W R (Germany) Market Value
| WR1 Stock | EUR 58.44 0.02 0.03% |
| Symbol | WR1 |
W R '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 W R'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 W R.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in W R on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding W R Berkley or generate 0.0% return on investment in W R over 90 days. W R is related to or competes with Perdoceo Education, CHINA EDUCATION, Meli Hotels, MELIA HOTELS, EMBARK EDUCATION, CAREER EDUCATION, and EEDUCATION ALBERT. Berkley Corporation, an insurance holding company, operates as a commercial lines writer in the United States and intern... More
W R 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 W R'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 W R Berkley upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 9.74 | |||
| Value At Risk | (2.55) | |||
| Potential Upside | 1.5 |
W R Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for W R's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as W R's standard deviation. In reality, there are many statistical measures that can use W R historical prices to predict the future W R's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | 0.2341 |
W R Berkley Backtested Returns
At this point, W R is very steady. W R Berkley shows Sharpe Ratio of 0.0104, which attests that the company had a 0.0104 % return per unit of standard deviation over the last 3 months. We have found twenty-two technical indicators for W R Berkley, which you can use to evaluate the volatility of the entity. Please check out W R's Standard Deviation of 1.42, mean deviation of 0.9646, and Risk Adjusted Performance of (0.03) to validate if the risk estimate we provide is consistent with the expected return of 0.0142%. The firm maintains a market beta of -0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning W R are expected to decrease at a much lower rate. During the bear market, W R is likely to outperform the market. W R Berkley at this moment maintains a risk of 1.37%. Please check out W R Berkley kurtosis, rate of daily change, and the relationship between the skewness and daily balance of power , to decide if W R Berkley will be following its historical returns.
Auto-correlation | -0.64 |
Very good reverse predictability
W R Berkley has very good reverse predictability. Overlapping area represents the amount of predictability between W R time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 W R Berkley price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current W R price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 3.85 |
W R Berkley lagged returns against current returns
Autocorrelation, which is W R 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 W R's stock expected returns. We can calculate the autocorrelation of W R returns to help us make a trade decision. For example, suppose you find that W R 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 |
W R 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 W R stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if W R stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in W R stock over time.
Current vs Lagged Prices |
| Timeline |
W R Lagged Returns
When evaluating W R's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of W R stock have on its future price. W R 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, W R autocorrelation shows the relationship between W R stock current value and its past values and can show if there is a momentum factor associated with investing in W R Berkley.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in WR1 Stock
When determining whether W R Berkley offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of W R's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of W R Berkley Stock. Outlined below are crucial reports that will aid in making a well-informed decision on W R Berkley Stock:Check out W R Correlation, W R Volatility and W R Alpha and Beta module to complement your research on W R. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
W R 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.