Guideline Geo (Sweden) Market Value
| GGEO Stock | SEK 9.50 0.30 3.26% |
| Symbol | Guideline |
Guideline Geo '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 Guideline Geo'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 Guideline Geo.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Guideline Geo on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Guideline Geo AB or generate 0.0% return on investment in Guideline Geo over 30 days. Guideline Geo is related to or competes with KebNi AB, K2A Knaust, I Tech, and Nordic Paper. Guideline Geo AB , through its subsidiaries, provides sensors, software, services, and support for mapping and visualizi... More
Guideline Geo 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 Guideline Geo'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 Guideline Geo AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.29 | |||
| Information Ratio | 0.0762 | |||
| Maximum Drawdown | 20.56 | |||
| Value At Risk | (3.69) | |||
| Potential Upside | 4.58 |
Guideline Geo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guideline Geo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guideline Geo's standard deviation. In reality, there are many statistical measures that can use Guideline Geo historical prices to predict the future Guideline Geo's volatility.| Risk Adjusted Performance | 0.0673 | |||
| Jensen Alpha | 0.2306 | |||
| Total Risk Alpha | 0.2087 | |||
| Sortino Ratio | 0.0974 | |||
| Treynor Ratio | (0.53) |
Guideline Geo AB Backtested Returns
Guideline Geo appears to be somewhat reliable, given 3 months investment horizon. Guideline Geo AB holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Guideline Geo AB, which you can use to evaluate the volatility of the firm. Please utilize Guideline Geo's Risk Adjusted Performance of 0.0673, downside deviation of 2.29, and Market Risk Adjusted Performance of (0.52) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Guideline Geo holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of -0.43, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Guideline Geo are expected to decrease at a much lower rate. During the bear market, Guideline Geo is likely to outperform the market. Please check Guideline Geo's downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Guideline Geo's current trending patterns will revert.
Auto-correlation | -0.26 |
Weak reverse predictability
Guideline Geo AB has weak reverse predictability. Overlapping area represents the amount of predictability between Guideline Geo time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th 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 Guideline Geo AB price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Guideline Geo price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Guideline Geo AB lagged returns against current returns
Autocorrelation, which is Guideline Geo 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 Guideline Geo's stock expected returns. We can calculate the autocorrelation of Guideline Geo returns to help us make a trade decision. For example, suppose you find that Guideline Geo 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 |
Guideline Geo 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 Guideline Geo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guideline Geo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guideline Geo stock over time.
Current vs Lagged Prices |
| Timeline |
Guideline Geo Lagged Returns
When evaluating Guideline Geo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guideline Geo stock have on its future price. Guideline Geo 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, Guideline Geo autocorrelation shows the relationship between Guideline Geo stock current value and its past values and can show if there is a momentum factor associated with investing in Guideline Geo AB.
Regressed Prices |
| Timeline |
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Additional Tools for Guideline Stock Analysis
When running Guideline Geo's price analysis, check to measure Guideline Geo's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Guideline Geo is operating at the current time. Most of Guideline Geo's value examination focuses on studying past and present price action to predict the probability of Guideline Geo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Guideline Geo's price. Additionally, you may evaluate how the addition of Guideline Geo to your portfolios can decrease your overall portfolio volatility.