Globaldata Plc Stock Market Value
| GLDAF Stock | 1.60 0.45 39.13% |
| Symbol | GlobalData |
GlobalData 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 GlobalData 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 GlobalData Plc.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in GlobalData Plc on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding GlobalData Plc or generate 0.0% return on investment in GlobalData Plc over 30 days. GlobalData Plc is related to or competes with Take Two, Cognyte Software, Check Point, Disney, JB Hunt, and PSI Software. More
GlobalData 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 GlobalData 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 GlobalData Plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0058 | |||
| Maximum Drawdown | 39.13 |
GlobalData Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GlobalData Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GlobalData Plc's standard deviation. In reality, there are many statistical measures that can use GlobalData Plc historical prices to predict the future GlobalData Plc's volatility.| Risk Adjusted Performance | 0.0231 | |||
| Jensen Alpha | 0.2363 | |||
| Total Risk Alpha | (0.77) | |||
| Treynor Ratio | (0.11) |
GlobalData Plc Backtested Returns
At this point, GlobalData Plc is extremely dangerous. GlobalData Plc holds Efficiency (Sharpe) Ratio of 0.0203, which attests that the entity had a 0.0203 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for GlobalData Plc, which you can use to evaluate the volatility of the firm. Please check out GlobalData Plc's Standard Deviation of 6.95, market risk adjusted performance of (0.10), and Risk Adjusted Performance of 0.0231 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. GlobalData Plc has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -1.17, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning GlobalData Plc are expected to decrease by larger amounts. On the other hand, during market turmoil, GlobalData Plc is expected to outperform it. GlobalData Plc right now retains a risk of 6.95%. Please check out GlobalData Plc total risk alpha, rate of daily change, period momentum indicator, as well as the relationship between the kurtosis and day typical price , to decide if GlobalData Plc will be following its current trending patterns.
Auto-correlation | 0.00 |
No correlation between past and present
GlobalData Plc has no correlation between past and present. Overlapping area represents the amount of predictability between GlobalData Plc time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th 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 GlobalData Plc price movement. The serial correlation of 0.0 indicates that just 0.0% of current GlobalData Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
GlobalData Plc lagged returns against current returns
Autocorrelation, which is GlobalData 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 GlobalData Plc's pink sheet expected returns. We can calculate the autocorrelation of GlobalData Plc returns to help us make a trade decision. For example, suppose you find that GlobalData 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 |
GlobalData 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 GlobalData Plc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GlobalData 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 GlobalData Plc pink sheet over time.
Current vs Lagged Prices |
| Timeline |
GlobalData Plc Lagged Returns
When evaluating GlobalData Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GlobalData Plc pink sheet have on its future price. GlobalData 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, GlobalData Plc autocorrelation shows the relationship between GlobalData Plc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in GlobalData Plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in GlobalData Pink Sheet
GlobalData Plc financial ratios help investors to determine whether GlobalData 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 GlobalData with respect to the benefits of owning GlobalData Plc security.