symbol Change | PairCorr |
| 0.51 | K | Kellanova Sell-off Trend | PairCorr |
| 0.5 | IH | Ihuman Inc | PairCorr |
| 0.41 | MO | Altria Group | PairCorr |
The ability to find closely correlated positions to Willamette Valley could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Willamette Valley when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Willamette Valley - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Willamette Valley Vineyards to buy it.
The correlation of Willamette Valley is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Willamette Valley moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Willamette Valley moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Willamette Valley can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Willamette Preferred Stock Analysis
When running Willamette Valley's price analysis, check to measure Willamette Valley'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 Willamette Valley is operating at the current time. Most of Willamette Valley's value examination focuses on studying past and present price action to predict the probability of Willamette Valley's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Willamette Valley's price. Additionally, you may evaluate how the addition of Willamette Valley to your portfolios can decrease your overall portfolio volatility.