Guerbet S (France) Market Value
| GBT Stock | EUR 25.00 0.35 1.38% |
| Symbol | Guerbet |
Guerbet S '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 Guerbet S'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 Guerbet S.
| 02/28/2023 |
| 02/17/2025 |
If you would invest 0.00 in Guerbet S on February 28, 2023 and sell it all today you would earn a total of 0.00 from holding Guerbet S A or generate 0.0% return on investment in Guerbet S over 720 days. Guerbet S is related to or competes with Virbac SA, Boiron SA, Bonduelle SCA, LNA Sante, and Ipsen SA. Guerbet SA engages in the research, development, production, and sale of contrast media products, delivery systems, medi... More
Guerbet S 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 Guerbet S'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 Guerbet S A upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 9.16 | |||
| Value At Risk | (2.90) | |||
| Potential Upside | 2.74 |
Guerbet S Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guerbet S's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guerbet S's standard deviation. In reality, there are many statistical measures that can use Guerbet S historical prices to predict the future Guerbet S's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (0.77) |
Guerbet S A Backtested Returns
Guerbet S A holds Efficiency (Sharpe) Ratio of -0.0448, which attests that the entity had a -0.0448 % return per unit of risk over the last 3 months. Guerbet S A exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Guerbet S's Risk Adjusted Performance of (0.08), standard deviation of 1.96, and Market Risk Adjusted Performance of (0.76) 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, Guerbet S's returns are expected to increase less than the market. However, during the bear market, the loss of holding Guerbet S is expected to be smaller as well. At this point, Guerbet S A has a negative expected return of -0.083%. Please make sure to check out Guerbet S's skewness, day typical price, and the relationship between the maximum drawdown and daily balance of power , to decide if Guerbet S A performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.44 |
Modest reverse predictability
Guerbet S A has modest reverse predictability. Overlapping area represents the amount of predictability between Guerbet S time series from 28th of February 2023 to 23rd of February 2024 and 23rd of February 2024 to 17th 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 Guerbet S A price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Guerbet S price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 18.44 |
Guerbet S A lagged returns against current returns
Autocorrelation, which is Guerbet S 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 Guerbet S's stock expected returns. We can calculate the autocorrelation of Guerbet S returns to help us make a trade decision. For example, suppose you find that Guerbet S 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 |
Guerbet S 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 Guerbet S stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guerbet S stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guerbet S stock over time.
Current vs Lagged Prices |
| Timeline |
Guerbet S Lagged Returns
When evaluating Guerbet S's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guerbet S stock have on its future price. Guerbet S 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, Guerbet S autocorrelation shows the relationship between Guerbet S stock current value and its past values and can show if there is a momentum factor associated with investing in Guerbet S A.
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.Other Information on Investing in Guerbet Stock
Guerbet S financial ratios help investors to determine whether Guerbet 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 Guerbet with respect to the benefits of owning Guerbet S security.