WOLTERS KLUWER (Germany) Market Value
| WOS Stock | EUR 159.00 2.00 1.24% |
| Symbol | WOLTERS |
WOLTERS KLUWER '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 WOLTERS KLUWER'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 WOLTERS KLUWER.
| 01/02/2023 |
| 12/22/2024 |
If you would invest 0.00 in WOLTERS KLUWER on January 2, 2023 and sell it all today you would earn a total of 0.00 from holding WOLTERS KLUWER ADR or generate 0.0% return on investment in WOLTERS KLUWER over 720 days. WOLTERS KLUWER is related to or competes with RELX PLC, Relx PLC, Wolters Kluwer, Informa PLC, Pearson Plc, and Pearson Plc. Wolters Kluwer N.V., together with its subsidiaries, provides professional information, software solutions, and services... More
WOLTERS KLUWER 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 WOLTERS KLUWER'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 WOLTERS KLUWER ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.58 | |||
| Information Ratio | (0.0005) | |||
| Maximum Drawdown | 9.02 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 3.13 |
WOLTERS KLUWER Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for WOLTERS KLUWER's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WOLTERS KLUWER's standard deviation. In reality, there are many statistical measures that can use WOLTERS KLUWER historical prices to predict the future WOLTERS KLUWER's volatility.| Risk Adjusted Performance | 0.0207 | |||
| Jensen Alpha | 0.0169 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.0005) | |||
| Treynor Ratio | 0.1067 |
WOLTERS KLUWER ADR Backtested Returns
At this point, WOLTERS KLUWER is very steady. WOLTERS KLUWER ADR shows Sharpe Ratio of 0.0077, which attests that the company had a 0.0077% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for WOLTERS KLUWER ADR, which you can use to evaluate the volatility of the company. Please check out WOLTERS KLUWER's Risk Adjusted Performance of 0.0207, mean deviation of 1.17, and Downside Deviation of 1.58 to validate if the risk estimate we provide is consistent with the expected return of 0.012%. The firm maintains a market beta of 0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, WOLTERS KLUWER's returns are expected to increase less than the market. However, during the bear market, the loss of holding WOLTERS KLUWER is expected to be smaller as well. WOLTERS KLUWER ADR presently maintains a risk of 1.57%. Please check out WOLTERS KLUWER ADR total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to decide if WOLTERS KLUWER ADR will be following its historical returns.
Auto-correlation | 0.76 |
Good predictability
WOLTERS KLUWER ADR has good predictability. Overlapping area represents the amount of predictability between WOLTERS KLUWER time series from 2nd of January 2023 to 28th of December 2023 and 28th of December 2023 to 22nd 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 WOLTERS KLUWER ADR price movement. The serial correlation of 0.76 indicates that around 76.0% of current WOLTERS KLUWER price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 88.99 |
WOLTERS KLUWER ADR lagged returns against current returns
Autocorrelation, which is WOLTERS KLUWER 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 WOLTERS KLUWER's stock expected returns. We can calculate the autocorrelation of WOLTERS KLUWER returns to help us make a trade decision. For example, suppose you find that WOLTERS KLUWER 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 |
WOLTERS KLUWER 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 WOLTERS KLUWER stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if WOLTERS KLUWER stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in WOLTERS KLUWER stock over time.
Current vs Lagged Prices |
| Timeline |
WOLTERS KLUWER Lagged Returns
When evaluating WOLTERS KLUWER's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of WOLTERS KLUWER stock have on its future price. WOLTERS KLUWER 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, WOLTERS KLUWER autocorrelation shows the relationship between WOLTERS KLUWER stock current value and its past values and can show if there is a momentum factor associated with investing in WOLTERS KLUWER ADR.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in WOLTERS Stock
WOLTERS KLUWER financial ratios help investors to determine whether WOLTERS 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 WOLTERS with respect to the benefits of owning WOLTERS KLUWER security.