Willis Backtesting

<div class='circular--portrait' style='background:#000000;color: #f2f2f2;font-size:4em;padding-top: 25px;;'>WT</div>
WLTW -- USA Stock  

Last Earning Anouncement: 31st of March 2016  

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Willis Towers Watson and determine expected loss or profit from investing in Willis Towers over given investment horizon. Check out Willis Towers Hype Analysis, Willis Towers Correlation, Willis Towers Valuation, Willis Towers Volatility as well as analyze Willis Towers Alpha and Beta and Willis Towers Performance.
Symbol
Backtest

Willis Towers 'What if' Analysis

0.00
03/04/2020
No Change 0.00  0.0 
In 3 months and 1 day
06/02/2020
0.00
If you would invest  0.00  in Willis Towers on March 4, 2020 and sell it all today you would earn a total of 0.00 from holding Willis Towers Watson or generate 0.0% return on investment in Willis Towers over 90 days. Willis Towers is related to or competes with Marsh McLennan, Arthur J, Brown Brown, Erie Indemnity, EHealth, and Fanhua. Willis Towers Watson Public Limited Company operates as an advisory, broking, and solutions company worldwide

Willis Towers Upside/Downside Indicators

Downside Deviation4.36
Information Ratio0.0223
Maximum Drawdown23.15
Value At Risk(8.04)
Potential Upside5.62

Willis Towers Market Premium Indicators

Risk Adjusted Performance0.1418
Jensen Alpha0.102
Total Risk Alpha0.0926
Sortino Ratio0.0218
Treynor Ratio0.1655

Willis Towers Watson Backtested Returns

We consider Willis Towers very steady. Willis Towers Watson shows Sharpe Ratio of 0.0131, which attests that the company had 0.0131% of return per unit of risk over the last 3 months. Our philosophy towards determining the volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Willis Towers Watson, which you can use to evaluate future volatility of the organization. Please check out Willis Towers Watson Market Risk Adjusted Performance of 0.1755, Downside Deviation of 4.36 and Mean Deviation of 3.03 to validate if the risk estimate we provide is consistent with the expected return of 0.0556%. The firm maintains a market beta of 0.8376, which attests that as returns on market increase, Willis Towers returns are expected to increase less than the market. However, during bear market, the loss on holding Willis Towers will be expected to be smaller as well. Although it is extremely important to respect Willis Towers Watson historical price patterns, it is better to be realistic regarding the information on equity current price history. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining Willis Towers Watson technical indicators you can presently evaluate if the expected return of 0.0556% will be sustainable into the future. Willis Towers Watson right now maintains a risk of 4.23%. Please check out Willis Towers Watson Value At Risk as well as the relationship between Kurtosis and Market Facilitation Index to decide if Willis Towers Watson will be following its historical returns.
AdviceVolatility TrendExposureCorrelations
15 days auto-correlation(0.07) 
correlation synergy

Very weak reverse predictability

Willis Towers Watson has very weak reverse predictability. Overlapping area represents the amount of predictability between Willis Towers time series from 4th of March 2020 to 18th of April 2020 and 18th of April 2020 to 2nd of June 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Willis Towers Watson price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Willis Towers price fluctuation can be explain by its past prices. Given that Willis Towers Watson has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Willis Towers for similar time interval.
Correlation Coefficient-0.07
Spearman Rank Test0.07
Residual Average0.0
Price Variance111.07

Willis Towers Watson lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Willis Towers regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Willis Towers Lagged Returns

 Regressed Prices 
      Timeline 

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Willis Towers Watson Public Limited Company operates as an advisory, broking, and solutions company worldwide. Willis Towers Watson Public Limited Company was founded in 1828 and is based in London, the United Kingdom. Willis Towers is traded on BATS Exchange in USA.
Check out Willis Towers Hype Analysis, Willis Towers Correlation, Willis Towers Valuation, Willis Towers Volatility as well as analyze Willis Towers Alpha and Beta and Willis Towers Performance. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page