Groep Brussel Lambert Stock Market Value
| GBLBY Stock | USD 6.90 0.34 4.70% |
| Symbol | Groep |
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.
| 11/13/2024 |
| 12/13/2024 |
If you would invest 0.00 in Groep Brussel on November 13, 2024 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 Carlyle Secured, Sixth Street, Golub Capital, Fidus Investment, New Mountain, KKR Co, and Apollo Global. 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.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 21.86 | |||
| Value At Risk | (5.16) | |||
| Potential Upside | 5.0 |
Groep Brussel Market Risk Indicators
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.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.62) | |||
| Treynor Ratio | 0.2124 |
Groep Brussel Lambert Backtested Returns
Groep Brussel Lambert holds Efficiency (Sharpe) Ratio of -0.0474, which attests that the entity had a -0.0474% return per unit of risk over the last 3 months. Groep Brussel Lambert exposes twenty-three 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), standard deviation of 3.5, and Market Risk Adjusted Performance of 0.2224 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.63, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Groep Brussel are expected to decrease at a much lower rate. During the bear market, Groep Brussel is likely to outperform the market. At this point, Groep Brussel Lambert has a negative expected return of -0.17%. Please make sure to check out Groep Brussel's total risk alpha, skewness, as well as the relationship between the Skewness 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 | 0.04 |
Virtually no predictability
Groep Brussel Lambert has virtually no predictability. Overlapping area represents the amount of predictability between Groep Brussel time series from 13th of November 2024 to 28th of November 2024 and 28th of November 2024 to 13th of December 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 Groep Brussel Lambert price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Groep Brussel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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.
Regressed Prices |
| Timeline |
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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.Additional Tools for Groep Pink Sheet Analysis
When running Groep Brussel's price analysis, check to measure Groep Brussel'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 Groep Brussel is operating at the current time. Most of Groep Brussel's value examination focuses on studying past and present price action to predict the probability of Groep Brussel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Groep Brussel's price. Additionally, you may evaluate how the addition of Groep Brussel to your portfolios can decrease your overall portfolio volatility.