Williams Companies Stock Market Value
| WMB Stock | USD 38.66 0.15 0.39% |
| Symbol | Williams |
Williams Companies Price To Book Ratio
Is Williams Companies' 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 Williams Companies. If investors know Williams 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 Williams Companies 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 0.728 | Dividend Share 1.79 | Earnings Share 2.68 | Revenue Per Share 8.171 | Quarterly Revenue Growth (0.12) |
The market value of Williams Companies is measured differently than its book value, which is the value of Williams that is recorded on the company's balance sheet. Investors also form their own opinion of Williams Companies' value that differs from its market value or its book value, called intrinsic value, which is Williams Companies' 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 Williams Companies' market value can be influenced by many factors that don't directly affect Williams Companies' 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 Williams Companies' value and its price as these two are different measures arrived at by different means. Investors typically determine if Williams Companies is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Williams Companies' 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.
Williams Companies '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 Williams Companies' 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 Williams Companies.
| 03/24/2024 |
| 04/23/2024 |
If you would invest 0.00 in Williams Companies on March 24, 2024 and sell it all today you would earn a total of 0.00 from holding Williams Companies or generate 0.0% return on investment in Williams Companies over 30 days. Williams Companies is related to or competes with NuStar Energy, and Tidewater Midstream. The Williams Companies, Inc., together with its subsidiaries, operates as an energy infrastructure company primarily in ... More
Williams Companies 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 Williams Companies' 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 Williams Companies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8569 | |||
| Information Ratio | 0.1272 | |||
| Maximum Drawdown | 4.81 | |||
| Value At Risk | (1.35) | |||
| Potential Upside | 1.66 |
Williams Companies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Williams Companies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Williams Companies' standard deviation. In reality, there are many statistical measures that can use Williams Companies historical prices to predict the future Williams Companies' volatility.| Risk Adjusted Performance | 0.1334 | |||
| Jensen Alpha | 0.1506 | |||
| Total Risk Alpha | 0.0794 | |||
| Sortino Ratio | 0.1503 | |||
| Treynor Ratio | 0.2872 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Williams Companies' 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.
Williams Companies Backtested Returns
Williams Companies appears to be very steady, given 3 months investment horizon. Williams Companies shows Sharpe Ratio of 0.22, which attests that the company had a 0.22% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Williams Companies, which you can use to evaluate the volatility of the company. Please utilize Williams Companies' Market Risk Adjusted Performance of 0.2972, downside deviation of 0.8569, and Mean Deviation of 0.7646 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Williams Companies holds a performance score of 17. The firm maintains a market beta of 0.71, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Williams Companies' returns are expected to increase less than the market. However, during the bear market, the loss of holding Williams Companies is expected to be smaller as well. Please check Williams Companies' downside variance, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Williams Companies' historical returns will revert.
Auto-correlation | -0.91 |
Near perfect reversele predictability
Williams Companies has near perfect reversele predictability. Overlapping area represents the amount of predictability between Williams Companies time series from 24th of March 2024 to 8th of April 2024 and 8th of April 2024 to 23rd of April 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 Williams Companies price movement. The serial correlation of -0.91 indicates that approximately 91.0% of current Williams Companies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.91 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.34 |
Williams Companies lagged returns against current returns
Autocorrelation, which is Williams Companies 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 Williams Companies' stock expected returns. We can calculate the autocorrelation of Williams Companies returns to help us make a trade decision. For example, suppose you find that Williams Companies 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 |
Williams Companies 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 Williams Companies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Williams Companies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Williams Companies stock over time.
Current vs Lagged Prices |
| Timeline |
Williams Companies Lagged Returns
When evaluating Williams Companies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Williams Companies stock have on its future price. Williams Companies 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, Williams Companies autocorrelation shows the relationship between Williams Companies stock current value and its past values and can show if there is a momentum factor associated with investing in Williams Companies.
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 Williams Companies offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Williams Companies' 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 Williams Companies Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Williams Companies Stock:Check out Williams Companies Correlation, Williams Companies Volatility and Williams Companies Alpha and Beta module to complement your research on Williams Companies. For information on how to trade Williams Stock refer to our How to Trade Williams Stock guide.You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
Complementary Tools for Williams Stock analysis
When running Williams Companies' price analysis, check to measure Williams Companies' 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 Williams Companies is operating at the current time. Most of Williams Companies' value examination focuses on studying past and present price action to predict the probability of Williams Companies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Williams Companies' price. Additionally, you may evaluate how the addition of Williams Companies to your portfolios can decrease your overall portfolio volatility.
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Williams Companies 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.