General Motors (UK) Market Value
| 0R0E Stock | 52.20 0.45 0.87% |
| Symbol | General |
General Motors '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 General Motors' 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 General Motors.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in General Motors on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding General Motors Co or generate 0.0% return on investment in General Motors over 30 days. General Motors is related to or competes with Ryanair Holdings, Delta Air, United Utilities, Jacquet Metal, GreenX Metals, Southwest Airlines, and Europa Metals. General Motors is entity of United Kingdom More
General Motors 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 General Motors' 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 General Motors Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.07 | |||
| Information Ratio | 0.0692 | |||
| Maximum Drawdown | 16.28 | |||
| Value At Risk | (4.43) | |||
| Potential Upside | 4.08 |
General Motors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for General Motors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as General Motors' standard deviation. In reality, there are many statistical measures that can use General Motors historical prices to predict the future General Motors' volatility.| Risk Adjusted Performance | 0.0906 | |||
| Jensen Alpha | 0.1626 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0548 | |||
| Treynor Ratio | 0.2556 |
General Motors Backtested Returns
General Motors appears to be out of control, given 3 months investment horizon. General Motors holds Efficiency (Sharpe) Ratio of 0.0856, which attests that the entity had a 0.0856% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for General Motors, which you can use to evaluate the volatility of the firm. Please utilize General Motors' Downside Deviation of 3.07, risk adjusted performance of 0.0906, and Market Risk Adjusted Performance of 0.2656 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, General Motors holds a performance score of 6. The company retains a Market Volatility (i.e., Beta) of 1.06, which attests to a somewhat significant risk relative to the market. General Motors returns are very sensitive to returns on the market. As the market goes up or down, General Motors is expected to follow. Please check General Motors' coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to make a quick decision on whether General Motors' current trending patterns will revert.
Auto-correlation | 0.06 |
Virtually no predictability
General Motors Co has virtually no predictability. Overlapping area represents the amount of predictability between General Motors time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th 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 General Motors price movement. The serial correlation of 0.06 indicates that barely 6.0% of current General Motors price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 2.58 |
General Motors lagged returns against current returns
Autocorrelation, which is General Motors 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 General Motors' stock expected returns. We can calculate the autocorrelation of General Motors returns to help us make a trade decision. For example, suppose you find that General Motors 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 |
General Motors 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 General Motors stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if General Motors stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in General Motors stock over time.
Current vs Lagged Prices |
| Timeline |
General Motors Lagged Returns
When evaluating General Motors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of General Motors stock have on its future price. General Motors 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, General Motors autocorrelation shows the relationship between General Motors stock current value and its past values and can show if there is a momentum factor associated with investing in General Motors 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.Additional Tools for General Stock Analysis
When running General Motors' price analysis, check to measure General Motors' 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 General Motors is operating at the current time. Most of General Motors' value examination focuses on studying past and present price action to predict the probability of General Motors' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move General Motors' price. Additionally, you may evaluate how the addition of General Motors to your portfolios can decrease your overall portfolio volatility.