Whirlpool (Germany) Market Value
| WHR Stock | EUR 109.70 0.00 0.00% |
| Symbol | Whirlpool |
Whirlpool '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 Whirlpool'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 Whirlpool.
| 06/29/2024 |
| 12/26/2024 |
If you would invest 0.00 in Whirlpool on June 29, 2024 and sell it all today you would earn a total of 0.00 from holding Whirlpool or generate 0.0% return on investment in Whirlpool over 180 days. Whirlpool is related to or competes with MUTUIONLINE, GungHo Online, Gruppo Mutuionline, INVITATION HOMES, Taylor Morrison, American Homes, and Autohome ADR. Whirlpool Corporation manufactures and markets home appliances and related products More
Whirlpool 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 Whirlpool'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 Whirlpool upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.76 | |||
| Information Ratio | 0.1209 | |||
| Maximum Drawdown | 12.29 | |||
| Value At Risk | (2.60) | |||
| Potential Upside | 4.72 |
Whirlpool Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Whirlpool's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Whirlpool's standard deviation. In reality, there are many statistical measures that can use Whirlpool historical prices to predict the future Whirlpool's volatility.| Risk Adjusted Performance | 0.1184 | |||
| Jensen Alpha | 0.3156 | |||
| Total Risk Alpha | 0.2187 | |||
| Sortino Ratio | 0.1632 | |||
| Treynor Ratio | 1.82 |
Whirlpool Backtested Returns
Whirlpool appears to be very steady, given 3 months investment horizon. Whirlpool shows Sharpe Ratio of 0.12, which attests that the company had a 0.12% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Whirlpool, which you can use to evaluate the volatility of the company. Please utilize Whirlpool's Market Risk Adjusted Performance of 1.83, downside deviation of 1.76, and Mean Deviation of 1.68 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Whirlpool holds a performance score of 9. The firm maintains a market beta of 0.18, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Whirlpool's returns are expected to increase less than the market. However, during the bear market, the loss of holding Whirlpool is expected to be smaller as well. Please check Whirlpool's maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to make a quick decision on whether Whirlpool's historical returns will revert.
Auto-correlation | -0.32 |
Poor reverse predictability
Whirlpool has poor reverse predictability. Overlapping area represents the amount of predictability between Whirlpool 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 Whirlpool price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Whirlpool price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 62.78 |
Whirlpool lagged returns against current returns
Autocorrelation, which is Whirlpool 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 Whirlpool's stock expected returns. We can calculate the autocorrelation of Whirlpool returns to help us make a trade decision. For example, suppose you find that Whirlpool 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 |
Whirlpool 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 Whirlpool stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Whirlpool stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Whirlpool stock over time.
Current vs Lagged Prices |
| Timeline |
Whirlpool Lagged Returns
When evaluating Whirlpool's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Whirlpool stock have on its future price. Whirlpool 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, Whirlpool autocorrelation shows the relationship between Whirlpool stock current value and its past values and can show if there is a momentum factor associated with investing in Whirlpool.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Whirlpool Stock
When determining whether Whirlpool is a strong investment it is important to analyze Whirlpool's 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 Whirlpool's future performance. For an informed investment choice regarding Whirlpool Stock, refer to the following important reports:Check out Whirlpool Correlation, Whirlpool Volatility and Whirlpool Alpha and Beta module to complement your research on Whirlpool. For more detail on how to invest in Whirlpool Stock please use our How to Invest in Whirlpool guide.You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Whirlpool 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.