Wellard (Australia) Market Value
| WLD Stock | 0.01 0 7.14% |
| Symbol | Wellard |
Wellard '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 Wellard'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 Wellard.
| 09/15/2025 |
| 12/14/2025 |
If you would invest 0.00 in Wellard on September 15, 2025 and sell it all today you would earn a total of 0.00 from holding Wellard or generate 0.0% return on investment in Wellard over 90 days. Wellard is related to or competes with Data 3, Macquarie Technology, Spirit Technology, Retail Food, DUG Technology, and Emvision Medical. Wellard is entity of Australia. It is traded as Stock on AU exchange. More
Wellard 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 Wellard'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 Wellard upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 42.53 | |||
| Value At Risk | (12.84) | |||
| Potential Upside | 11.04 |
Wellard Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wellard's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wellard's standard deviation. In reality, there are many statistical measures that can use Wellard historical prices to predict the future Wellard's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.37) | |||
| Total Risk Alpha | (1.04) | |||
| Treynor Ratio | (0.23) |
Wellard Backtested Returns
Wellard shows Sharpe Ratio of -0.0355, which attests that the company had a -0.0355 % return per unit of risk over the last 3 months. Wellard exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Wellard's Standard Deviation of 7.77, market risk adjusted performance of (0.22), and Mean Deviation of 4.37 to validate the risk estimate we provide. The firm maintains a market beta of 1.23, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Wellard will likely underperform. At this point, Wellard has a negative expected return of -0.28%. Please make sure to check out Wellard's treynor ratio, skewness, and the relationship between the total risk alpha and potential upside , to decide if Wellard performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.26 |
Weak reverse predictability
Wellard has weak reverse predictability. Overlapping area represents the amount of predictability between Wellard time series from 15th of September 2025 to 30th of October 2025 and 30th of October 2025 to 14th 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 Wellard price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Wellard price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Wellard lagged returns against current returns
Autocorrelation, which is Wellard 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 Wellard's stock expected returns. We can calculate the autocorrelation of Wellard returns to help us make a trade decision. For example, suppose you find that Wellard 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 |
Wellard 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 Wellard stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wellard stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wellard stock over time.
Current vs Lagged Prices |
| Timeline |
Wellard Lagged Returns
When evaluating Wellard's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wellard stock have on its future price. Wellard 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, Wellard autocorrelation shows the relationship between Wellard stock current value and its past values and can show if there is a momentum factor associated with investing in Wellard.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Wellard Stock Analysis
When running Wellard's price analysis, check to measure Wellard'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 Wellard is operating at the current time. Most of Wellard's value examination focuses on studying past and present price action to predict the probability of Wellard's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Wellard's price. Additionally, you may evaluate how the addition of Wellard to your portfolios can decrease your overall portfolio volatility.