Guild Holdings Co Stock Market Value
| GHLD Stock | USD 13.75 0.21 1.50% |
| Symbol | Guild |
Guild Holdings Price To Book Ratio
Is Regional Banks 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 Guild Holdings. If investors know Guild 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 Guild Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.54) | Revenue Per Share 13.555 | Quarterly Revenue Growth (0.30) | Return On Assets (0) | Return On Equity (0.08) |
The market value of Guild Holdings is measured differently than its book value, which is the value of Guild that is recorded on the company's balance sheet. Investors also form their own opinion of Guild Holdings' value that differs from its market value or its book value, called intrinsic value, which is Guild Holdings' 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 Guild Holdings' market value can be influenced by many factors that don't directly affect Guild Holdings' 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 Guild Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Guild Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Guild Holdings' 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.
Guild Holdings '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 Guild Holdings' 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 Guild Holdings.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Guild Holdings on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Guild Holdings Co or generate 0.0% return on investment in Guild Holdings over 30 days. Guild Holdings is related to or competes with Mr Cooper, Encore Capital, CNFinance Holdings, Security National, and PennyMac Finl. Guild Holdings Company, a mortgage company, originates, sells, and services residential mortgage loans in the United Sta... More
Guild Holdings 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 Guild Holdings' 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 Guild Holdings Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 11.75 | |||
| Value At Risk | (3.77) | |||
| Potential Upside | 3.57 |
Guild Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guild Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guild Holdings' standard deviation. In reality, there are many statistical measures that can use Guild Holdings historical prices to predict the future Guild Holdings' volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.60) | |||
| Treynor Ratio | 1.1 |
Guild Holdings Backtested Returns
Guild Holdings 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. Guild Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Guild Holdings' Risk Adjusted Performance of (0.09), market risk adjusted performance of 1.11, and Standard Deviation of 2.26 to validate the risk estimate we provide. 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, returns on owning Guild Holdings are expected to decrease at a much lower rate. During the bear market, Guild Holdings is likely to outperform the market. At this point, Guild Holdings has a negative expected return of -0.27%. Please make sure to check out Guild Holdings' total risk alpha, kurtosis, market facilitation index, as well as the relationship between the value at risk and rate of daily change , to decide if Guild Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.34 |
Below average predictability
Guild Holdings Co has below average predictability. Overlapping area represents the amount of predictability between Guild Holdings time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Guild Holdings price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Guild Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Guild Holdings lagged returns against current returns
Autocorrelation, which is Guild Holdings 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 Guild Holdings' stock expected returns. We can calculate the autocorrelation of Guild Holdings returns to help us make a trade decision. For example, suppose you find that Guild Holdings 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 |
Guild Holdings 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 Guild Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guild Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guild Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Guild Holdings Lagged Returns
When evaluating Guild Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guild Holdings stock have on its future price. Guild Holdings 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, Guild Holdings autocorrelation shows the relationship between Guild Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Guild Holdings Co.
Regressed Prices |
| Timeline |
Also Currently Popular
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.When determining whether Guild Holdings is a strong investment it is important to analyze Guild Holdings' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Guild Holdings' future performance. For an informed investment choice regarding Guild Stock, refer to the following important reports:Check out Guild Holdings Correlation, Guild Holdings Volatility and Guild Holdings Alpha and Beta module to complement your research on Guild Holdings. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Guild Holdings 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.