Walker Dunlop Stock Market Value
| WD Stock | USD 95.23 1.00 1.06% |
| Symbol | Walker |
Walker Dunlop Price To Book Ratio
Is Walker Dunlop's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Walker Dunlop. If investors know Walker will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Walker Dunlop listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.25) | Dividend Share 2.52 | Earnings Share 3.18 | Revenue Per Share 30.474 | Quarterly Revenue Growth (0.05) |
The market value of Walker Dunlop is measured differently than its book value, which is the value of Walker that is recorded on the company's balance sheet. Investors also form their own opinion of Walker Dunlop's value that differs from its market value or its book value, called intrinsic value, which is Walker Dunlop's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Walker Dunlop's market value can be influenced by many factors that don't directly affect Walker Dunlop's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Walker Dunlop's value and its price as these two are different measures arrived at by different means. Investors typically determine if Walker Dunlop is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Walker Dunlop's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Walker Dunlop '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 Walker Dunlop'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 Walker Dunlop.
| 03/05/2024 |
| 05/04/2024 |
If you would invest 0.00 in Walker Dunlop on March 5, 2024 and sell it all today you would earn a total of 0.00 from holding Walker Dunlop or generate 0.0% return on investment in Walker Dunlop over 60 days. Walker Dunlop is related to or competes with Mr Cooper, Ocwen Financial, Velocity FinancialLlc, Security National, Encore Capital, PennyMac Finl, and Timbercreek Financial. Walker Dunlop, Inc., through its subsidiaries, originates, sells, and services a range of multifamily and other commerci... More
Walker Dunlop 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 Walker Dunlop'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 Walker Dunlop upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 10.16 | |||
| Value At Risk | (3.12) | |||
| Potential Upside | 3.46 |
Walker Dunlop Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Walker Dunlop's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Walker Dunlop's standard deviation. In reality, there are many statistical measures that can use Walker Dunlop historical prices to predict the future Walker Dunlop's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (0.03) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Walker Dunlop's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Walker Dunlop Backtested Returns
We consider Walker Dunlop very steady. Walker Dunlop shows Sharpe Ratio of 0.0396, which attests that the company had a 0.0396% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Walker Dunlop, which you can use to evaluate the volatility of the company. Please check out Walker Dunlop's Mean Deviation of 1.56, standard deviation of 1.99, and Market Risk Adjusted Performance of (0.02) to validate if the risk estimate we provide is consistent with the expected return of 0.0779%. Walker Dunlop has a performance score of 3 on a scale of 0 to 100. The firm maintains a market beta of 2.11, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Walker Dunlop will likely underperform. Walker Dunlop right now maintains a risk of 1.97%. Please check out Walker Dunlop skewness, as well as the relationship between the day median price and relative strength index , to decide if Walker Dunlop will be following its historical returns.
Auto-correlation | 0.31 |
Below average predictability
Walker Dunlop has below average predictability. Overlapping area represents the amount of predictability between Walker Dunlop time series from 5th of March 2024 to 4th of April 2024 and 4th of April 2024 to 4th of May 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 Walker Dunlop price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Walker Dunlop price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 4.36 |
Walker Dunlop lagged returns against current returns
Autocorrelation, which is Walker Dunlop 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 Walker Dunlop's stock expected returns. We can calculate the autocorrelation of Walker Dunlop returns to help us make a trade decision. For example, suppose you find that Walker Dunlop 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 |
Walker Dunlop 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 Walker Dunlop stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Walker Dunlop stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Walker Dunlop stock over time.
Current vs Lagged Prices |
| Timeline |
Walker Dunlop Lagged Returns
When evaluating Walker Dunlop's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Walker Dunlop stock have on its future price. Walker Dunlop 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, Walker Dunlop autocorrelation shows the relationship between Walker Dunlop stock current value and its past values and can show if there is a momentum factor associated with investing in Walker Dunlop.
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.When determining whether Walker Dunlop is a strong investment it is important to analyze Walker Dunlop's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Walker Dunlop's future performance. For an informed investment choice regarding Walker Stock, refer to the following important reports:Check out Walker Dunlop Correlation, Walker Dunlop Volatility and Walker Dunlop Alpha and Beta module to complement your research on Walker Dunlop. For information on how to trade Walker Stock refer to our How to Trade Walker Stock guide.Note that the Walker Dunlop information on this page should be used as a complementary analysis to other Walker Dunlop's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Complementary Tools for Walker Stock analysis
When running Walker Dunlop's price analysis, check to measure Walker Dunlop's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Walker Dunlop is operating at the current time. Most of Walker Dunlop's value examination focuses on studying past and present price action to predict the probability of Walker Dunlop's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Walker Dunlop's price. Additionally, you may evaluate how the addition of Walker Dunlop to your portfolios can decrease your overall portfolio volatility.
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Walker Dunlop technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.