Gladstone Investment Stock Market Value
| GAINL Stock | USD 25.91 0.18 0.70% |
| Symbol | Gladstone |
Gladstone Investment Price To Book Ratio
Is Specialized Finance 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 Gladstone Investment. If investors know Gladstone 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 Gladstone Investment 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 1.2 K | Dividend Share 1.59 | Earnings Share 2.697 | Revenue Per Share 1.926 | Quarterly Revenue Growth 0.684 |
The market value of Gladstone Investment is measured differently than its book value, which is the value of Gladstone that is recorded on the company's balance sheet. Investors also form their own opinion of Gladstone Investment's value that differs from its market value or its book value, called intrinsic value, which is Gladstone Investment'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 Gladstone Investment's market value can be influenced by many factors that don't directly affect Gladstone Investment'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 Gladstone Investment's value and its price as these two are different measures arrived at by different means. Investors typically determine if Gladstone Investment is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Gladstone Investment'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.
Gladstone Investment '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 Gladstone Investment'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 Gladstone Investment.
| 12/08/2022 |
| 11/27/2024 |
If you would invest 0.00 in Gladstone Investment on December 8, 2022 and sell it all today you would earn a total of 0.00 from holding Gladstone Investment or generate 0.0% return on investment in Gladstone Investment over 720 days. Gladstone Investment is related to or competes with Citi Trends, Ziff Davis, Nike, Skechers USA, Anterix, JJill, and Duluth Holdings. Gladstone Investment Corporation specializes in lower middle market, mature stage, buyouts refinancing existing debt sen... More
Gladstone Investment 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 Gladstone Investment'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 Gladstone Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5207 | |||
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 2.63 | |||
| Value At Risk | (0.85) | |||
| Potential Upside | 1.13 |
Gladstone Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gladstone Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gladstone Investment's standard deviation. In reality, there are many statistical measures that can use Gladstone Investment historical prices to predict the future Gladstone Investment's volatility.| Risk Adjusted Performance | 0.0146 | |||
| Jensen Alpha | 0.005 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.22) | |||
| Treynor Ratio | (0.28) |
Gladstone Investment Backtested Returns
As of now, Gladstone Stock is very steady. Gladstone Investment holds Efficiency (Sharpe) Ratio of 0.0532, which attests that the entity had a 0.0532% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Gladstone Investment, which you can use to evaluate the volatility of the firm. Please check out Gladstone Investment's risk adjusted performance of 0.0146, and Market Risk Adjusted Performance of (0.27) to validate if the risk estimate we provide is consistent with the expected return of 0.0316%. Gladstone Investment has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0123, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Gladstone Investment are expected to decrease at a much lower rate. During the bear market, Gladstone Investment is likely to outperform the market. Gladstone Investment right now retains a risk of 0.59%. Please check out Gladstone Investment coefficient of variation, semi variance, period momentum indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if Gladstone Investment will be following its current trending patterns.
Auto-correlation | 0.91 |
Excellent predictability
Gladstone Investment has excellent predictability. Overlapping area represents the amount of predictability between Gladstone Investment time series from 8th of December 2022 to 3rd of December 2023 and 3rd of December 2023 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 Gladstone Investment price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Gladstone Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.91 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Gladstone Investment lagged returns against current returns
Autocorrelation, which is Gladstone Investment 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 Gladstone Investment's stock expected returns. We can calculate the autocorrelation of Gladstone Investment returns to help us make a trade decision. For example, suppose you find that Gladstone Investment 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 |
Gladstone Investment 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 Gladstone Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gladstone Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gladstone Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Gladstone Investment Lagged Returns
When evaluating Gladstone Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gladstone Investment stock have on its future price. Gladstone Investment 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, Gladstone Investment autocorrelation shows the relationship between Gladstone Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Gladstone Investment.
Regressed Prices |
| Timeline |
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Gladstone Investment 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.