Western Union Co Stock Market Value
| WU Stock | USD 12.93 0.13 1.02% |
| Symbol | Western |
Western Union Price To Book Ratio
Is Western Union'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 Western Union. If investors know Western 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 Western Union 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 (0.46) | Dividend Share 0.94 | Earnings Share 1.68 | Revenue Per Share 11.75 | Quarterly Revenue Growth (0.04) |
The market value of Western Union is measured differently than its book value, which is the value of Western that is recorded on the company's balance sheet. Investors also form their own opinion of Western Union's value that differs from its market value or its book value, called intrinsic value, which is Western Union'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 Western Union's market value can be influenced by many factors that don't directly affect Western Union'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 Western Union's value and its price as these two are different measures arrived at by different means. Investors typically determine if Western Union is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Western Union'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.
Western Union '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 Western Union'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 Western Union.
| 10/21/2023 |
| 04/18/2024 |
If you would invest 0.00 in Western Union on October 21, 2023 and sell it all today you would earn a total of 0.00 from holding Western Union Co or generate 0.0% return on investment in Western Union over 180 days. Western Union is related to or competes with Navient Corp, Green Dot, Orix Corp, FirstCash, Discover Financial, Ally Financial, and Synchrony Financial. The Western Union Company provides money movement and payment services worldwide More
Western Union 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 Western Union'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 Western Union Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.68 | |||
| Information Ratio | 0.0374 | |||
| Maximum Drawdown | 7.36 | |||
| Value At Risk | (1.98) | |||
| Potential Upside | 2.15 |
Western Union Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Western Union's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Western Union's standard deviation. In reality, there are many statistical measures that can use Western Union historical prices to predict the future Western Union's volatility.| Risk Adjusted Performance | 0.0527 | |||
| Jensen Alpha | 0.057 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0333 | |||
| Treynor Ratio | 0.1037 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Western Union'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.
Western Union Backtested Returns
We consider Western Union not too volatile. Western Union shows Sharpe Ratio of 0.0875, which attests that the company had a 0.0875% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Western Union, which you can use to evaluate the volatility of the company. Please check out Western Union's Market Risk Adjusted Performance of 0.1137, mean deviation of 1.14, and Downside Deviation of 1.68 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. Western Union has a performance score of 6 on a scale of 0 to 100. The firm maintains a market beta of 0.98, which attests to possible diversification benefits within a given portfolio. Western Union returns are very sensitive to returns on the market. As the market goes up or down, Western Union is expected to follow. Western Union right now maintains a risk of 1.51%. Please check out Western Union value at risk, kurtosis, price action indicator, as well as the relationship between the semi variance and rate of daily change , to decide if Western Union will be following its historical returns.
Auto-correlation | 0.12 |
Insignificant predictability
Western Union Co has insignificant predictability. Overlapping area represents the amount of predictability between Western Union time series from 21st of October 2023 to 19th of January 2024 and 19th of January 2024 to 18th 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 Western Union price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Western Union price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
Western Union lagged returns against current returns
Autocorrelation, which is Western Union 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 Western Union's stock expected returns. We can calculate the autocorrelation of Western Union returns to help us make a trade decision. For example, suppose you find that Western Union 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 |
Western Union 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 Western Union stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Western Union stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Western Union stock over time.
Current vs Lagged Prices |
| Timeline |
Western Union Lagged Returns
When evaluating Western Union's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Western Union stock have on its future price. Western Union 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, Western Union autocorrelation shows the relationship between Western Union stock current value and its past values and can show if there is a momentum factor associated with investing in Western Union Co.
Regressed Prices |
| Timeline |
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 Western Union is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Western Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Western Union Co Stock. Highlighted below are key reports to facilitate an investment decision about Western Union Co Stock:Check out Western Union Correlation, Western Union Volatility and Western Union Alpha and Beta module to complement your research on Western Union. You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Complementary Tools for Western Stock analysis
When running Western Union's price analysis, check to measure Western Union'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 Western Union is operating at the current time. Most of Western Union's value examination focuses on studying past and present price action to predict the probability of Western Union's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Western Union's price. Additionally, you may evaluate how the addition of Western Union to your portfolios can decrease your overall portfolio volatility.
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Western Union 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.