Gcm Grosvenor Stock Market Value
| GCMGW Stock | USD 1.29 0.08 6.61% |
| 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) | Revenue Per Share 10.454 | Quarterly Revenue Growth 0.01 | Return On Assets 0.0498 |
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.
| 02/01/2024 |
| 11/27/2024 |
If you would invest 0.00 in GCM Grosvenor on February 1, 2024 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 300 days. GCM Grosvenor is related to or competes with GCM Grosvenor, and Eos Energy. Grosvenor Capital Management, L.P. is a privately owned hedge fund sponsor 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 | 8.35 | |||
| Information Ratio | 0.1039 | |||
| Maximum Drawdown | 44.4 | |||
| Value At Risk | (11.11) | |||
| Potential Upside | 14.29 |
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 | 0.1012 | |||
| Jensen Alpha | 0.9584 | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | 0.0971 | |||
| Treynor Ratio | (4.10) |
GCM Grosvenor Backtested Returns
GCM Grosvenor appears to be abnormally volatile, given 3 months investment horizon. GCM Grosvenor holds Efficiency (Sharpe) Ratio of 0.12, which attests that the company had a 0.12% return per unit of risk over the last 3 months. By inspecting GCM Grosvenor's technical indicators, you can evaluate if the expected return of 0.95% is justified by implied risk. Please utilize GCM Grosvenor's downside deviation of 8.35, and Semi Deviation of 6.57 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 9. The firm retains a Market Volatility (i.e., Beta) of -0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning GCM Grosvenor are expected to decrease at a much lower rate. During the bear market, GCM Grosvenor is likely to outperform the market. Please check GCM Grosvenor's daily balance of power, price action indicator, as well as the relationship between the semi variance and treynor ratio , to make a quick decision on whether GCM Grosvenor's current trending patterns will revert.
Auto-correlation | 0.52 |
Modest predictability
GCM Grosvenor has modest predictability. Overlapping area represents the amount of predictability between GCM Grosvenor time series from 1st of February 2024 to 30th of June 2024 and 30th of June 2024 to 27th 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 0.52 indicates that about 52.0% of current GCM Grosvenor price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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 |
| Timeline |
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 |
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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 GCM Stock Analysis
When running GCM Grosvenor's price analysis, check to measure GCM Grosvenor'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 GCM Grosvenor is operating at the current time. Most of GCM Grosvenor's value examination focuses on studying past and present price action to predict the probability of GCM Grosvenor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GCM Grosvenor's price. Additionally, you may evaluate how the addition of GCM Grosvenor to your portfolios can decrease your overall portfolio volatility.