Gcm Grosvenor Stock Market Value
| GCMG Stock | USD 12.33 0.09 0.74% |
| Symbol | GCM |
GCM Grosvenor Price To Book Ratio
Is Asset Management & Custody Banks 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 GCM Grosvenor. If investors know GCM 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 GCM Grosvenor 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 (0.37) | Dividend Share 0.44 | Earnings Share 0.414 | Revenue Per Share 10.454 | Quarterly Revenue Growth 0.01 |
The market value of GCM Grosvenor is measured differently than its book value, which is the value of GCM that is recorded on the company's balance sheet. Investors also form their own opinion of GCM Grosvenor's value that differs from its market value or its book value, called intrinsic value, which is GCM Grosvenor'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 GCM Grosvenor's market value can be influenced by many factors that don't directly affect GCM Grosvenor'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 GCM Grosvenor's value and its price as these two are different measures arrived at by different means. Investors typically determine if GCM Grosvenor is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, GCM Grosvenor'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.
GCM Grosvenor '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 GCM Grosvenor'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 GCM Grosvenor.
| 10/29/2023 |
| 11/22/2024 |
If you would invest 0.00 in GCM Grosvenor on October 29, 2023 and sell it all today you would earn a total of 0.00 from holding GCM Grosvenor or generate 0.0% return on investment in GCM Grosvenor over 390 days. GCM Grosvenor is related to or competes with MFS Investment, Invesco High, Eaton Vance, Nuveen California, Federated Premier, and Blackrock Muniholdings. Grosvenor Capital Management, L.P. is global alternative asset management solutions provider More
GCM Grosvenor 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 GCM Grosvenor'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 GCM Grosvenor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.18 | |||
| Information Ratio | 0.0599 | |||
| Maximum Drawdown | 7.64 | |||
| Value At Risk | (1.75) | |||
| Potential Upside | 3.07 |
GCM Grosvenor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GCM Grosvenor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GCM Grosvenor's standard deviation. In reality, there are many statistical measures that can use GCM Grosvenor historical prices to predict the future GCM Grosvenor's volatility.| Risk Adjusted Performance | 0.1084 | |||
| Jensen Alpha | 0.1301 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.073 | |||
| Treynor Ratio | 0.3323 |
GCM Grosvenor Backtested Returns
GCM Grosvenor appears to be not too volatile, given 3 months investment horizon. GCM Grosvenor holds Efficiency (Sharpe) Ratio of 0.16, which attests that the company had a 0.16% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for GCM Grosvenor, which you can use to evaluate the volatility of the entity. Please utilize GCM Grosvenor's downside deviation of 1.18, and Semi Deviation of 0.9363 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, GCM Grosvenor holds a performance score of 12. The firm retains a Market Volatility (i.e., Beta) of 0.56, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, GCM Grosvenor's returns are expected to increase less than the market. However, during the bear market, the loss of holding GCM Grosvenor is expected to be smaller as well. Please check GCM Grosvenor's sortino ratio, skewness, period momentum indicator, as well as the relationship between the potential upside and rate of daily change , to make a quick decision on whether GCM Grosvenor's current trending patterns will revert.
Auto-correlation | 0.75 |
Good predictability
GCM Grosvenor has good predictability. Overlapping area represents the amount of predictability between GCM Grosvenor time series from 29th of October 2023 to 11th of May 2024 and 11th of May 2024 to 22nd 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 GCM Grosvenor price movement. The serial correlation of 0.75 indicates that around 75.0% of current GCM Grosvenor price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.64 |
GCM Grosvenor lagged returns against current returns
Autocorrelation, which is GCM Grosvenor 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 GCM Grosvenor's stock expected returns. We can calculate the autocorrelation of GCM Grosvenor returns to help us make a trade decision. For example, suppose you find that GCM Grosvenor 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 |
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GCM Grosvenor 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 GCM Grosvenor stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GCM Grosvenor stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GCM Grosvenor stock over time.
Current vs Lagged Prices |
| Timeline |
GCM Grosvenor Lagged Returns
When evaluating GCM Grosvenor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GCM Grosvenor stock have on its future price. GCM Grosvenor 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, GCM Grosvenor autocorrelation shows the relationship between GCM Grosvenor stock current value and its past values and can show if there is a momentum factor associated with investing in GCM Grosvenor.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether GCM Grosvenor is a strong investment it is important to analyze GCM Grosvenor's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact GCM Grosvenor's future performance. For an informed investment choice regarding GCM Stock, refer to the following important reports:Check out GCM Grosvenor Correlation, GCM Grosvenor Volatility and GCM Grosvenor Alpha and Beta module to complement your research on GCM Grosvenor. For more detail on how to invest in GCM Stock please use our How to Invest in GCM Grosvenor guide.You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
GCM Grosvenor 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.