Bgc Group Stock Market Value
| BGC Stock | 9.60 0.56 5.51% |
| Symbol | BGC |
BGC Group Price To Book Ratio
Is Investment Banking & Brokerage space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of BGC. If investors know BGC will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about BGC listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.11) | Dividend Share 0.07 | Earnings Share 0.23 | Revenue Per Share 4.49 | Quarterly Revenue Growth 0.16 |
The market value of BGC Group is measured differently than its book value, which is the value of BGC that is recorded on the company's balance sheet. Investors also form their own opinion of BGC's value that differs from its market value or its book value, called intrinsic value, which is BGC's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because BGC's market value can be influenced by many factors that don't directly affect BGC's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between BGC's value and its price as these two are different measures arrived at by different means. Investors typically determine if BGC is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BGC's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
BGC '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 BGC'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 BGC.
| 02/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in BGC on February 29, 2024 and sell it all today you would earn a total of 0.00 from holding BGC Group or generate 0.0% return on investment in BGC over 270 days. BGC is related to or competes with Uber Technologies, Nuvalent, Centessa Pharmaceuticals, Jutal Offshore, EnVVeno Medical, BioNTech, and Neogen. General Cable Corporation develops, designs, manufactures, markets, and distributes copper, aluminum, and fiber optic wi... More
BGC 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 BGC'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 BGC Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.47 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 10.8 | |||
| Value At Risk | (3.47) | |||
| Potential Upside | 4.35 |
BGC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BGC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BGC's standard deviation. In reality, there are many statistical measures that can use BGC historical prices to predict the future BGC's volatility.| Risk Adjusted Performance | 0.0208 | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0232 |
BGC Group Backtested Returns
BGC Group retains Efficiency (Sharpe Ratio) of -0.0087, which signifies that the company had a -0.0087% return per unit of risk over the last 3 months. BGC exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BGC's market risk adjusted performance of 0.0332, and Coefficient Of Variation of 5464.78 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 1.42, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, BGC will likely underperform. At this point, BGC Group has a negative expected return of -0.0207%. Please make sure to confirm BGC's mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to decide if BGC Group performance from the past will be repeated at some future date.
Auto-correlation | 0.21 |
Weak predictability
BGC Group has weak predictability. Overlapping area represents the amount of predictability between BGC time series from 29th of February 2024 to 13th of July 2024 and 13th of July 2024 to 25th of November 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 BGC Group price movement. The serial correlation of 0.21 indicates that over 21.0% of current BGC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
BGC Group lagged returns against current returns
Autocorrelation, which is BGC 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 BGC's stock expected returns. We can calculate the autocorrelation of BGC returns to help us make a trade decision. For example, suppose you find that BGC 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 |
BGC 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 BGC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BGC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BGC stock over time.
Current vs Lagged Prices |
| Timeline |
BGC Lagged Returns
When evaluating BGC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BGC stock have on its future price. BGC 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, BGC autocorrelation shows the relationship between BGC stock current value and its past values and can show if there is a momentum factor associated with investing in BGC Group.
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.When determining whether BGC Group offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of BGC's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Bgc Group Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Bgc Group Stock:Check out BGC Correlation, BGC Volatility and BGC Alpha and Beta module to complement your research on BGC. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
BGC technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.