Guardian Capital Group Stock Market Value
| GCAAF Stock | USD 30.98 0.13 0.42% |
| Symbol | Guardian |
Guardian Capital '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 Guardian Capital'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 Guardian Capital.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Guardian Capital on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Guardian Capital Group or generate 0.0% return on investment in Guardian Capital over 30 days. Guardian Capital is related to or competes with Flow Capital, Urbana, Princeton Capital, and Elysee Development. Guardian Capital Group Limited, together with its subsidiaries, operates as a diversified financial services company in ... More
Guardian Capital 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 Guardian Capital'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 Guardian Capital Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.3 | |||
| Information Ratio | 0.0028 | |||
| Maximum Drawdown | 10.47 | |||
| Value At Risk | (2.37) | |||
| Potential Upside | 1.25 |
Guardian Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guardian Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guardian Capital's standard deviation. In reality, there are many statistical measures that can use Guardian Capital historical prices to predict the future Guardian Capital's volatility.| Risk Adjusted Performance | 0.0601 | |||
| Jensen Alpha | 0.1427 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0019 | |||
| Treynor Ratio | (0.18) |
Guardian Capital Backtested Returns
At this point, Guardian Capital is very steady. Guardian Capital holds Efficiency (Sharpe) Ratio of 0.0832, which attests that the entity had a 0.0832 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Guardian Capital, which you can use to evaluate the volatility of the firm. Please check out Guardian Capital's risk adjusted performance of 0.0601, and Market Risk Adjusted Performance of (0.17) to validate if the risk estimate we provide is consistent with the expected return of 0.13%. Guardian Capital has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.54, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Guardian Capital are expected to decrease at a much lower rate. During the bear market, Guardian Capital is likely to outperform the market. Guardian Capital right now retains a risk of 1.6%. Please check out Guardian Capital information ratio, treynor ratio, and the relationship between the downside deviation and total risk alpha , to decide if Guardian Capital will be following its current trending patterns.
Auto-correlation | 0.71 |
Good predictability
Guardian Capital Group has good predictability. Overlapping area represents the amount of predictability between Guardian Capital time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st 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 Guardian Capital price movement. The serial correlation of 0.71 indicates that around 71.0% of current Guardian Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Guardian Capital lagged returns against current returns
Autocorrelation, which is Guardian Capital 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 Guardian Capital's pink sheet expected returns. We can calculate the autocorrelation of Guardian Capital returns to help us make a trade decision. For example, suppose you find that Guardian Capital 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 |
Guardian Capital 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 Guardian Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guardian Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guardian Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Guardian Capital Lagged Returns
When evaluating Guardian Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guardian Capital pink sheet have on its future price. Guardian Capital 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, Guardian Capital autocorrelation shows the relationship between Guardian Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Guardian Capital Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Guardian Pink Sheet
Guardian Capital financial ratios help investors to determine whether Guardian 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 Guardian with respect to the benefits of owning Guardian Capital security.