Guild Esports (UK) Market Value
| GILD Stock | 0.03 0 3.33% |
| Symbol | Guild |
Guild Esports '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 Esports' 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 Esports.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in Guild Esports on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding Guild Esports Plc or generate 0.0% return on investment in Guild Esports over 180 days. Guild Esports is related to or competes with Intuitive Investments, European Metals, Athelney Trust, Invesco Health, Neometals, SANTANDER, and Coor Service. Guild Esports is entity of United Kingdom More
Guild Esports 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 Esports' 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 Esports Plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.36) | |||
| Maximum Drawdown | 32.75 | |||
| Value At Risk | (10.00) | |||
| Potential Upside | 2.38 |
Guild Esports Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guild Esports' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guild Esports' standard deviation. In reality, there are many statistical measures that can use Guild Esports historical prices to predict the future Guild Esports' volatility.| Risk Adjusted Performance | (0.25) | |||
| Jensen Alpha | (1.82) | |||
| Total Risk Alpha | (2.80) | |||
| Treynor Ratio | 3.86 |
Guild Esports Plc Backtested Returns
Guild Esports Plc holds Efficiency (Sharpe) Ratio of -0.34, which attests that the entity had a -0.34% return per unit of risk over the last 3 months. Guild Esports Plc exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Guild Esports' Risk Adjusted Performance of (0.25), market risk adjusted performance of 3.87, and Standard Deviation of 5.52 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.49, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Guild Esports are expected to decrease at a much lower rate. During the bear market, Guild Esports is likely to outperform the market. At this point, Guild Esports Plc has a negative expected return of -1.9%. Please make sure to check out Guild Esports' standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Guild Esports Plc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.64 |
Good predictability
Guild Esports Plc has good predictability. Overlapping area represents the amount of predictability between Guild Esports time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd of December 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 Esports Plc price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Guild Esports price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Guild Esports Plc lagged returns against current returns
Autocorrelation, which is Guild Esports 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 Esports' stock expected returns. We can calculate the autocorrelation of Guild Esports returns to help us make a trade decision. For example, suppose you find that Guild Esports 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 Esports 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 Esports stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guild Esports stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guild Esports stock over time.
Current vs Lagged Prices |
| Timeline |
Guild Esports Lagged Returns
When evaluating Guild Esports' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guild Esports stock have on its future price. Guild Esports 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 Esports autocorrelation shows the relationship between Guild Esports stock current value and its past values and can show if there is a momentum factor associated with investing in Guild Esports Plc.
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.Additional Tools for Guild Stock Analysis
When running Guild Esports' price analysis, check to measure Guild Esports' 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 Guild Esports is operating at the current time. Most of Guild Esports' value examination focuses on studying past and present price action to predict the probability of Guild Esports' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Guild Esports' price. Additionally, you may evaluate how the addition of Guild Esports to your portfolios can decrease your overall portfolio volatility.