Gadwa For (Egypt) Market Value

GDWA Stock   5.00  0.16  3.10%   
Gadwa For's market value is the price at which a share of Gadwa For trades on a public exchange. It measures the collective expectations of Gadwa For Industrial investors about its performance. Gadwa For is trading at 5.00 as of the 2nd of December 2024. This is a 3.1 percent down since the beginning of the trading day. The stock's lowest day price was 4.86.
With this module, you can estimate the performance of a buy and hold strategy of Gadwa For Industrial and determine expected loss or profit from investing in Gadwa For over a given investment horizon. Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
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Gadwa For '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 Gadwa For'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 Gadwa For.
0.00
09/03/2024
No Change 0.00  0.0 
In 2 months and 31 days
12/02/2024
0.00
If you would invest  0.00  in Gadwa For on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Gadwa For Industrial or generate 0.0% return on investment in Gadwa For over 90 days.

Gadwa For 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 Gadwa For'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 Gadwa For Industrial upside and downside potential and time the market with a certain degree of confidence.

Gadwa For Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Gadwa For's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gadwa For's standard deviation. In reality, there are many statistical measures that can use Gadwa For historical prices to predict the future Gadwa For's volatility.

Gadwa For Industrial Backtested Returns

Gadwa For Industrial holds Efficiency (Sharpe) Ratio of -0.11, which attests that the entity had a -0.11% return per unit of risk over the last 3 months. Gadwa For Industrial exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Gadwa For's Risk Adjusted Performance of (0.02), standard deviation of 2.42, and Market Risk Adjusted Performance of (1.72) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0581, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gadwa For's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gadwa For is expected to be smaller as well. At this point, Gadwa For Industrial has a negative expected return of -0.21%. Please make sure to check out Gadwa For's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Gadwa For Industrial performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.56  

Modest predictability

Gadwa For Industrial has modest predictability. Overlapping area represents the amount of predictability between Gadwa For time series from 3rd of September 2024 to 18th of October 2024 and 18th of October 2024 to 2nd of December 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 Gadwa For Industrial price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Gadwa For price fluctuation can be explain by its past prices.
Correlation Coefficient0.56
Spearman Rank Test0.15
Residual Average0.0
Price Variance0.02

Gadwa For Industrial lagged returns against current returns

Autocorrelation, which is Gadwa For 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 Gadwa For's stock expected returns. We can calculate the autocorrelation of Gadwa For returns to help us make a trade decision. For example, suppose you find that Gadwa For 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  

Gadwa For 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 Gadwa For stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gadwa For stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gadwa For stock over time.
   Current vs Lagged Prices   
       Timeline  

Gadwa For Lagged Returns

When evaluating Gadwa For's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gadwa For stock have on its future price. Gadwa For 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, Gadwa For autocorrelation shows the relationship between Gadwa For stock current value and its past values and can show if there is a momentum factor associated with investing in Gadwa For Industrial.
   Regressed Prices   
       Timeline  

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