Garda Diversified (Australia) Market Value
| GDF Stock | 1.21 0.01 0.83% |
| Symbol | Garda |
Garda Diversified '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 Garda Diversified'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 Garda Diversified.
| 08/28/2024 |
| 11/26/2024 |
If you would invest 0.00 in Garda Diversified on August 28, 2024 and sell it all today you would earn a total of 0.00 from holding Garda Diversified Ppty or generate 0.0% return on investment in Garda Diversified over 90 days. Garda Diversified is related to or competes with Scentre, Vicinity Centres, Charter Hall, Cromwell Property, Carindale Property, and GDI Property. Garda Diversified is entity of Australia More
Garda Diversified 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 Garda Diversified'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 Garda Diversified Ppty upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.78 | |||
| Information Ratio | 0.0092 | |||
| Maximum Drawdown | 10.33 | |||
| Value At Risk | (2.44) | |||
| Potential Upside | 2.63 |
Garda Diversified Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Garda Diversified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Garda Diversified's standard deviation. In reality, there are many statistical measures that can use Garda Diversified historical prices to predict the future Garda Diversified's volatility.| Risk Adjusted Performance | 0.073 | |||
| Jensen Alpha | 0.117 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0083 | |||
| Treynor Ratio | 0.9589 |
Garda Diversified Ppty Backtested Returns
Currently, Garda Diversified Ppty is risky. Garda Diversified Ppty holds Efficiency (Sharpe) Ratio of 0.0819, which attests that the entity had a 0.0819% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Garda Diversified Ppty, which you can use to evaluate the volatility of the firm. Please check out Garda Diversified's Market Risk Adjusted Performance of 0.9689, risk adjusted performance of 0.073, and Downside Deviation of 1.78 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. Garda Diversified has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Garda Diversified's returns are expected to increase less than the market. However, during the bear market, the loss of holding Garda Diversified is expected to be smaller as well. Garda Diversified Ppty right now retains a risk of 1.63%. Please check out Garda Diversified total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Garda Diversified will be following its current trending patterns.
Auto-correlation | 0.56 |
Modest predictability
Garda Diversified Ppty has modest predictability. Overlapping area represents the amount of predictability between Garda Diversified time series from 28th of August 2024 to 12th of October 2024 and 12th of October 2024 to 26th 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 Garda Diversified Ppty price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Garda Diversified price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Garda Diversified Ppty lagged returns against current returns
Autocorrelation, which is Garda Diversified 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 Garda Diversified's stock expected returns. We can calculate the autocorrelation of Garda Diversified returns to help us make a trade decision. For example, suppose you find that Garda Diversified 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 |
Garda Diversified 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 Garda Diversified stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Garda Diversified stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Garda Diversified stock over time.
Current vs Lagged Prices |
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Garda Diversified Lagged Returns
When evaluating Garda Diversified's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Garda Diversified stock have on its future price. Garda Diversified 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, Garda Diversified autocorrelation shows the relationship between Garda Diversified stock current value and its past values and can show if there is a momentum factor associated with investing in Garda Diversified Ppty.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Garda Stock Analysis
When running Garda Diversified's price analysis, check to measure Garda Diversified'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 Garda Diversified is operating at the current time. Most of Garda Diversified's value examination focuses on studying past and present price action to predict the probability of Garda Diversified's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Garda Diversified's price. Additionally, you may evaluate how the addition of Garda Diversified to your portfolios can decrease your overall portfolio volatility.