Greggs Plc Stock Market Value
| GGGSY Stock | USD 7.35 0.01 0.14% |
| Symbol | Greggs |
Greggs Plc '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 Greggs Plc'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 Greggs Plc.
| 01/02/2025 |
| 12/28/2025 |
If you would invest 0.00 in Greggs Plc on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Greggs plc or generate 0.0% return on investment in Greggs Plc over 360 days. Greggs Plc is related to or competes with Ocado Group, BM European, Premier Foods, BM European, Ocado Group, Ito En, and Calbee. Greggs plc operates as a bakery food-on-the-go retailer in the United Kingdom More
Greggs Plc 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 Greggs Plc'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 Greggs plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.53 | |||
| Information Ratio | 0.0167 | |||
| Maximum Drawdown | 19.47 | |||
| Value At Risk | (4.06) | |||
| Potential Upside | 4.8 |
Greggs Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Greggs Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Greggs Plc's standard deviation. In reality, there are many statistical measures that can use Greggs Plc historical prices to predict the future Greggs Plc's volatility.| Risk Adjusted Performance | 0.0403 | |||
| Jensen Alpha | 0.0981 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.0134 | |||
| Treynor Ratio | 0.3752 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Greggs Plc'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.
Greggs plc Backtested Returns
At this stage we consider Greggs Pink Sheet to be slightly risky. Greggs plc holds Efficiency (Sharpe) Ratio of 0.0467, which attests that the entity had a 0.0467 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Greggs plc, which you can use to evaluate the volatility of the firm. Please check out Greggs Plc's Risk Adjusted Performance of 0.0403, downside deviation of 3.53, and Market Risk Adjusted Performance of 0.3852 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. Greggs Plc has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.33, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Greggs Plc's returns are expected to increase less than the market. However, during the bear market, the loss of holding Greggs Plc is expected to be smaller as well. Greggs plc right now retains a risk of 2.84%. Please check out Greggs Plc total risk alpha, as well as the relationship between the downside variance and rate of daily change , to decide if Greggs Plc will be following its current trending patterns.
Auto-correlation | 0.02 |
Virtually no predictability
Greggs plc has virtually no predictability. Overlapping area represents the amount of predictability between Greggs Plc time series from 2nd of January 2025 to 1st of July 2025 and 1st of July 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 Greggs plc price movement. The serial correlation of 0.02 indicates that only 2.0% of current Greggs Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Greggs plc lagged returns against current returns
Autocorrelation, which is Greggs Plc 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 Greggs Plc's pink sheet expected returns. We can calculate the autocorrelation of Greggs Plc returns to help us make a trade decision. For example, suppose you find that Greggs Plc 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 |
| Timeline |
Greggs Plc 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 Greggs Plc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Greggs Plc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Greggs Plc pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Greggs Plc Lagged Returns
When evaluating Greggs Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Greggs Plc pink sheet have on its future price. Greggs Plc 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, Greggs Plc autocorrelation shows the relationship between Greggs Plc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Greggs plc.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Greggs Pink Sheet Analysis
When running Greggs Plc's price analysis, check to measure Greggs Plc'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 Greggs Plc is operating at the current time. Most of Greggs Plc's value examination focuses on studying past and present price action to predict the probability of Greggs Plc's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Greggs Plc's price. Additionally, you may evaluate how the addition of Greggs Plc to your portfolios can decrease your overall portfolio volatility.