Wharf Real Estate Stock Market Value
| WRFRF Stock | USD 3.18 0.00 0.00% |
| Symbol | Wharf |
Wharf Real '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 Wharf Real's pink sheet 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 Wharf Real.
| 02/19/2024 |
| 04/19/2024 |
If you would invest 0.00 in Wharf Real on February 19, 2024 and sell it all today you would earn a total of 0.00 from holding Wharf Real Estate or generate 0.0% return on investment in Wharf Real over 60 days. Wharf Real is related to or competes with Marcus Millichap, Digitalbridge, Jones Lang, CBRE Group, Colliers International, Transcontinental, and Brookfield Property. Wharf Real Estate Investment Company Limited, an investment holding company, invests in, develops, owns, and operates pr... More
Wharf Real 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 Wharf Real's pink sheet 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 Wharf Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0333 | |||
| Maximum Drawdown | 44.05 | |||
| Value At Risk | (11.44) | |||
| Potential Upside | 20.0 |
Wharf Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wharf Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wharf Real's standard deviation. In reality, there are many statistical measures that can use Wharf Real historical prices to predict the future Wharf Real's volatility.| Risk Adjusted Performance | 0.0356 | |||
| Jensen Alpha | 0.265 | |||
| Total Risk Alpha | (0.39) | |||
| Treynor Ratio | 0.516 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Wharf Real'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.
Wharf Real Estate Backtested Returns
Wharf Real appears to be dangerous, given 3 months investment horizon. Wharf Real Estate shows Sharpe Ratio of 0.0441, which attests that the company had a 0.0441% return per unit of risk over the last 3 months. We have found eighteen technical indicators for Wharf Real Estate, which you can use to evaluate the volatility of the company. Please utilize Wharf Real's Market Risk Adjusted Performance of 0.526, mean deviation of 2.75, and Standard Deviation of 7.22 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Wharf Real holds a performance score of 3. The firm maintains a market beta of 0.58, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Wharf Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wharf Real is expected to be smaller as well. Please check Wharf Real's information ratio, as well as the relationship between the potential upside and day median price , to make a quick decision on whether Wharf Real's historical returns will revert.
Auto-correlation | -0.08 |
Very weak reverse predictability
Wharf Real Estate has very weak reverse predictability. Overlapping area represents the amount of predictability between Wharf Real time series from 19th of February 2024 to 20th of March 2024 and 20th of March 2024 to 19th 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 Wharf Real Estate price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Wharf Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Wharf Real Estate lagged returns against current returns
Autocorrelation, which is Wharf Real pink sheet'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 Wharf Real's pink sheet expected returns. We can calculate the autocorrelation of Wharf Real returns to help us make a trade decision. For example, suppose you find that Wharf Real has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Wharf Real 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 Wharf Real pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wharf Real pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wharf Real pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Wharf Real Lagged Returns
When evaluating Wharf Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wharf Real pink sheet have on its future price. Wharf Real 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, Wharf Real autocorrelation shows the relationship between Wharf Real pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Wharf Real Estate.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Wharf Real in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Wharf Real's short interest history, or implied volatility extrapolated from Wharf Real options trading.
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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.Check out Wharf Real Correlation, Wharf Real Volatility and Wharf Real Alpha and Beta module to complement your research on Wharf Real. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Complementary Tools for Wharf Pink Sheet analysis
When running Wharf Real's price analysis, check to measure Wharf Real'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 Wharf Real is operating at the current time. Most of Wharf Real's value examination focuses on studying past and present price action to predict the probability of Wharf Real's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Wharf Real's price. Additionally, you may evaluate how the addition of Wharf Real to your portfolios can decrease your overall portfolio volatility.
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Wharf Real technical pink sheet 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, pink sheet market cycles, or different charting patterns.