Global Blue Group Stock Market Value
| GB Stock | USD 5.96 0.29 4.64% |
| Symbol | Global |
Global Blue Group Price To Book Ratio
Is Application Software 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 Global Blue. If investors know Global 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 Global Blue 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 1.766 | Earnings Share 0.13 | Revenue Per Share 1.894 | Quarterly Revenue Growth 0.246 | Return On Assets 0.0604 |
The market value of Global Blue Group is measured differently than its book value, which is the value of Global that is recorded on the company's balance sheet. Investors also form their own opinion of Global Blue's value that differs from its market value or its book value, called intrinsic value, which is Global Blue'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 Global Blue's market value can be influenced by many factors that don't directly affect Global Blue'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 Global Blue's value and its price as these two are different measures arrived at by different means. Investors typically determine if Global Blue is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Global Blue'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.
Global Blue '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 Global Blue'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 Global Blue.
| 10/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in Global Blue on October 25, 2024 and sell it all today you would earn a total of 0.00 from holding Global Blue Group or generate 0.0% return on investment in Global Blue over 30 days. Global Blue is related to or competes with Evertec, Consensus Cloud, CSG Systems, EverCommerce, Radware, and NetScout Systems. Global Blue Group Holding AG, together with its subsidiaries, provides technology-enabled transaction processing service... More
Global Blue 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 Global Blue'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 Global Blue Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.82 | |||
| Information Ratio | 0.086 | |||
| Maximum Drawdown | 23.79 | |||
| Value At Risk | (4.64) | |||
| Potential Upside | 4.72 |
Global Blue Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Blue's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Blue's standard deviation. In reality, there are many statistical measures that can use Global Blue historical prices to predict the future Global Blue's volatility.| Risk Adjusted Performance | 0.1011 | |||
| Jensen Alpha | 0.4148 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0829 | |||
| Treynor Ratio | 2.31 |
Global Blue Group Backtested Returns
Global Blue appears to be slightly risky, given 3 months investment horizon. Global Blue Group holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12% return per unit of risk over the last 3 months. We have found thirty technical indicators for Global Blue Group, which you can use to evaluate the volatility of the firm. Please utilize Global Blue's Risk Adjusted Performance of 0.1011, downside deviation of 3.82, and Market Risk Adjusted Performance of 2.32 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Global Blue holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of 0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Global Blue's returns are expected to increase less than the market. However, during the bear market, the loss of holding Global Blue is expected to be smaller as well. Please check Global Blue's value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to make a quick decision on whether Global Blue's current trending patterns will revert.
Auto-correlation | -0.59 |
Good reverse predictability
Global Blue Group has good reverse predictability. Overlapping area represents the amount of predictability between Global Blue time series from 25th of October 2024 to 9th of November 2024 and 9th of November 2024 to 24th 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 Global Blue Group price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Global Blue price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Global Blue Group lagged returns against current returns
Autocorrelation, which is Global Blue 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 Global Blue's stock expected returns. We can calculate the autocorrelation of Global Blue returns to help us make a trade decision. For example, suppose you find that Global Blue 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 |
Global Blue 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 Global Blue stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Global Blue stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Global Blue stock over time.
Current vs Lagged Prices |
| Timeline |
Global Blue Lagged Returns
When evaluating Global Blue's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Global Blue stock have on its future price. Global Blue 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, Global Blue autocorrelation shows the relationship between Global Blue stock current value and its past values and can show if there is a momentum factor associated with investing in Global Blue 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.Check out Global Blue Correlation, Global Blue Volatility and Global Blue Alpha and Beta module to complement your research on Global Blue. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Global Blue 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.