WR Berkley's market value is the price at which a share of WR Berkley trades on a public exchange. It measures the collective expectations of WR Berkley investors about its performance. WR Berkley is trading at 16.79 as of the 15th of August 2025. This is a 0.06% up since the beginning of the trading day. The preferred stock's open price was 16.78. With this module, you can estimate the performance of a buy and hold strategy of WR Berkley and determine expected loss or profit from investing in WR Berkley over a given investment horizon. Check out WR Berkley Correlation, WR Berkley Volatility and WR Berkley Alpha and Beta module to complement your research on WR Berkley.
Please note, there is a significant difference between WR Berkley's value and its price as these two are different measures arrived at by different means. Investors typically determine if WR Berkley is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, WR Berkley's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
WR Berkley '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 WR Berkley's preferred 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 WR Berkley.
0.00
07/16/2025
No Change 0.00
0.0
In 31 days
08/15/2025
0.00
If you would invest 0.00 in WR Berkley on July 16, 2025 and sell it all today you would earn a total of 0.00 from holding WR Berkley or generate 0.0% return on investment in WR Berkley over 30 days. WR Berkley is related to or competes with WR Berkley, WR Berkley, Southern Company, DTE Energy, and W R. More
WR Berkley 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 WR Berkley's preferred 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 WR Berkley upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for WR Berkley's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WR Berkley's standard deviation. In reality, there are many statistical measures that can use WR Berkley historical prices to predict the future WR Berkley's volatility.
WR Berkley is very steady at the moment. WR Berkley retains Efficiency (Sharpe Ratio) of 0.14, which attests that the company had a 0.14 % return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for WR Berkley, which you can use to evaluate the volatility of the company. Please check out WR Berkley's market risk adjusted performance of (0.63), and Standard Deviation of 0.7977 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. WR Berkley has a performance score of 10 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning WR Berkley are expected to decrease at a much lower rate. During the bear market, WR Berkley is likely to outperform the market. WR Berkley at this moment owns a risk of 0.8%. Please check out WR Berkley sortino ratio, semi variance, and the relationship between the standard deviation and value at risk , to decide if WR Berkley will be following its current price history.
Auto-correlation
0.36
Below average predictability
WR Berkley has below average predictability. Overlapping area represents the amount of predictability between WR Berkley time series from 16th of July 2025 to 31st of July 2025 and 31st of July 2025 to 15th 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 WR Berkley price movement. The serial correlation of 0.36 indicates that just about 36.0% of current WR Berkley price fluctuation can be explain by its past prices.
Correlation Coefficient
0.36
Spearman Rank Test
-0.08
Residual Average
0.0
Price Variance
0.03
WR Berkley lagged returns against current returns
Autocorrelation, which is WR Berkley preferred 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 WR Berkley's preferred stock expected returns. We can calculate the autocorrelation of WR Berkley returns to help us make a trade decision. For example, suppose you find that WR Berkley has exhibited high autocorrelation historically, and you observe that the preferred 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
WR Berkley 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 WR Berkley preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if WR Berkley preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in WR Berkley preferred stock over time.
Current vs Lagged Prices
Timeline
WR Berkley Lagged Returns
When evaluating WR Berkley's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of WR Berkley preferred stock have on its future price. WR Berkley 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, WR Berkley autocorrelation shows the relationship between WR Berkley preferred stock current value and its past values and can show if there is a momentum factor associated with investing in WR Berkley.
Other Information on Investing in WRB-PH Preferred Stock
WR Berkley financial ratios help investors to determine whether WRB-PH Preferred 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 WRB-PH with respect to the benefits of owning WR Berkley security.