G5 Entertainment (UK) Market Value
| 0QUS Stock | 126.80 2.00 1.55% |
| Symbol | 0QUS |
G5 Entertainment '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 G5 Entertainment'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 G5 Entertainment.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in G5 Entertainment on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding G5 Entertainment AB or generate 0.0% return on investment in G5 Entertainment over 30 days. G5 Entertainment is related to or competes with Adriatic Metals, Atresmedia, AcadeMedia, Eastinco Mining, XLMedia PLC, Hollywood Bowl, and Prosiebensat. More
G5 Entertainment 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 G5 Entertainment'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 G5 Entertainment AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.31 | |||
| Information Ratio | 0.2059 | |||
| Maximum Drawdown | 13.53 | |||
| Value At Risk | (2.97) | |||
| Potential Upside | 3.74 |
G5 Entertainment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for G5 Entertainment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as G5 Entertainment's standard deviation. In reality, there are many statistical measures that can use G5 Entertainment historical prices to predict the future G5 Entertainment's volatility.| Risk Adjusted Performance | 0.2128 | |||
| Jensen Alpha | 0.5248 | |||
| Total Risk Alpha | 0.3295 | |||
| Sortino Ratio | 0.2174 | |||
| Treynor Ratio | 0.7935 |
G5 Entertainment Backtested Returns
G5 Entertainment appears to be very steady, given 3 months investment horizon. G5 Entertainment retains Efficiency (Sharpe Ratio) of 0.21, which attests that the company had a 0.21 % return per unit of price deviation over the last 3 months. By inspecting G5 Entertainment's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please utilize G5 Entertainment's Standard Deviation of 2.44, semi deviation of 1.65, and Market Risk Adjusted Performance of 0.8035 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, G5 Entertainment holds a performance score of 16. The firm owns a Beta (Systematic Risk) of 0.75, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, G5 Entertainment's returns are expected to increase less than the market. However, during the bear market, the loss of holding G5 Entertainment is expected to be smaller as well. Please check G5 Entertainment's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether G5 Entertainment's current price history will revert.
Auto-correlation | 0.23 |
Weak predictability
G5 Entertainment AB has weak predictability. Overlapping area represents the amount of predictability between G5 Entertainment time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of G5 Entertainment price movement. The serial correlation of 0.23 indicates that over 23.0% of current G5 Entertainment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 14.73 |
G5 Entertainment lagged returns against current returns
Autocorrelation, which is G5 Entertainment 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 G5 Entertainment's stock expected returns. We can calculate the autocorrelation of G5 Entertainment returns to help us make a trade decision. For example, suppose you find that G5 Entertainment 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 |
G5 Entertainment 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 G5 Entertainment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if G5 Entertainment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in G5 Entertainment stock over time.
Current vs Lagged Prices |
| Timeline |
G5 Entertainment Lagged Returns
When evaluating G5 Entertainment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of G5 Entertainment stock have on its future price. G5 Entertainment 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, G5 Entertainment autocorrelation shows the relationship between G5 Entertainment stock current value and its past values and can show if there is a momentum factor associated with investing in G5 Entertainment AB.
Regressed Prices |
| Timeline |
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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 0QUS Stock Analysis
When running G5 Entertainment's price analysis, check to measure G5 Entertainment'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 G5 Entertainment is operating at the current time. Most of G5 Entertainment's value examination focuses on studying past and present price action to predict the probability of G5 Entertainment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move G5 Entertainment's price. Additionally, you may evaluate how the addition of G5 Entertainment to your portfolios can decrease your overall portfolio volatility.