GlobalData Plc's market value is the price at which a share of GlobalData Plc trades on a public exchange. It measures the collective expectations of GlobalData Plc investors about its performance. GlobalData Plc is trading at 1.15 as of the 28th of December 2025. This is a 62.3 percent decrease since the beginning of the trading day. The stock's lowest day price was 1.15. With this module, you can estimate the performance of a buy and hold strategy of GlobalData Plc and determine expected loss or profit from investing in GlobalData Plc over a given investment horizon. Check out GlobalData Plc Correlation, GlobalData Plc Volatility and GlobalData Plc Alpha and Beta module to complement your research on GlobalData Plc.
Please note, there is a significant difference between GlobalData Plc's value and its price as these two are different measures arrived at by different means. Investors typically determine if GlobalData Plc is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, GlobalData Plc'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.
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.
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.
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.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as GlobalData Plc. Your research has to be compared to or analyzed against GlobalData Plc's peers to derive any actionable benefits. When done correctly, GlobalData Plc's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in GlobalData Plc.
GlobalData Plc Backtested Returns
GlobalData Plc holds Efficiency (Sharpe) Ratio of -0.0724, which attests that the entity had a -0.0724 % return per unit of risk over the last 3 months. GlobalData Plc exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out GlobalData Plc's Market Risk Adjusted Performance of (0.37), standard deviation of 4.95, and Risk Adjusted Performance of (0.04) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.97, which attests to possible diversification benefits within a given portfolio. GlobalData Plc returns are very sensitive to returns on the market. As the market goes up or down, GlobalData Plc is expected to follow. At this point, GlobalData Plc has a negative expected return of -0.36%. Please make sure to check out GlobalData Plc's daily balance of power, market facilitation index, and the relationship between the kurtosis and day median price , to decide if GlobalData Plc performance from the past will be repeated at some point in the near future.
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 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th of December 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 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
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Spearman Rank Test
1.0
Residual Average
0.0
Price Variance
0.0
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
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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
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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.
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.