Winpak Stock Market Value
| WIPKF Stock | USD 30.19 0.11 0.37% |
| Symbol | Winpak |
Winpak '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 Winpak'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 Winpak.
| 05/26/2025 |
| 08/24/2025 |
If you would invest 0.00 in Winpak on May 26, 2025 and sell it all today you would earn a total of 0.00 from holding Winpak or generate 0.0% return on investment in Winpak over 90 days. Winpak is related to or competes with Crown Holdings, Reynolds Consumer, International Paper, Metro, CCL Industries, Stella Jones, and Linamar. Winpak Ltd. manufactures and distributes packaging materials and related packaging machines in the United States, Canada... More
Winpak 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 Winpak'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 Winpak upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 13.4 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 1.95 |
Winpak Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Winpak's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Winpak's standard deviation. In reality, there are many statistical measures that can use Winpak historical prices to predict the future Winpak's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | 0.2261 |
Winpak Backtested Returns
Winpak shows Sharpe Ratio of -0.0265, which attests that the company had a -0.0265 % return per unit of risk over the last 3 months. Winpak exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Winpak's Market Risk Adjusted Performance of 0.2361, mean deviation of 0.588, and Standard Deviation of 1.57 to validate the risk estimate we provide. The firm maintains a market beta of -0.22, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Winpak are expected to decrease at a much lower rate. During the bear market, Winpak is likely to outperform the market. At this point, Winpak has a negative expected return of -0.0425%. Please make sure to check out Winpak's skewness, as well as the relationship between the day median price and relative strength index , to decide if Winpak performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.5 |
Modest reverse predictability
Winpak has modest reverse predictability. Overlapping area represents the amount of predictability between Winpak time series from 26th of May 2025 to 10th of July 2025 and 10th of July 2025 to 24th of August 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 Winpak price movement. The serial correlation of -0.5 indicates that about 50.0% of current Winpak price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 2.71 |
Winpak lagged returns against current returns
Autocorrelation, which is Winpak 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 Winpak's pink sheet expected returns. We can calculate the autocorrelation of Winpak returns to help us make a trade decision. For example, suppose you find that Winpak 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 |
Winpak 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 Winpak pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Winpak pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Winpak pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Winpak Lagged Returns
When evaluating Winpak's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Winpak pink sheet have on its future price. Winpak 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, Winpak autocorrelation shows the relationship between Winpak pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Winpak.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Winpak Pink Sheet
Winpak financial ratios help investors to determine whether Winpak Pink Sheet 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 Winpak with respect to the benefits of owning Winpak security.