Wharf Real Estate Stock Market Value
| WRFRF Stock | USD 2.84 0.05 1.73% |
| Symbol | Wharf |
Wharf Real '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 Wharf Real's pink sheet 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 Wharf Real.
| 12/10/2023 |
| 12/04/2024 |
If you would invest 0.00 in Wharf Real on December 10, 2023 and sell it all today you would earn a total of 0.00 from holding Wharf Real Estate or generate 0.0% return on investment in Wharf Real over 360 days. Wharf Real is related to or competes with Maui Land, Marcus Millichap, Frp Holdings, Anywhere Real, Re Max, Cushman Wakefield, and Jones Lang. Wharf Real Estate Investment Company Limited, an investment holding company, invests in, develops, owns, and operates pr... More
Wharf Real 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 Wharf Real's pink sheet 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 Wharf Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.13 | |||
| Information Ratio | 0.0094 | |||
| Maximum Drawdown | 24.51 | |||
| Value At Risk | (5.13) | |||
| Potential Upside | 9.94 |
Wharf Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wharf Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wharf Real's standard deviation. In reality, there are many statistical measures that can use Wharf Real historical prices to predict the future Wharf Real's volatility.| Risk Adjusted Performance | 0.0375 | |||
| Jensen Alpha | 0.1276 | |||
| Total Risk Alpha | (0.39) | |||
| Sortino Ratio | 0.0059 | |||
| Treynor Ratio | 1.19 |
Wharf Real Estate Backtested Returns
At this point, Wharf Real is very risky. Wharf Real Estate shows Sharpe Ratio of 0.0395, which attests that the company had a 0.0395% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Wharf Real Estate, which you can use to evaluate the volatility of the company. Please check out Wharf Real's Mean Deviation of 1.83, market risk adjusted performance of 1.2, and Downside Deviation of 6.13 to validate if the risk estimate we provide is consistent with the expected return of 0.16%. Wharf Real has a performance score of 3 on a scale of 0 to 100. The firm maintains a market beta of 0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Wharf Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wharf Real is expected to be smaller as well. Wharf Real Estate right now maintains a risk of 3.97%. Please check out Wharf Real Estate information ratio, downside variance, day typical price, as well as the relationship between the treynor ratio and kurtosis , to decide if Wharf Real Estate will be following its historical returns.
Auto-correlation | -0.39 |
Poor reverse predictability
Wharf Real Estate has poor reverse predictability. Overlapping area represents the amount of predictability between Wharf Real time series from 10th of December 2023 to 7th of June 2024 and 7th of June 2024 to 4th 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 Wharf Real Estate price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Wharf Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Wharf Real Estate lagged returns against current returns
Autocorrelation, which is Wharf Real pink sheet'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 Wharf Real's pink sheet expected returns. We can calculate the autocorrelation of Wharf Real returns to help us make a trade decision. For example, suppose you find that Wharf Real has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Wharf Real 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 Wharf Real pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wharf Real pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wharf Real pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Wharf Real Lagged Returns
When evaluating Wharf Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wharf Real pink sheet have on its future price. Wharf Real 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, Wharf Real autocorrelation shows the relationship between Wharf Real pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Wharf Real Estate.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Wharf Pink Sheet
Wharf Real financial ratios help investors to determine whether Wharf Pink Sheet 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 Wharf with respect to the benefits of owning Wharf Real security.