Williams Sonoma Stock Market Value
| WSM Stock | USD 285.51 0.44 0.15% |
| Symbol | Williams |
Williams Sonoma Price To Book Ratio
Is Williams Sonoma's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Williams Sonoma. If investors know Williams will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Williams Sonoma listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.031 | Dividend Share 3.6 | Earnings Share 14.54 | Revenue Per Share 120.027 | Quarterly Revenue Growth (0.07) |
The market value of Williams Sonoma is measured differently than its book value, which is the value of Williams that is recorded on the company's balance sheet. Investors also form their own opinion of Williams Sonoma's value that differs from its market value or its book value, called intrinsic value, which is Williams Sonoma's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Williams Sonoma's market value can be influenced by many factors that don't directly affect Williams Sonoma's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Williams Sonoma's value and its price as these two are different measures arrived at by different means. Investors typically determine if Williams Sonoma is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Williams Sonoma'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.
Williams Sonoma '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 Williams Sonoma'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 Williams Sonoma.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Williams Sonoma on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Williams Sonoma or generate 0.0% return on investment in Williams Sonoma over 30 days. Williams Sonoma is related to or competes with Target, Lowes Companies, Kohls Corp, Gap, and Walmart. Williams-Sonoma, Inc. operates as an omni-channel specialty retailer of various products for home More
Williams Sonoma 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 Williams Sonoma'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 Williams Sonoma upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.93 | |||
| Information Ratio | 0.1526 | |||
| Maximum Drawdown | 22.86 | |||
| Value At Risk | (3.38) | |||
| Potential Upside | 3.25 |
Williams Sonoma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Williams Sonoma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Williams Sonoma's standard deviation. In reality, there are many statistical measures that can use Williams Sonoma historical prices to predict the future Williams Sonoma's volatility.| Risk Adjusted Performance | 0.1236 | |||
| Jensen Alpha | 0.3766 | |||
| Total Risk Alpha | 0.1308 | |||
| Sortino Ratio | 0.2273 | |||
| Treynor Ratio | 0.3019 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Williams Sonoma's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Williams Sonoma Backtested Returns
Williams Sonoma appears to be very steady, given 3 months investment horizon. Williams Sonoma shows Sharpe Ratio of 0.18, which attests that the company had a 0.18% return per unit of risk over the last 3 months. By examining Williams Sonoma's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please utilize Williams Sonoma's Mean Deviation of 1.62, downside deviation of 1.93, and Market Risk Adjusted Performance of 0.3119 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Williams Sonoma holds a performance score of 14. The firm maintains a market beta of 1.74, 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, Williams Sonoma will likely underperform. Please check Williams Sonoma's value at risk, as well as the relationship between the kurtosis and market facilitation index , to make a quick decision on whether Williams Sonoma's historical returns will revert.
Auto-correlation | 0.35 |
Below average predictability
Williams Sonoma has below average predictability. Overlapping area represents the amount of predictability between Williams Sonoma time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 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 Williams Sonoma price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Williams Sonoma price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 66.27 |
Williams Sonoma lagged returns against current returns
Autocorrelation, which is Williams Sonoma 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 Williams Sonoma's stock expected returns. We can calculate the autocorrelation of Williams Sonoma returns to help us make a trade decision. For example, suppose you find that Williams Sonoma 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 |
Williams Sonoma 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 Williams Sonoma stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Williams Sonoma stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Williams Sonoma stock over time.
Current vs Lagged Prices |
| Timeline |
Williams Sonoma Lagged Returns
When evaluating Williams Sonoma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Williams Sonoma stock have on its future price. Williams Sonoma 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, Williams Sonoma autocorrelation shows the relationship between Williams Sonoma stock current value and its past values and can show if there is a momentum factor associated with investing in Williams Sonoma.
Regressed Prices |
| Timeline |
Williams Sonoma Investors Sentiment
The influence of Williams Sonoma's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Williams. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Williams Sonoma's public news can be used to forecast risks associated with an investment in Williams. The trend in average sentiment can be used to explain how an investor holding Williams can time the market purely based on public headlines and social activities around Williams Sonoma. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Williams Sonoma's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Williams Sonoma's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Williams Sonoma's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Williams Sonoma.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Williams Sonoma in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Williams Sonoma's short interest history, or implied volatility extrapolated from Williams Sonoma options trading.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Williams Sonoma is a strong investment it is important to analyze Williams Sonoma's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Williams Sonoma's future performance. For an informed investment choice regarding Williams Stock, refer to the following important reports:Check out Williams Sonoma Correlation, Williams Sonoma Volatility and Williams Sonoma Alpha and Beta module to complement your research on Williams Sonoma. To learn how to invest in Williams Stock, please use our How to Invest in Williams Sonoma guide.You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Complementary Tools for Williams Stock analysis
When running Williams Sonoma's price analysis, check to measure Williams Sonoma'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 Williams Sonoma is operating at the current time. Most of Williams Sonoma's value examination focuses on studying past and present price action to predict the probability of Williams Sonoma's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Williams Sonoma's price. Additionally, you may evaluate how the addition of Williams Sonoma to your portfolios can decrease your overall portfolio volatility.
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Williams Sonoma technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.