WSP Global's market value is the price at which a share of WSP Global trades on a public exchange. It measures the collective expectations of WSP Global investors about its performance. WSP Global is trading at 209.45 as of the 27th of July 2025. This is a 0.0048 percent decrease since the beginning of the trading day. The stock's lowest day price was 208.75. With this module, you can estimate the performance of a buy and hold strategy of WSP Global and determine expected loss or profit from investing in WSP Global over a given investment horizon. Check out WSP Global Correlation, WSP Global Volatility and WSP Global Alpha and Beta module to complement your research on WSP Global.
Please note, there is a significant difference between WSP Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if WSP Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, WSP Global'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.
WSP Global '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 WSP Global'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 WSP Global.
0.00
04/28/2025
No Change 0.00
0.0
In 3 months and 1 day
07/27/2025
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If you would invest 0.00 in WSP Global on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding WSP Global or generate 0.0% return on investment in WSP Global over 90 days. WSP Global is related to or competes with George Weston, Intact Financial, Metro, Kingspan Group, and Skanska AB. WSP Global Inc. operates as a professional services consulting firm in the United States, Canada, the United Kingdom, Sw... More
WSP Global 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 WSP Global'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 WSP Global 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 WSP Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WSP Global's standard deviation. In reality, there are many statistical measures that can use WSP Global historical prices to predict the future WSP Global's volatility.
WSP Global appears to be very steady, given 3 months investment horizon. WSP Global shows Sharpe Ratio of 0.17, which attests that the company had a 0.17 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for WSP Global, which you can use to evaluate the volatility of the company. Please utilize WSP Global's Risk Adjusted Performance of 0.1405, downside deviation of 1.63, and Mean Deviation of 1.02 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, WSP Global holds a performance score of 13. The firm maintains a market beta of 0.0015, which attests to not very significant fluctuations relative to the market. As returns on the market increase, WSP Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding WSP Global is expected to be smaller as well. Please check WSP Global's potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether WSP Global's historical returns will revert.
Auto-correlation
0.71
Good predictability
WSP Global has good predictability. Overlapping area represents the amount of predictability between WSP Global time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th of July 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 WSP Global price movement. The serial correlation of 0.71 indicates that around 71.0% of current WSP Global price fluctuation can be explain by its past prices.
Correlation Coefficient
0.71
Spearman Rank Test
0.77
Residual Average
0.0
Price Variance
20.63
WSP Global lagged returns against current returns
Autocorrelation, which is WSP Global 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 WSP Global's pink sheet expected returns. We can calculate the autocorrelation of WSP Global returns to help us make a trade decision. For example, suppose you find that WSP Global 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
WSP Global 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 WSP Global pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if WSP Global pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in WSP Global pink sheet over time.
Current vs Lagged Prices
Timeline
WSP Global Lagged Returns
When evaluating WSP Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of WSP Global pink sheet have on its future price. WSP Global 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, WSP Global autocorrelation shows the relationship between WSP Global pink sheet current value and its past values and can show if there is a momentum factor associated with investing in WSP Global.
WSP Global financial ratios help investors to determine whether WSP 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 WSP with respect to the benefits of owning WSP Global security.