Gct Semiconductor Holding Stock Market Value
| GCTS Stock | 2.28 0.05 2.15% |
| Symbol | GCT |
GCT Semiconductor Holding Price To Book Ratio
Is Semiconductors & Semiconductor Equipment 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 GCT Semiconductor. If investors know GCT 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 GCT Semiconductor listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of GCT Semiconductor Holding is measured differently than its book value, which is the value of GCT that is recorded on the company's balance sheet. Investors also form their own opinion of GCT Semiconductor's value that differs from its market value or its book value, called intrinsic value, which is GCT Semiconductor'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 GCT Semiconductor's market value can be influenced by many factors that don't directly affect GCT Semiconductor'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 GCT Semiconductor's value and its price as these two are different measures arrived at by different means. Investors typically determine if GCT Semiconductor is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, GCT Semiconductor'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.
GCT Semiconductor '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 GCT Semiconductor'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 GCT Semiconductor.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in GCT Semiconductor on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding GCT Semiconductor Holding or generate 0.0% return on investment in GCT Semiconductor over 30 days. GCT Semiconductor is related to or competes with Barrick Gold, Regeneron Pharmaceuticals, RadNet, East Africa, Evolution Mining, and Uranium Energy. GCT Semiconductor is entity of United States More
GCT Semiconductor 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 GCT Semiconductor'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 GCT Semiconductor Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 22.35 | |||
| Value At Risk | (6.48) | |||
| Potential Upside | 9.16 |
GCT Semiconductor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GCT Semiconductor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GCT Semiconductor's standard deviation. In reality, there are many statistical measures that can use GCT Semiconductor historical prices to predict the future GCT Semiconductor's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.67) | |||
| Treynor Ratio | (0.71) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of GCT Semiconductor's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
GCT Semiconductor Holding Backtested Returns
GCT Semiconductor Holding holds Efficiency (Sharpe) Ratio of -0.018, which attests that the company had a -0.018 % return per unit of volatility over the last 3 months. GCT Semiconductor Holding exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out GCT Semiconductor's coefficient of variation of (2,684), and Market Risk Adjusted Performance of (0.70) to validate the risk estimate we provide. The firm retains a Market Volatility (i.e., Beta) of 0.25, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GCT Semiconductor's returns are expected to increase less than the market. However, during the bear market, the loss of holding GCT Semiconductor is expected to be smaller as well. At this point, GCT Semiconductor Holding has a negative expected return of -0.0814%. Please make sure to check out GCT Semiconductor's total risk alpha, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if GCT Semiconductor Holding performance from the past will be repeated in the future.
Auto-correlation | 0.41 |
Average predictability
GCT Semiconductor Holding has average predictability. Overlapping area represents the amount of predictability between GCT Semiconductor 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 GCT Semiconductor Holding price movement. The serial correlation of 0.41 indicates that just about 41.0% of current GCT Semiconductor price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
GCT Semiconductor Holding lagged returns against current returns
Autocorrelation, which is GCT Semiconductor 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 GCT Semiconductor's stock expected returns. We can calculate the autocorrelation of GCT Semiconductor returns to help us make a trade decision. For example, suppose you find that GCT Semiconductor 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 |
GCT Semiconductor 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 GCT Semiconductor stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GCT Semiconductor stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GCT Semiconductor stock over time.
Current vs Lagged Prices |
| Timeline |
GCT Semiconductor Lagged Returns
When evaluating GCT Semiconductor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GCT Semiconductor stock have on its future price. GCT Semiconductor 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, GCT Semiconductor autocorrelation shows the relationship between GCT Semiconductor stock current value and its past values and can show if there is a momentum factor associated with investing in GCT Semiconductor Holding.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for GCT Stock Analysis
When running GCT Semiconductor's price analysis, check to measure GCT Semiconductor'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 GCT Semiconductor is operating at the current time. Most of GCT Semiconductor's value examination focuses on studying past and present price action to predict the probability of GCT Semiconductor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GCT Semiconductor's price. Additionally, you may evaluate how the addition of GCT Semiconductor to your portfolios can decrease your overall portfolio volatility.