GFT Technologies (UK) Market Value
| 0O2W Stock | 20.65 0.20 0.96% |
| Symbol | GFT |
GFT Technologies '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 GFT Technologies' 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 GFT Technologies.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in GFT Technologies on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding GFT Technologies SE or generate 0.0% return on investment in GFT Technologies over 30 days. GFT Technologies is related to or competes with Symphony Environmental, Cairo Communication, Batm Advanced, Verizon Communications, Aeorema Communications, Impax Environmental, and Charter Communications. GFT Technologies is entity of United Kingdom More
GFT Technologies 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 GFT Technologies' 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 GFT Technologies SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.96 | |||
| Information Ratio | 0.0635 | |||
| Maximum Drawdown | 8.92 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 3.01 |
GFT Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GFT Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GFT Technologies' standard deviation. In reality, there are many statistical measures that can use GFT Technologies historical prices to predict the future GFT Technologies' volatility.| Risk Adjusted Performance | 0.0919 | |||
| Jensen Alpha | 0.1708 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0605 | |||
| Treynor Ratio | 0.5165 |
GFT Technologies Backtested Returns
GFT Technologies appears to be very steady, given 3 months investment horizon. GFT Technologies holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for GFT Technologies, which you can use to evaluate the volatility of the firm. Please utilize GFT Technologies' market risk adjusted performance of 0.5265, and Risk Adjusted Performance of 0.0919 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, GFT Technologies holds a performance score of 12. The company retains a Market Volatility (i.e., Beta) of 0.4, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, GFT Technologies' returns are expected to increase less than the market. However, during the bear market, the loss of holding GFT Technologies is expected to be smaller as well. Please check GFT Technologies' standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether GFT Technologies' current trending patterns will revert.
Auto-correlation | 0.76 |
Good predictability
GFT Technologies SE has good predictability. Overlapping area represents the amount of predictability between GFT Technologies time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of GFT Technologies price movement. The serial correlation of 0.76 indicates that around 76.0% of current GFT Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.55 |
GFT Technologies lagged returns against current returns
Autocorrelation, which is GFT Technologies 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 GFT Technologies' stock expected returns. We can calculate the autocorrelation of GFT Technologies returns to help us make a trade decision. For example, suppose you find that GFT Technologies 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 |
GFT Technologies 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 GFT Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GFT Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GFT Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
GFT Technologies Lagged Returns
When evaluating GFT Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GFT Technologies stock have on its future price. GFT Technologies 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, GFT Technologies autocorrelation shows the relationship between GFT Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in GFT Technologies SE.
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 GFT Stock Analysis
When running GFT Technologies' price analysis, check to measure GFT Technologies' 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 GFT Technologies is operating at the current time. Most of GFT Technologies' value examination focuses on studying past and present price action to predict the probability of GFT Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GFT Technologies' price. Additionally, you may evaluate how the addition of GFT Technologies to your portfolios can decrease your overall portfolio volatility.