Global Net Lease Stock Market Value
| GNL-PE Stock | 22.76 0.24 1.07% |
| Symbol | Global |
Global Net Lease Price To Book Ratio
Global Net '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 Global Net's 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 Global Net.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in Global Net on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding Global Net Lease or generate 0.0% return on investment in Global Net over 720 days. Global Net is related to or competes with Univest Pennsylvania, Hurco Companies, SFL, Electrovaya Common, BCB Bancorp, and Freedom Bank. Global Net is entity of United States. It is traded as Stock on NYSE exchange. More
Global Net 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 Global Net's 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 Global Net Lease upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.24 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 5.07 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 1.21 |
Global Net Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Net's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Net's standard deviation. In reality, there are many statistical measures that can use Global Net historical prices to predict the future Global Net's volatility.| Risk Adjusted Performance | 0.0744 | |||
| Jensen Alpha | 0.025 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.1816 |
Global Net Lease Backtested Returns
At this point, Global Net is very steady. Global Net Lease holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16% return per unit of risk over the last 3 months. We have found thirty technical indicators for Global Net Lease, which you can use to evaluate the volatility of the firm. Please check out Global Net's Market Risk Adjusted Performance of 0.1916, downside deviation of 1.24, and Risk Adjusted Performance of 0.0744 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. Global Net has a performance score of 12 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.41, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Global Net's returns are expected to increase less than the market. However, during the bear market, the loss of holding Global Net is expected to be smaller as well. Global Net Lease right now retains a risk of 0.83%. Please check out Global Net sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to decide if Global Net will be following its current trending patterns.
Auto-correlation | -0.38 |
Poor reverse predictability
Global Net Lease has poor reverse predictability. Overlapping area represents the amount of predictability between Global Net time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 to 25th 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 Global Net Lease price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Global Net price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.47 |
Global Net Lease lagged returns against current returns
Autocorrelation, which is Global Net 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 Global Net's stock expected returns. We can calculate the autocorrelation of Global Net returns to help us make a trade decision. For example, suppose you find that Global Net 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 |
Global Net 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 Global Net stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Global Net stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Global Net stock over time.
Current vs Lagged Prices |
| Timeline |
Global Net Lagged Returns
When evaluating Global Net's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Global Net stock have on its future price. Global Net 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, Global Net autocorrelation shows the relationship between Global Net stock current value and its past values and can show if there is a momentum factor associated with investing in Global Net Lease.
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.Other Information on Investing in Global Stock
Global Net financial ratios help investors to determine whether Global Stock 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 Global with respect to the benefits of owning Global Net security.