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Warner Bros. Discovery, Inc.(WBD)
NASDAQ
$30.95
0.00 (0.00%)

Warner Bros. Discovery, Inc.(WBD)Risk Analysis & Market Sentiment
NASDAQ

Risk Analysis & Market Sentiment

Comprehensive risk, liquidity, and regime view for WBD

Data Quality: 74.66/100

Snapshot of your risk profile

  • Volatility Context: With 37.03% annualized volatility, expect typical daily moves of approximately 2.3% per day (1σ).
  • Downside Risk: The 95% VaR indicates that on 1 out of every 20 days, losses could exceed -1.96%. Ensure your stop-losses are wide enough to survive normal noise but tight enough to catch this break.
  • Liquidity: Medium illiquidity risk suggests you can likely enter and exit easily at current volume.
95% VaR
-1.96%
30d Vol
37.03%
Max DD
-21.31%
Liquidity
51.8
Time horizon:

Position Risk Calculator

Estimate potential losses for a specific position size and holding period using VaR, CVaR, and historical drawdowns.

$
95% VaR
over horizon
$196
(-2.0%)
95% CVaR
bad tail days
$340
(-3.4%)
Max Drawdown
historical worst case
$2131
(-21.3%)

Risk Analysis

Value at Risk, risk-adjusted returns, and volatility measures

Confidence
74.66%

Return Distribution (Loss vs Gain)

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Volatility Structure (Trend vs Mean)

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Tail & Distribution Risk (Shock Probability)

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Fat Tail (<-2%)
Fat Tail (>2%)

Drawdown Analytics (Depth of Loss)

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Value at Risk (VaR)
Conf: 75.00%

95% VaR
-1.96%
99% VaR
-3.80%
95% CVaR
-3.40%
99% CVaR
-5.68%
VaR Methodology
Method: Historical Simulation (Percentile)Sample Size: 52895% tail prob.: 5%99% tail prob.: 1%Period: 528dModel: Daily
CVaR Methodology
Method: Average of tail losses (Historical - Conditional)Tail 95%: 27Tail 99%: 6

Performance RatiosConf: 75.00%

Sharpe
1.79
Sortino
3.85
Ratio Methodology
Sharpe Period: 528dSortino Period: 528dRf Rate: 4.04%Daily Rf: 0.00016Source: ^IRX (13-week T-bill)Ann. Factor: 15.8745Downside: Only negative excess returns

Volatility & Drawdown
Conf: 75.00%

30d Annual Vol
37.03%
Hist. Annual Vol
35.23%
Max Drawdown
-21.31%
Vol/DD Methodology
30d Method: Log Returns Std Dev * sqrt(252) - 20 sessions (~30 calendar days)30d Sample: 20dAnn. Factor: 15.8745Hist Method: Std Dev * sqrt(252)Hist Sample: 528dDD Period: 529dTrading Days: 252

Market & Distribution

Beta
0.79
Correlation
0.23
Skewness
5.35
Kurtosis
59.83
Distrib Methodology
Beta Bench: S&P 500Beta Period: 528dCorr Bench: S&P 500Corr Period: 528dSkew Period: 528dKurt Period: 528dSkew Interpret: Negative = left tail risk

Liquidity Profile
Conf: 59.40%

51.8
Liquidity Score
Illiquidity Risk
Medium
Vol. Consistency60.00
Market Depth Score5.80
Liquidity Methodology
Method: Hasbrouck Modified Volume Model (2009)Period: 90dActual Sample: 63dVol Wgt: 60Vol Bench: 10000000Mcap Wgt: 15Est. Stability: 25Stability Metric: Volume Coefficient of VariationFreshness: Daily (updated with market close)Sufficient Data: Yes

Bankruptcy Risk
Conf: 85.00%

0.48
Altman Z-Score
Zone
Distress

Component Ratios

Work. Cap / Assets-0.04
Ret. Earn / Assets-0.15
EBIT / Assets0.00
Mkt Val / Liab1.06
Sales / Assets0.09
Altman Methodology
Calculation: Altman Z-Score (1968)Period: quarterlySource: SEC EDGAR via yfinanceFiling: 10-QData Age: 101dCoeffs: A=1.2, B=1.4, C=3.3, D=0.6, E=1Completeness: 100%Imputed: No

Market Regime

Current PhaseDefensive
Regime Data Coverage100.00%
Bull Volatility
22.48%
Corr. Volatility
15.65%
Downside Capture
2.56x

Analyst & Forecast Scenarios

Price targets from analyst estimates and forecast models - shown for educational reference only.

NOT FINANCIAL ADVICE: These scenarios reflect third-party analyst targets and forecast model outputs. They are provided for educational purposes only and should not be used as the sole basis for investment decisions. Past performance and forecasts do not guarantee future results.
Optimistic Scenario
Source: Analyst High / Forecast Max
Price Target$31.25
Potential Change+1.0%
Base Scenario
Source: Analyst Mean / 1Y Forecast
Price Target$30.17
Potential Change-2.5%
Pessimistic Scenario
Source: Analyst Low / Forecast Min
Price Target$26.00
Potential Change-16.0%
Data Sources & Methodology:
  • Optimistic: Based on analyst high target prices and maximum forecast values from monthly projections
  • Base: Uses analyst consensus (mean) target or 1-year forecast from predictive models
  • Pessimistic: Derived from analyst low targets and minimum forecast values
  • These are third-party estimates and model outputs, not guarantees. Actual prices may differ significantly.

Risk Regime Matrix – Regime × Volatility × Liquidity

Qualitative summary of the current environment with actionable trading guidance based on regime, volatility and liquidity metrics.

Regime
Defensive
Volatility
high (37.0%)
Liquidity Level
medium

Mixed or transitional regime - combine technical and fundamental analysis.

Recommended Risk Parameters

Stop Loss: 2x ATR
Position Size: 85%

Action Items:

✓ Use standard risk management (2x ATR stops)

✓ Reduce size if uncertain (80-90% of normal)

✓ Monitor key support/resistance for direction

✓ Diversify across multiple setups

📊 Beta Comparison

Stock Beta

0.79

Market (S&P 500)

1.00

🛡️ Defensive
-21% vs benchmark

What This Means

Below-Benchmark Volatility - Slightly less volatile than Market (S&P 500)

When Market (S&P 500) moves up 10%, this stock typically moves 7.9% in the same direction. Lower correlation to Market (S&P 500) means potential diversification benefits.

Explore More Analysis for WBD

Additional research, tools, and technical breakdowns

Stock Analyzer Report

Deep-dive automated research and stock rating report.

DCF Fair Value Calculator

Discounted cash flow model and intrinsic value projection.

AI Price Predictions

Multi-scenario price predictions and consensus targets.

Insider Activity Tracker

Track buying/selling behavior of corporate insiders.

Earnings Calendar

Track upcoming and historical corporate earnings reports.

Market Insights & Research

Read the latest analysis articles and expert research.

Risk Disclaimer: All risk metrics and sentiment indicators are based on historical data and should not be considered as investment advice. Risk measures may not predict future performance, and sentiment can change rapidly. Please consult with a financial advisor before making investment decisions.
Calculated: 10/9/2026, 1:44:04 PM
ver: 1 | method: RiskAnalyzer.comprehensive_risk_profile_with_metadata

Analysis Tools

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