Groep Brussel's market value is the price at which a share of Groep Brussel trades on a public exchange. It measures the collective expectations of Groep Brussel Lambert investors about its performance. Groep Brussel is trading at 70.00 as of the 1st of February 2025. This is a 2.41 percent up since the beginning of the trading day. The stock's lowest day price was 70.0. With this module, you can estimate the performance of a buy and hold strategy of Groep Brussel Lambert and determine expected loss or profit from investing in Groep Brussel over a given investment horizon. Check out Groep Brussel Correlation, Groep Brussel Volatility and Groep Brussel Alpha and Beta module to complement your research on Groep Brussel.
Please note, there is a significant difference between Groep Brussel's value and its price as these two are different measures arrived at by different means. Investors typically determine if Groep Brussel is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Groep Brussel'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.
Groep Brussel '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 Groep Brussel's pink sheet 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 Groep Brussel.
0.00
01/02/2025
No Change 0.00
0.0
In 31 days
02/01/2025
0.00
If you would invest 0.00 in Groep Brussel on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Groep Brussel Lambert or generate 0.0% return on investment in Groep Brussel over 30 days. Groep Brussel is related to or competes with Guardian Capital, and Princeton Capital. Groupe Bruxelles Lambert SA invests in a portfolio of industrial and services companies operating in various sectors More
Groep Brussel 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 Groep Brussel's pink sheet 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 Groep Brussel Lambert upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Groep Brussel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Groep Brussel's standard deviation. In reality, there are many statistical measures that can use Groep Brussel historical prices to predict the future Groep Brussel's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Groep Brussel. Your research has to be compared to or analyzed against Groep Brussel's peers to derive any actionable benefits. When done correctly, Groep Brussel's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Groep Brussel Lambert.
Groep Brussel Lambert Backtested Returns
Groep Brussel Lambert holds Efficiency (Sharpe) Ratio of -0.0302, which attests that the entity had a -0.0302 % return per unit of risk over the last 3 months. Groep Brussel Lambert exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Groep Brussel's Risk Adjusted Performance of (0.02), market risk adjusted performance of (0.13), and Standard Deviation of 1.52 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.32, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Groep Brussel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Groep Brussel is expected to be smaller as well. At this point, Groep Brussel Lambert has a negative expected return of -0.0451%. Please make sure to check out Groep Brussel's kurtosis, and the relationship between the treynor ratio and day median price , to decide if Groep Brussel Lambert performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.28
Weak reverse predictability
Groep Brussel Lambert has weak reverse predictability. Overlapping area represents the amount of predictability between Groep Brussel time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 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 Groep Brussel Lambert price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Groep Brussel price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.28
Spearman Rank Test
-0.25
Residual Average
0.0
Price Variance
0.74
Groep Brussel Lambert lagged returns against current returns
Autocorrelation, which is Groep Brussel pink sheet'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 Groep Brussel's pink sheet expected returns. We can calculate the autocorrelation of Groep Brussel returns to help us make a trade decision. For example, suppose you find that Groep Brussel has exhibited high autocorrelation historically, and you observe that the pink sheet 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
Groep Brussel 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 Groep Brussel pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Groep Brussel pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Groep Brussel pink sheet over time.
Current vs Lagged Prices
Timeline
Groep Brussel Lagged Returns
When evaluating Groep Brussel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Groep Brussel pink sheet have on its future price. Groep Brussel 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, Groep Brussel autocorrelation shows the relationship between Groep Brussel pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Groep Brussel Lambert.
Other Information on Investing in Groep Pink Sheet
Groep Brussel financial ratios help investors to determine whether Groep Pink Sheet 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 Groep with respect to the benefits of owning Groep Brussel security.