Willy Food (Israel) Market Value
| WLFD Stock | ILA 2,649 39.00 1.49% |
| Symbol | Willy |
Willy Food '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 Willy Food'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 Willy Food.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Willy Food on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Willy Food or generate 0.0% return on investment in Willy Food over 30 days. Willy Food is related to or competes with Rami Levi, Neto ME, Shufersal, Strauss, and Al Bad. Willy-Food Investments Ltd imports, exports, markets, and sells food products in Israel More
Willy Food 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 Willy Food'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 Willy Food upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.39 | |||
| Information Ratio | 0.1903 | |||
| Maximum Drawdown | 13.36 | |||
| Value At Risk | (3.35) | |||
| Potential Upside | 4.39 |
Willy Food Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Willy Food's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Willy Food's standard deviation. In reality, there are many statistical measures that can use Willy Food historical prices to predict the future Willy Food's volatility.| Risk Adjusted Performance | 0.1727 | |||
| Jensen Alpha | 0.5748 | |||
| Total Risk Alpha | 0.2647 | |||
| Sortino Ratio | 0.2106 | |||
| Treynor Ratio | 2.87 |
Willy Food Backtested Returns
Willy Food appears to be very steady, given 3 months investment horizon. Willy Food shows Sharpe Ratio of 0.23, which attests that the company had a 0.23% return per unit of risk over the last 3 months. By examining Willy Food's technical indicators, you can evaluate if the expected return of 0.66% is justified by implied risk. Please utilize Willy Food's Market Risk Adjusted Performance of 2.88, downside deviation of 2.39, and Mean Deviation of 1.95 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Willy Food holds a performance score of 17. The firm maintains a market beta of 0.21, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Willy Food's returns are expected to increase less than the market. However, during the bear market, the loss of holding Willy Food is expected to be smaller as well. Please check Willy Food's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Willy Food's historical returns will revert.
Auto-correlation | 0.73 |
Good predictability
Willy Food has good predictability. Overlapping area represents the amount of predictability between Willy Food time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th 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 Willy Food price movement. The serial correlation of 0.73 indicates that around 73.0% of current Willy Food price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 2454.89 |
Willy Food lagged returns against current returns
Autocorrelation, which is Willy Food 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 Willy Food's stock expected returns. We can calculate the autocorrelation of Willy Food returns to help us make a trade decision. For example, suppose you find that Willy Food 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 |
Willy Food 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 Willy Food stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Willy Food stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Willy Food stock over time.
Current vs Lagged Prices |
| Timeline |
Willy Food Lagged Returns
When evaluating Willy Food's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Willy Food stock have on its future price. Willy Food 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, Willy Food autocorrelation shows the relationship between Willy Food stock current value and its past values and can show if there is a momentum factor associated with investing in Willy Food.
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.Other Information on Investing in Willy Stock
Willy Food financial ratios help investors to determine whether Willy 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 Willy with respect to the benefits of owning Willy Food security.