Wharf Real (Germany) Market Value
| 4WF Stock | EUR 2.64 0.18 7.32% |
| 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 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 Wharf Real.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Wharf Real on April 20, 2025 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 90 days. Wharf Real is related to or competes with ATOSS SOFTWARE, Keck Seng, Vishay Intertechnology, AECOM TECHNOLOGY, and Micron Technology. Wharf Real Estate Investment Company Limited, an investment holding company, invests in, develops, constructs, owns, ope... 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 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 Wharf Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.18 | |||
| Information Ratio | 0.1696 | |||
| Maximum Drawdown | 13.5 | |||
| Value At Risk | (2.80) | |||
| Potential Upside | 4.26 |
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 | 0.2199 | |||
| Jensen Alpha | 0.6324 | |||
| Total Risk Alpha | 0.2008 | |||
| Sortino Ratio | 0.1848 | |||
| Treynor Ratio | (0.70) |
Wharf Real Estate Backtested Returns
Wharf Real appears to be unstable, given 3 months investment horizon. Wharf Real Estate shows Sharpe Ratio of 0.2, which attests that the company had a 0.2 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Wharf Real Estate, which you can use to evaluate the volatility of the company. Please utilize Wharf Real's Mean Deviation of 1.62, downside deviation of 2.18, and Market Risk Adjusted Performance of (0.69) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Wharf Real holds a performance score of 15. The firm maintains a market beta of -0.76, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Wharf Real are expected to decrease at a much lower rate. During the bear market, Wharf Real is likely to outperform the market. Please check Wharf Real's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether Wharf Real's historical returns will revert.
Auto-correlation | 0.71 |
Good predictability
Wharf Real Estate has good predictability. Overlapping area represents the amount of predictability between Wharf Real time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 2025. 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 0.71 indicates that around 71.0% of current Wharf Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Wharf Real Estate lagged returns against current returns
Autocorrelation, which is Wharf Real 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 Wharf Real's stock 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 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 |
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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wharf Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wharf Real stock 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 stock 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 stock 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 Stock
Wharf Real financial ratios help investors to determine whether Wharf 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 Wharf with respect to the benefits of owning Wharf Real security.