Warehouses (Germany) Market Value
| WPHB Stock | EUR 18.96 0.26 1.39% |
| Symbol | Warehouses |
Warehouses '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 Warehouses' 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 Warehouses.
| 11/25/2024 |
| 12/25/2024 |
If you would invest 0.00 in Warehouses on November 25, 2024 and sell it all today you would earn a total of 0.00 from holding Warehouses De Pauw or generate 0.0% return on investment in Warehouses over 30 days. Warehouses is related to or competes with Extra Space, First Industrial, National Storage, Montea Comm, and GLADSTONE LAND. WDP develops and invests in logistics property More
Warehouses 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 Warehouses' 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 Warehouses De Pauw upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 7.52 | |||
| Value At Risk | (2.81) | |||
| Potential Upside | 1.86 |
Warehouses Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Warehouses' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Warehouses' standard deviation. In reality, there are many statistical measures that can use Warehouses historical prices to predict the future Warehouses' volatility.| Risk Adjusted Performance | (0.20) | |||
| Jensen Alpha | (0.38) | |||
| Total Risk Alpha | (0.44) | |||
| Treynor Ratio | 18.55 |
Warehouses De Pauw Backtested Returns
Warehouses De Pauw shows Sharpe Ratio of -0.25, which attests that the company had a -0.25% return per unit of risk over the last 3 months. Warehouses De Pauw exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Warehouses' Standard Deviation of 1.42, market risk adjusted performance of 18.56, and Mean Deviation of 1.06 to validate the risk estimate we provide. The firm maintains a market beta of -0.0203, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Warehouses are expected to decrease at a much lower rate. During the bear market, Warehouses is likely to outperform the market. At this point, Warehouses De Pauw has a negative expected return of -0.36%. Please make sure to check out Warehouses' potential upside, kurtosis, rate of daily change, as well as the relationship between the skewness and daily balance of power , to decide if Warehouses De Pauw performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.32 |
Below average predictability
Warehouses De Pauw has below average predictability. Overlapping area represents the amount of predictability between Warehouses time series from 25th of November 2024 to 10th of December 2024 and 10th of December 2024 to 25th 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 Warehouses De Pauw price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Warehouses price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Warehouses De Pauw lagged returns against current returns
Autocorrelation, which is Warehouses 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 Warehouses' stock expected returns. We can calculate the autocorrelation of Warehouses returns to help us make a trade decision. For example, suppose you find that Warehouses 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 |
Warehouses 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 Warehouses stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Warehouses stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Warehouses stock over time.
Current vs Lagged Prices |
| Timeline |
Warehouses Lagged Returns
When evaluating Warehouses' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Warehouses stock have on its future price. Warehouses 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, Warehouses autocorrelation shows the relationship between Warehouses stock current value and its past values and can show if there is a momentum factor associated with investing in Warehouses De Pauw.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Warehouses Stock
Warehouses financial ratios help investors to determine whether Warehouses 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 Warehouses with respect to the benefits of owning Warehouses security.