Wesfarmers (Germany) Market Value
| WF3 Stock | EUR 47.21 0.70 1.51% |
| Symbol | Wesfarmers |
Wesfarmers '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 Wesfarmers' 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 Wesfarmers.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Wesfarmers on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Wesfarmers Limited or generate 0.0% return on investment in Wesfarmers over 90 days. Wesfarmers is related to or competes with Waste Management, Sumitomo Chemical, Jupiter Fund, Mitsubishi Gas, Brockhaus Capital, and AGF Management. Wesfarmers Limited engages in the retail, coal mining and production, gas processing and distribution, industrial and sa... More
Wesfarmers 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 Wesfarmers' 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 Wesfarmers Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.06 | |||
| Information Ratio | 0.0607 | |||
| Maximum Drawdown | 5.71 | |||
| Value At Risk | (1.81) | |||
| Potential Upside | 1.62 |
Wesfarmers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wesfarmers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wesfarmers' standard deviation. In reality, there are many statistical measures that can use Wesfarmers historical prices to predict the future Wesfarmers' volatility.| Risk Adjusted Performance | 0.1846 | |||
| Jensen Alpha | 0.181 | |||
| Total Risk Alpha | 0.0486 | |||
| Sortino Ratio | 0.0596 | |||
| Treynor Ratio | 1.99 |
Wesfarmers Limited Backtested Returns
Wesfarmers appears to be very steady, given 3 months investment horizon. Wesfarmers Limited 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 twenty-eight technical indicators for Wesfarmers Limited, which you can use to evaluate the volatility of the company. Please utilize Wesfarmers' Downside Deviation of 1.06, mean deviation of 0.8057, and Market Risk Adjusted Performance of 2.0 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Wesfarmers holds a performance score of 15. The firm maintains a market beta of 0.0976, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Wesfarmers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Wesfarmers is expected to be smaller as well. Please check Wesfarmers' value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Wesfarmers' historical returns will revert.
Auto-correlation | -0.69 |
Very good reverse predictability
Wesfarmers Limited has very good reverse predictability. Overlapping area represents the amount of predictability between Wesfarmers time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Wesfarmers Limited price movement. The serial correlation of -0.69 indicates that around 69.0% of current Wesfarmers price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.5 |
Wesfarmers Limited lagged returns against current returns
Autocorrelation, which is Wesfarmers 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 Wesfarmers' stock expected returns. We can calculate the autocorrelation of Wesfarmers returns to help us make a trade decision. For example, suppose you find that Wesfarmers 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 |
Wesfarmers 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 Wesfarmers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wesfarmers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wesfarmers stock over time.
Current vs Lagged Prices |
| Timeline |
Wesfarmers Lagged Returns
When evaluating Wesfarmers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wesfarmers stock have on its future price. Wesfarmers 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, Wesfarmers autocorrelation shows the relationship between Wesfarmers stock current value and its past values and can show if there is a momentum factor associated with investing in Wesfarmers Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Wesfarmers Stock
Wesfarmers financial ratios help investors to determine whether Wesfarmers 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 Wesfarmers with respect to the benefits of owning Wesfarmers security.