GuocoLand (Germany) Market Value
| FS8 Stock | EUR 1.06 0.00 0.00% |
| Symbol | GuocoLand |
GuocoLand '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 GuocoLand'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 GuocoLand.
| 02/01/2024 |
| 11/27/2024 |
If you would invest 0.00 in GuocoLand on February 1, 2024 and sell it all today you would earn a total of 0.00 from holding GuocoLand Limited or generate 0.0% return on investment in GuocoLand over 300 days. GuocoLand is related to or competes with Microbot Medical, BURLINGTON STORES, ONWARD MEDICAL, Apollo Medical, CompuGroup Medical, PICKN PAY, and Retail Estates. GuocoLand Limited, an investment holding company, invests, develops, and manages various properties More
GuocoLand 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 GuocoLand'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 GuocoLand Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0313 | |||
| Maximum Drawdown | 5.79 | |||
| Potential Upside | 1.03 |
GuocoLand Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GuocoLand's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GuocoLand's standard deviation. In reality, there are many statistical measures that can use GuocoLand historical prices to predict the future GuocoLand's volatility.| Risk Adjusted Performance | 0.1632 | |||
| Jensen Alpha | 0.0888 | |||
| Total Risk Alpha | 0.0305 | |||
| Treynor Ratio | 0.3186 |
GuocoLand Limited Backtested Returns
Currently, GuocoLand Limited is moderately volatile. GuocoLand Limited holds Efficiency (Sharpe) Ratio of 0.22, which attests that the entity had a 0.22% return per unit of risk over the last 3 months. We have found eighteen technical indicators for GuocoLand Limited, which you can use to evaluate the volatility of the firm. Please check out GuocoLand's Standard Deviation of 0.7122, market risk adjusted performance of 0.3286, and Risk Adjusted Performance of 0.1632 to validate if the risk estimate we provide is consistent with the expected return of 0.16%. GuocoLand has a performance score of 17 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.45, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, GuocoLand's returns are expected to increase less than the market. However, during the bear market, the loss of holding GuocoLand is expected to be smaller as well. GuocoLand Limited right now retains a risk of 0.72%. Please check out GuocoLand jensen alpha, kurtosis, relative strength index, as well as the relationship between the potential upside and day median price , to decide if GuocoLand will be following its current trending patterns.
Auto-correlation | 0.68 |
Good predictability
GuocoLand Limited has good predictability. Overlapping area represents the amount of predictability between GuocoLand time series from 1st of February 2024 to 30th of June 2024 and 30th of June 2024 to 27th 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 GuocoLand Limited price movement. The serial correlation of 0.68 indicates that around 68.0% of current GuocoLand price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.95 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
GuocoLand Limited lagged returns against current returns
Autocorrelation, which is GuocoLand 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 GuocoLand's stock expected returns. We can calculate the autocorrelation of GuocoLand returns to help us make a trade decision. For example, suppose you find that GuocoLand 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 |
GuocoLand 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 GuocoLand stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GuocoLand stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GuocoLand stock over time.
Current vs Lagged Prices |
| Timeline |
GuocoLand Lagged Returns
When evaluating GuocoLand's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GuocoLand stock have on its future price. GuocoLand 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, GuocoLand autocorrelation shows the relationship between GuocoLand stock current value and its past values and can show if there is a momentum factor associated with investing in GuocoLand Limited.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for GuocoLand Stock Analysis
When running GuocoLand's price analysis, check to measure GuocoLand'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 GuocoLand is operating at the current time. Most of GuocoLand's value examination focuses on studying past and present price action to predict the probability of GuocoLand's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GuocoLand's price. Additionally, you may evaluate how the addition of GuocoLand to your portfolios can decrease your overall portfolio volatility.