Watsco, (Brazil) Market Value
| W1SO34 Stock | BRL 73.60 2.21 2.92% |
| Symbol | Watsco, |
Watsco, '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 Watsco,'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 Watsco,.
| 09/06/2025 |
| 12/05/2025 |
If you would invest 0.00 in Watsco, on September 6, 2025 and sell it all today you would earn a total of 0.00 from holding Watsco, or generate 0.0% return on investment in Watsco, over 90 days. Watsco, is related to or competes with Bemobi Mobile, Technos SA, Spotify Technology, Unity Software, Paycom Software, New Oriental, and Zoom Video. Watsco, Inc., together with its subsidiaries, distributes air conditioning, heating, and refrigeration equipment and rel... More
Watsco, 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 Watsco,'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 Watsco, upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 22.25 | |||
| Value At Risk | (3.22) | |||
| Potential Upside | 0.5706 |
Watsco, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Watsco,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Watsco,'s standard deviation. In reality, there are many statistical measures that can use Watsco, historical prices to predict the future Watsco,'s volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.57) | |||
| Total Risk Alpha | (0.85) | |||
| Treynor Ratio | (3.34) |
Watsco, Backtested Returns
Watsco, 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. Watsco, exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Watsco,'s Standard Deviation of 2.89, mean deviation of 1.12, and Market Risk Adjusted Performance of (3.33) to validate the risk estimate we provide. The firm maintains a market beta of 0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Watsco,'s returns are expected to increase less than the market. However, during the bear market, the loss of holding Watsco, is expected to be smaller as well. At this point, Watsco, has a negative expected return of -0.58%. Please make sure to check out Watsco,'s potential upside, kurtosis, daily balance of power, as well as the relationship between the skewness and accumulation distribution , to decide if Watsco, performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.65 |
Good predictability
Watsco, has good predictability. Overlapping area represents the amount of predictability between Watsco, time series from 6th of September 2025 to 21st of October 2025 and 21st of October 2025 to 5th of December 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 Watsco, price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Watsco, price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 1.66 |
Watsco, lagged returns against current returns
Autocorrelation, which is Watsco, 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 Watsco,'s stock expected returns. We can calculate the autocorrelation of Watsco, returns to help us make a trade decision. For example, suppose you find that Watsco, 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 |
Watsco, 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 Watsco, stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Watsco, stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Watsco, stock over time.
Current vs Lagged Prices |
| Timeline |
Watsco, Lagged Returns
When evaluating Watsco,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Watsco, stock have on its future price. Watsco, 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, Watsco, autocorrelation shows the relationship between Watsco, stock current value and its past values and can show if there is a momentum factor associated with investing in Watsco,.
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.Other Information on Investing in Watsco, Stock
Watsco, financial ratios help investors to determine whether Watsco, 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 Watsco, with respect to the benefits of owning Watsco, security.