Glanbia Plc Stock Market Value
| GLAPF Stock | USD 17.00 0.00 0.00% |
| Symbol | Glanbia |
Glanbia 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 Glanbia 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 Glanbia Plc.
| 01/17/2024 |
| 01/06/2026 |
If you would invest 0.00 in Glanbia Plc on January 17, 2024 and sell it all today you would earn a total of 0.00 from holding Glanbia plc or generate 0.0% return on investment in Glanbia Plc over 720 days. Glanbia Plc is related to or competes with A2 Milk, Indofood Sukses, China Feihe, Yamazaki Baking, Nichirei, Tate Lyle, and NH Foods. The company manufactures and sells sports nutrition and lifestyle nutrition products in various formats, including powde... More
Glanbia 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 Glanbia 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 Glanbia plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 13.48 | |||
| Value At Risk | (0.06) |
Glanbia Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Glanbia Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Glanbia Plc's standard deviation. In reality, there are many statistical measures that can use Glanbia Plc historical prices to predict the future Glanbia Plc's volatility.| Risk Adjusted Performance | 0.0185 | |||
| Jensen Alpha | 0.0341 | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | (0.07) |
Glanbia plc Backtested Returns
At this point, Glanbia Plc is not too volatile. Glanbia plc holds Efficiency (Sharpe) Ratio of 0.0194, which attests that the entity had a 0.0194 % return per unit of standard deviation over the last 3 months. We have found seventeen technical indicators for Glanbia plc, which you can use to evaluate the volatility of the firm. Please check out Glanbia Plc's risk adjusted performance of 0.0185, and Market Risk Adjusted Performance of (0.06) to validate if the risk estimate we provide is consistent with the expected return of 0.0291%. Glanbia Plc has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Glanbia Plc are expected to decrease at a much lower rate. During the bear market, Glanbia Plc is likely to outperform the market. Glanbia plc right now retains a risk of 1.5%. Please check out Glanbia Plc standard deviation, as well as the relationship between the maximum drawdown and rate of daily change , to decide if Glanbia Plc will be following its current trending patterns.
Auto-correlation | -0.65 |
Very good reverse predictability
Glanbia plc has very good reverse predictability. Overlapping area represents the amount of predictability between Glanbia Plc time series from 17th of January 2024 to 11th of January 2025 and 11th of January 2025 to 6th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Glanbia plc price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Glanbia Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Glanbia plc lagged returns against current returns
Autocorrelation, which is Glanbia 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 Glanbia Plc's pink sheet expected returns. We can calculate the autocorrelation of Glanbia Plc returns to help us make a trade decision. For example, suppose you find that Glanbia 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 |
Glanbia 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 Glanbia Plc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Glanbia 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 Glanbia Plc pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Glanbia Plc Lagged Returns
When evaluating Glanbia Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Glanbia Plc pink sheet have on its future price. Glanbia 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, Glanbia Plc autocorrelation shows the relationship between Glanbia Plc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Glanbia plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Glanbia Pink Sheet
Glanbia Plc financial ratios help investors to determine whether Glanbia Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Glanbia with respect to the benefits of owning Glanbia Plc security.