WIG 30 (Poland) Market Value

WIG30 Index   2,746  29.59  1.09%   
WIG 30's market value is the price at which a share of WIG 30 trades on a public exchange. It measures the collective expectations of WIG 30 investors about its performance. WIG 30 is listed for 2746.24 as of the 21st of November 2024. This is a 1.09% up since the beginning of the trading day. The index's open price was 2716.65.
With this module, you can estimate the performance of a buy and hold strategy of WIG 30 and determine expected loss or profit from investing in WIG 30 over a given investment horizon. Check out Your Current Watchlist to better understand how to build diversified portfolios. Also, note that the market value of any index could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
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WIG 30 '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 WIG 30's index 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 WIG 30.
0.00
08/23/2024
No Change 0.00  0.0 
In 2 months and 31 days
11/21/2024
0.00
If you would invest  0.00  in WIG 30 on August 23, 2024 and sell it all today you would earn a total of 0.00 from holding WIG 30 or generate 0.0% return on investment in WIG 30 over 90 days.

WIG 30 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 WIG 30's index 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 WIG 30 upside and downside potential and time the market with a certain degree of confidence.

WIG 30 Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for WIG 30's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WIG 30's standard deviation. In reality, there are many statistical measures that can use WIG 30 historical prices to predict the future WIG 30's volatility.

WIG 30 Backtested Returns

WIG 30 shows Sharpe Ratio of -0.11, which attests that the index had a -0.11% return per unit of volatility over the last 3 months. WIG 30 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. The entity maintains a market beta of 0.0, which attests to not very significant fluctuations relative to the market. the returns on MARKET and WIG 30 are completely uncorrelated.

Auto-correlation

    
  0.68  

Good predictability

WIG 30 has good predictability. Overlapping area represents the amount of predictability between WIG 30 time series from 23rd of August 2024 to 7th of October 2024 and 7th of October 2024 to 21st of November 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 WIG 30 price movement. The serial correlation of 0.68 indicates that around 68.0% of current WIG 30 price fluctuation can be explain by its past prices.
Correlation Coefficient0.68
Spearman Rank Test0.56
Residual Average0.0
Price Variance3584.49

WIG 30 lagged returns against current returns

Autocorrelation, which is WIG 30 index'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 WIG 30's index expected returns. We can calculate the autocorrelation of WIG 30 returns to help us make a trade decision. For example, suppose you find that WIG 30 has exhibited high autocorrelation historically, and you observe that the index 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  

WIG 30 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 WIG 30 index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if WIG 30 index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in WIG 30 index over time.
   Current vs Lagged Prices   
       Timeline  

WIG 30 Lagged Returns

When evaluating WIG 30's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of WIG 30 index have on its future price. WIG 30 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, WIG 30 autocorrelation shows the relationship between WIG 30 index current value and its past values and can show if there is a momentum factor associated with investing in WIG 30.
   Regressed Prices   
       Timeline  

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