Global Fashion (Germany) Market Value
| GFG Stock | EUR 0.26 0.01 3.70% |
| Symbol | Global |
Global Fashion '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 Global Fashion'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 Global Fashion.
| 03/01/2023 |
| 02/18/2025 |
If you would invest 0.00 in Global Fashion on March 1, 2023 and sell it all today you would earn a total of 0.00 from holding Global Fashion Group or generate 0.0% return on investment in Global Fashion over 720 days. Global Fashion is related to or competes with GREENX METALS, SCANSOURCE, THAI BEVERAGE, Air Transport, Yuexiu Transport, ANTA SPORTS, and JD SPORTS. Global Fashion Group S.A. operates e-commerce platforms for fashion and lifestyle markets in Latin America, the Commonwe... More
Global Fashion 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 Global Fashion'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 Global Fashion Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.68 | |||
| Information Ratio | 0.0487 | |||
| Maximum Drawdown | 25.08 | |||
| Value At Risk | (8.00) | |||
| Potential Upside | 11.54 |
Global Fashion Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Fashion's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Fashion's standard deviation. In reality, there are many statistical measures that can use Global Fashion historical prices to predict the future Global Fashion's volatility.| Risk Adjusted Performance | 0.0447 | |||
| Jensen Alpha | 0.2379 | |||
| Total Risk Alpha | 0.2296 | |||
| Sortino Ratio | 0.0416 | |||
| Treynor Ratio | (0.33) |
Global Fashion Group Backtested Returns
Global Fashion appears to be out of control, given 3 months investment horizon. Global Fashion Group holds Efficiency (Sharpe) Ratio of 0.051, which attests that the entity had a 0.051 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Global Fashion Group, which you can use to evaluate the volatility of the firm. Please utilize Global Fashion's Market Risk Adjusted Performance of (0.32), downside deviation of 5.68, and Risk Adjusted Performance of 0.0447 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Global Fashion holds a performance score of 4. The company retains a Market Volatility (i.e., Beta) of -0.71, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Global Fashion are expected to decrease at a much lower rate. During the bear market, Global Fashion is likely to outperform the market. Please check Global Fashion's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Global Fashion's current trending patterns will revert.
Auto-correlation | 0.14 |
Insignificant predictability
Global Fashion Group has insignificant predictability. Overlapping area represents the amount of predictability between Global Fashion time series from 1st of March 2023 to 24th of February 2024 and 24th of February 2024 to 18th of February 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 Global Fashion Group price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Global Fashion price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Global Fashion Group lagged returns against current returns
Autocorrelation, which is Global Fashion 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 Global Fashion's stock expected returns. We can calculate the autocorrelation of Global Fashion returns to help us make a trade decision. For example, suppose you find that Global Fashion 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 |
Global Fashion 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 Global Fashion stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Global Fashion stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Global Fashion stock over time.
Current vs Lagged Prices |
| Timeline |
Global Fashion Lagged Returns
When evaluating Global Fashion's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Global Fashion stock have on its future price. Global Fashion 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, Global Fashion autocorrelation shows the relationship between Global Fashion stock current value and its past values and can show if there is a momentum factor associated with investing in Global Fashion Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Global Stock
Global Fashion financial ratios help investors to determine whether Global 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 Global with respect to the benefits of owning Global Fashion security.