GACM Technologies (India) Market Value
| GATECHDVR | 1.01 0.03 3.06% |
| Symbol | GACM |
GACM Technologies '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 GACM Technologies' 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 GACM Technologies.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in GACM Technologies on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding GACM Technologies Limited or generate 0.0% return on investment in GACM Technologies over 30 days. GACM Technologies is related to or competes with Dev Information, Aarey Drugs, Procter Gamble, Apollo Hospitals, Hathway Cable, and Fortis Healthcare. GACM Technologies is entity of India. It is traded as Stock on NSE exchange. More
GACM Technologies 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 GACM Technologies' 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 GACM Technologies Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.4 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 12.29 | |||
| Value At Risk | (5.32) | |||
| Potential Upside | 3.61 |
GACM Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GACM Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GACM Technologies' standard deviation. In reality, there are many statistical measures that can use GACM Technologies historical prices to predict the future GACM Technologies' volatility.| Risk Adjusted Performance | 0.0125 | |||
| Jensen Alpha | 0.0103 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.06) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of GACM Technologies' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
GACM Technologies Backtested Returns
At this point, GACM Technologies is dangerous. GACM Technologies retains Efficiency (Sharpe Ratio) of 0.0575, which attests that the company had a 0.0575% return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for GACM Technologies, which you can use to evaluate the volatility of the entity. Please check out GACM Technologies' Semi Deviation of 2.4, downside deviation of 3.4, and Market Risk Adjusted Performance of (0.05) to validate if the risk estimate we provide is consistent with the expected return of 0.15%. GACM Technologies has a performance score of 4 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning GACM Technologies are expected to decrease at a much lower rate. During the bear market, GACM Technologies is likely to outperform the market. GACM Technologies at this moment owns a risk of 2.54%. Please check out GACM Technologies Limited treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if GACM Technologies Limited will be following its current price history.
Auto-correlation | -0.44 |
Modest reverse predictability
GACM Technologies Limited has modest reverse predictability. Overlapping area represents the amount of predictability between GACM Technologies time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th 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 GACM Technologies price movement. The serial correlation of -0.44 indicates that just about 44.0% of current GACM Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
GACM Technologies lagged returns against current returns
Autocorrelation, which is GACM Technologies 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 GACM Technologies' stock expected returns. We can calculate the autocorrelation of GACM Technologies returns to help us make a trade decision. For example, suppose you find that GACM Technologies 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 |
GACM Technologies 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 GACM Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GACM Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GACM Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
GACM Technologies Lagged Returns
When evaluating GACM Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GACM Technologies stock have on its future price. GACM Technologies 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, GACM Technologies autocorrelation shows the relationship between GACM Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in GACM Technologies Limited.
Regressed Prices |
| Timeline |
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| BNB | Binance Coin |
Other Information on Investing in GACM Stock
GACM Technologies financial ratios help investors to determine whether GACM Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in GACM with respect to the benefits of owning GACM Technologies security.