Gabelli Multimedia Mutual Stock Market Value
| GGT Stock | USD 4.89 0.02 0.41% |
| Symbol | Gabelli |
Is Stock 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 Gabelli MultiMedia. If investors know Gabelli 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 Gabelli MultiMedia listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Gabelli MultiMedia Mutual is measured differently than its book value, which is the value of Gabelli that is recorded on the company's balance sheet. Investors also form their own opinion of Gabelli MultiMedia's value that differs from its market value or its book value, called intrinsic value, which is Gabelli MultiMedia'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 Gabelli MultiMedia's market value can be influenced by many factors that don't directly affect Gabelli MultiMedia'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 Gabelli MultiMedia's value and its price as these two are different measures arrived at by different means. Investors typically determine if Gabelli MultiMedia is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Gabelli MultiMedia'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.
Gabelli MultiMedia '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 Gabelli MultiMedia'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 Gabelli MultiMedia.
| 02/11/2023 |
| 01/31/2025 |
If you would invest 0.00 in Gabelli MultiMedia on February 11, 2023 and sell it all today you would earn a total of 0.00 from holding Gabelli MultiMedia Mutual or generate 0.0% return on investment in Gabelli MultiMedia over 720 days. Gabelli MultiMedia is related to or competes with Gabelli Equity, Gabelli Healthcare, Gabelli Convertible, Gabelli Dividend, GAMCO Natural, Gabelli Global, and John Hancock. The Gabelli Multimedia Trust Inc. is a closed-ended equity mutual fund launched by GAMCO Investors, Inc More
Gabelli MultiMedia 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 Gabelli MultiMedia'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 Gabelli MultiMedia Mutual upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | 0.048 | |||
| Maximum Drawdown | 7.01 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 1.66 |
Gabelli MultiMedia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gabelli MultiMedia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gabelli MultiMedia's standard deviation. In reality, there are many statistical measures that can use Gabelli MultiMedia historical prices to predict the future Gabelli MultiMedia's volatility.| Risk Adjusted Performance | 0.1196 | |||
| Jensen Alpha | 0.1177 | |||
| Total Risk Alpha | 0.0255 | |||
| Sortino Ratio | 0.0412 | |||
| Treynor Ratio | 0.5293 |
Gabelli MultiMedia Mutual Backtested Returns
Currently, Gabelli MultiMedia Mutual is not too volatile. Gabelli MultiMedia Mutual holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Gabelli MultiMedia Mutual, which you can use to evaluate the volatility of the firm. Please check out Gabelli MultiMedia's risk adjusted performance of 0.1196, and Market Risk Adjusted Performance of 0.5393 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. Gabelli MultiMedia has a performance score of 11 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gabelli MultiMedia's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gabelli MultiMedia is expected to be smaller as well. Gabelli MultiMedia Mutual right now retains a risk of 1.08%. Please check out Gabelli MultiMedia standard deviation, expected short fall, period momentum indicator, as well as the relationship between the maximum drawdown and rate of daily change , to decide if Gabelli MultiMedia will be following its current trending patterns.
Auto-correlation | 0.15 |
Insignificant predictability
Gabelli MultiMedia Mutual has insignificant predictability. Overlapping area represents the amount of predictability between Gabelli MultiMedia time series from 11th of February 2023 to 6th of February 2024 and 6th of February 2024 to 31st of January 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 Gabelli MultiMedia Mutual price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Gabelli MultiMedia price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Gabelli MultiMedia Mutual lagged returns against current returns
Autocorrelation, which is Gabelli MultiMedia 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 Gabelli MultiMedia's stock expected returns. We can calculate the autocorrelation of Gabelli MultiMedia returns to help us make a trade decision. For example, suppose you find that Gabelli MultiMedia 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 |
Gabelli MultiMedia 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 Gabelli MultiMedia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gabelli MultiMedia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gabelli MultiMedia stock over time.
Current vs Lagged Prices |
| Timeline |
Gabelli MultiMedia Lagged Returns
When evaluating Gabelli MultiMedia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gabelli MultiMedia stock have on its future price. Gabelli MultiMedia 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, Gabelli MultiMedia autocorrelation shows the relationship between Gabelli MultiMedia stock current value and its past values and can show if there is a momentum factor associated with investing in Gabelli MultiMedia Mutual.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Gabelli Stock Analysis
When running Gabelli MultiMedia's price analysis, check to measure Gabelli MultiMedia'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 Gabelli MultiMedia is operating at the current time. Most of Gabelli MultiMedia's value examination focuses on studying past and present price action to predict the probability of Gabelli MultiMedia's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gabelli MultiMedia's price. Additionally, you may evaluate how the addition of Gabelli MultiMedia to your portfolios can decrease your overall portfolio volatility.