Gevo Inc Stock Market Value
| GEVO Stock | USD 1.72 0.13 8.18% |
| Symbol | Gevo |
Gevo Inc Price To Book Ratio
Is Oil & Gas Refining & Marketing 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 Gevo. If investors know Gevo 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 Gevo listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.33) | Revenue Per Share 0.065 | Quarterly Revenue Growth (0.57) | Return On Assets (0.09) | Return On Equity (0.15) |
The market value of Gevo Inc is measured differently than its book value, which is the value of Gevo that is recorded on the company's balance sheet. Investors also form their own opinion of Gevo's value that differs from its market value or its book value, called intrinsic value, which is Gevo'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 Gevo's market value can be influenced by many factors that don't directly affect Gevo'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 Gevo's value and its price as these two are different measures arrived at by different means. Investors typically determine if Gevo is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Gevo'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.
Gevo '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 Gevo'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 Gevo.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Gevo on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Gevo Inc or generate 0.0% return on investment in Gevo over 30 days. Gevo is related to or competes with REX American, Axalta Coating, Avantor, FutureFuel Corp, Sociedad Quimica, Albemarle Corp, and Linde Plc. It operates through four segments Gevo, Agri-Energy, Renewable Natural Gas, and Net-Zero More
Gevo 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 Gevo'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 Gevo Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.76 | |||
| Information Ratio | 0.1592 | |||
| Maximum Drawdown | 53.98 | |||
| Value At Risk | (10.11) | |||
| Potential Upside | 17.95 |
Gevo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gevo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gevo's standard deviation. In reality, there are many statistical measures that can use Gevo historical prices to predict the future Gevo's volatility.| Risk Adjusted Performance | 0.1418 | |||
| Jensen Alpha | 1.7 | |||
| Total Risk Alpha | 0.1371 | |||
| Sortino Ratio | 0.1954 | |||
| Treynor Ratio | (3.06) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gevo'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.
Gevo Inc Backtested Returns
Gevo is extremely dangerous given 3 months investment horizon. Gevo Inc holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16% return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.5% are justified by taking the suggested risk. Use Gevo Inc Market Risk Adjusted Performance of (3.05), risk adjusted performance of 0.1418, and Downside Deviation of 7.76 to evaluate company specific risk that cannot be diversified away. Gevo holds a performance score of 12 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -0.54, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Gevo are expected to decrease at a much lower rate. During the bear market, Gevo is likely to outperform the market. Use Gevo Inc potential upside, as well as the relationship between the kurtosis and day typical price , to analyze future returns on Gevo Inc.
Auto-correlation | -0.03 |
Very weak reverse predictability
Gevo Inc has very weak reverse predictability. Overlapping area represents the amount of predictability between Gevo time series from 27th of October 2024 to 11th of November 2024 and 11th of November 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 Gevo Inc price movement. The serial correlation of -0.03 indicates that only 3.0% of current Gevo price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Gevo Inc lagged returns against current returns
Autocorrelation, which is Gevo 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 Gevo's stock expected returns. We can calculate the autocorrelation of Gevo returns to help us make a trade decision. For example, suppose you find that Gevo 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 |
Gevo 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 Gevo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gevo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gevo stock over time.
Current vs Lagged Prices |
| Timeline |
Gevo Lagged Returns
When evaluating Gevo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gevo stock have on its future price. Gevo 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, Gevo autocorrelation shows the relationship between Gevo stock current value and its past values and can show if there is a momentum factor associated with investing in Gevo Inc.
Regressed Prices |
| Timeline |
Pair Trading with Gevo
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Gevo position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Gevo will appreciate offsetting losses from the drop in the long position's value.Moving against Gevo Stock
| 0.68 | NEU | NewMarket | PairCorr |
| 0.62 | CMT | Core Molding Technologies | PairCorr |
| 0.6 | KOP | Koppers Holdings | PairCorr |
| 0.59 | FUL | H B Fuller Fiscal Year End 15th of January 2025 | PairCorr |
| 0.52 | OEC | Orion Engineered Carbons | PairCorr |
The ability to find closely correlated positions to Gevo could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Gevo when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Gevo - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Gevo Inc to buy it.
The correlation of Gevo is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Gevo moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Gevo Inc moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Gevo can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Gevo Correlation, Gevo Volatility and Gevo Alpha and Beta module to complement your research on Gevo. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Gevo technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.