Gecina Sa Stock Market Value
| GECFF Stock | USD 102.74 4.88 4.99% |
| Symbol | Gecina |
Gecina SA '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 Gecina SA's otc 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 Gecina SA.
| 06/04/2024 |
| 12/01/2024 |
If you would invest 0.00 in Gecina SA on June 4, 2024 and sell it all today you would earn a total of 0.00 from holding Gecina SA or generate 0.0% return on investment in Gecina SA over 180 days. Gecina SA is related to or competes with Highwoods Properties, Piedmont Office, Douglas Emmett, Kilroy Realty, Cousins Properties, Hudson Pacific, and Brandywine Realty. The Group owns, manages and develops Europes leading office portfolio, with nearly 97 percent located in the Paris Regio... More
Gecina SA 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 Gecina SA's otc 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 Gecina SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 19.78 | |||
| Value At Risk | (7.10) | |||
| Potential Upside | 6.39 |
Gecina SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gecina SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gecina SA's standard deviation. In reality, there are many statistical measures that can use Gecina SA historical prices to predict the future Gecina SA's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.70) | |||
| Treynor Ratio | 0.8491 |
Gecina SA Backtested Returns
Gecina SA holds Efficiency (Sharpe) Ratio of -9.0E-4, which attests that the entity had a -9.0E-4% return per unit of risk over the last 3 months. Gecina SA exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Gecina SA's Risk Adjusted Performance of (0.01), standard deviation of 3.58, and Market Risk Adjusted Performance of 0.8591 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Gecina SA are expected to decrease at a much lower rate. During the bear market, Gecina SA is likely to outperform the market. At this point, Gecina SA has a negative expected return of -0.0031%. Please make sure to check out Gecina SA's potential upside, day typical price, and the relationship between the total risk alpha and daily balance of power , to decide if Gecina SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.64 |
Very good reverse predictability
Gecina SA has very good reverse predictability. Overlapping area represents the amount of predictability between Gecina SA time series from 4th of June 2024 to 2nd of September 2024 and 2nd of September 2024 to 1st 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 Gecina SA price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Gecina SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 53.35 |
Gecina SA lagged returns against current returns
Autocorrelation, which is Gecina SA otc 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 Gecina SA's otc stock expected returns. We can calculate the autocorrelation of Gecina SA returns to help us make a trade decision. For example, suppose you find that Gecina SA has exhibited high autocorrelation historically, and you observe that the otc 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 |
Gecina SA 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 Gecina SA otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gecina SA otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gecina SA otc stock over time.
Current vs Lagged Prices |
| Timeline |
Gecina SA Lagged Returns
When evaluating Gecina SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gecina SA otc stock have on its future price. Gecina SA 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, Gecina SA autocorrelation shows the relationship between Gecina SA otc stock current value and its past values and can show if there is a momentum factor associated with investing in Gecina SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Gecina OTC Stock
Gecina SA financial ratios help investors to determine whether Gecina OTC Stock 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 Gecina with respect to the benefits of owning Gecina SA security.