GEA Group's market value is the price at which a share of GEA Group trades on a public exchange. It measures the collective expectations of GEA Group Aktiengesellschaft investors about its performance. GEA Group is trading at 67.00 as of the 28th of December 2025. This is a 1.76 percent up since the beginning of the trading day. The stock's lowest day price was 67.0. With this module, you can estimate the performance of a buy and hold strategy of GEA Group Aktiengesellschaft and determine expected loss or profit from investing in GEA Group over a given investment horizon. Check out GEA Group Correlation, GEA Group Volatility and GEA Group Alpha and Beta module to complement your research on GEA Group.
Please note, there is a significant difference between GEA Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if GEA Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, GEA Group'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.
GEA Group '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 GEA Group's pink sheet 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 GEA Group.
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11/28/2025
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In 31 days
12/28/2025
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If you would invest 0.00 in GEA Group on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding GEA Group Aktiengesellschaft or generate 0.0% return on investment in GEA Group over 30 days. GEA Group is related to or competes with Ebara Corp, Daifuku Co, Daifuku, Kawasaki Heavy, Smiths Group, Wärtsilä Oyj, and VAT Group. GEA Group Aktiengesellschaft engages in the development and production of systems and components for the food processing... More
GEA Group 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 GEA Group's pink sheet 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 GEA Group Aktiengesellschaft upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for GEA Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GEA Group's standard deviation. In reality, there are many statistical measures that can use GEA Group historical prices to predict the future GEA Group's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as GEA Group. Your research has to be compared to or analyzed against GEA Group's peers to derive any actionable benefits. When done correctly, GEA Group's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in GEA Group Aktiengese.
GEA Group Aktiengese Backtested Returns
GEA Group Aktiengese retains Efficiency (Sharpe Ratio) of -0.1, which attests that the entity had a -0.1 % return per unit of risk over the last 3 months. GEA Group exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out GEA Group's Coefficient Of Variation of (1,147), variance of 2.71, and Market Risk Adjusted Performance of (0.38) to validate the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.39, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, GEA Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding GEA Group is expected to be smaller as well. At this point, GEA Group Aktiengese has a negative expected return of -0.17%. Please make sure to check out GEA Group's coefficient of variation, skewness, price action indicator, as well as the relationship between the information ratio and rate of daily change , to decide if GEA Group Aktiengese performance from the past will be repeated at some future date.
Auto-correlation
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No correlation between past and present
GEA Group Aktiengesellschaft has no correlation between past and present. Overlapping area represents the amount of predictability between GEA Group time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th of December 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 GEA Group Aktiengese price movement. The serial correlation of 0.0 indicates that just 0.0% of current GEA Group price fluctuation can be explain by its past prices.
Correlation Coefficient
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Spearman Rank Test
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Residual Average
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Price Variance
0.32
GEA Group Aktiengese lagged returns against current returns
Autocorrelation, which is GEA Group pink sheet'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 GEA Group's pink sheet expected returns. We can calculate the autocorrelation of GEA Group returns to help us make a trade decision. For example, suppose you find that GEA Group has exhibited high autocorrelation historically, and you observe that the pink sheet 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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GEA Group 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 GEA Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GEA Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GEA Group pink sheet over time.
Current vs Lagged Prices
Timeline
GEA Group Lagged Returns
When evaluating GEA Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GEA Group pink sheet have on its future price. GEA Group 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, GEA Group autocorrelation shows the relationship between GEA Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in GEA Group Aktiengesellschaft.
GEA Group financial ratios help investors to determine whether GEA Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in GEA with respect to the benefits of owning GEA Group security.