Gladstone Commercial (UK) Market Value
| 0IVQ Stock | 17.54 0.19 1.07% |
| Symbol | Gladstone |
Gladstone Commercial '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 Gladstone Commercial'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 Gladstone Commercial.
| 11/03/2024 |
| 12/03/2024 |
If you would invest 0.00 in Gladstone Commercial on November 3, 2024 and sell it all today you would earn a total of 0.00 from holding Gladstone Commercial Corp or generate 0.0% return on investment in Gladstone Commercial over 30 days. Gladstone Commercial is related to or competes with Amedeo Air, National Beverage, Associated British, Ryanair Holdings, Datagroup, Porvair Plc, and Ion Beam. Gladstone Commercial is entity of United Kingdom More
Gladstone Commercial 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 Gladstone Commercial'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 Gladstone Commercial Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.09 | |||
| Information Ratio | 0.112 | |||
| Maximum Drawdown | 8.7 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 1.91 |
Gladstone Commercial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gladstone Commercial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gladstone Commercial's standard deviation. In reality, there are many statistical measures that can use Gladstone Commercial historical prices to predict the future Gladstone Commercial's volatility.| Risk Adjusted Performance | 0.1592 | |||
| Jensen Alpha | 0.2013 | |||
| Total Risk Alpha | 0.0627 | |||
| Sortino Ratio | 0.1411 | |||
| Treynor Ratio | 0.4588 |
Gladstone Commercial Corp Backtested Returns
Gladstone Commercial appears to be very steady, given 3 months investment horizon. Gladstone Commercial Corp holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Gladstone Commercial Corp, which you can use to evaluate the volatility of the firm. Please utilize Gladstone Commercial's market risk adjusted performance of 0.4688, and Risk Adjusted Performance of 0.1592 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Gladstone Commercial holds a performance score of 14. The company retains a Market Volatility (i.e., Beta) of 0.58, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gladstone Commercial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gladstone Commercial is expected to be smaller as well. Please check Gladstone Commercial's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Gladstone Commercial's current trending patterns will revert.
Auto-correlation | 0.31 |
Below average predictability
Gladstone Commercial Corp has below average predictability. Overlapping area represents the amount of predictability between Gladstone Commercial time series from 3rd of November 2024 to 18th of November 2024 and 18th of November 2024 to 3rd of December 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 Gladstone Commercial Corp price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Gladstone Commercial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Gladstone Commercial Corp lagged returns against current returns
Autocorrelation, which is Gladstone Commercial 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 Gladstone Commercial's stock expected returns. We can calculate the autocorrelation of Gladstone Commercial returns to help us make a trade decision. For example, suppose you find that Gladstone Commercial 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 |
Gladstone Commercial 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 Gladstone Commercial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gladstone Commercial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gladstone Commercial stock over time.
Current vs Lagged Prices |
| Timeline |
Gladstone Commercial Lagged Returns
When evaluating Gladstone Commercial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gladstone Commercial stock have on its future price. Gladstone Commercial 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, Gladstone Commercial autocorrelation shows the relationship between Gladstone Commercial stock current value and its past values and can show if there is a momentum factor associated with investing in Gladstone Commercial Corp.
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.Additional Tools for Gladstone Stock Analysis
When running Gladstone Commercial's price analysis, check to measure Gladstone Commercial'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 Gladstone Commercial is operating at the current time. Most of Gladstone Commercial's value examination focuses on studying past and present price action to predict the probability of Gladstone Commercial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gladstone Commercial's price. Additionally, you may evaluate how the addition of Gladstone Commercial to your portfolios can decrease your overall portfolio volatility.