Genova Property (Sweden) Market Value
| GPG Stock | SEK 40.30 0.50 1.26% |
| Symbol | Genova |
Genova Property '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 Genova Property'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 Genova Property.
| 12/11/2025 |
| 01/10/2026 |
If you would invest 0.00 in Genova Property on December 11, 2025 and sell it all today you would earn a total of 0.00 from holding Genova Property Group or generate 0.0% return on investment in Genova Property over 30 days. Genova Property is related to or competes with Annehem Fastigheter, Fortinova Fastigheter, Arlandastad Group, KlaraBo Sverige, ALM Equity, Kalleback Property, and ALM Equity. Genova Property Group AB operates as a property company in Sweden More
Genova Property 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 Genova Property'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 Genova Property Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.88 | |||
| Information Ratio | 0.0066 | |||
| Maximum Drawdown | 11.97 | |||
| Value At Risk | (3.08) | |||
| Potential Upside | 5.53 |
Genova Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Genova Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Genova Property's standard deviation. In reality, there are many statistical measures that can use Genova Property historical prices to predict the future Genova Property's volatility.| Risk Adjusted Performance | 0.0443 | |||
| Jensen Alpha | 0.0688 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0075 | |||
| Treynor Ratio | 0.2802 |
Genova Property Group Backtested Returns
Currently, Genova Property Group is very steady. Genova Property Group holds Efficiency (Sharpe) Ratio of 0.0507, which attests that the entity had a 0.0507 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Genova Property Group, which you can use to evaluate the volatility of the firm. Please check out Genova Property's Downside Deviation of 1.88, risk adjusted performance of 0.0443, and Market Risk Adjusted Performance of 0.2902 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. Genova Property has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.35, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Genova Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding Genova Property is expected to be smaller as well. Genova Property Group right now retains a risk of 2.14%. Please check out Genova Property total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if Genova Property will be following its current trending patterns.
Auto-correlation | 0.37 |
Below average predictability
Genova Property Group has below average predictability. Overlapping area represents the amount of predictability between Genova Property time series from 11th of December 2025 to 26th of December 2025 and 26th of December 2025 to 10th 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 Genova Property Group price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Genova Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Genova Property Group lagged returns against current returns
Autocorrelation, which is Genova Property 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 Genova Property's stock expected returns. We can calculate the autocorrelation of Genova Property returns to help us make a trade decision. For example, suppose you find that Genova Property 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 |
Genova Property 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 Genova Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Genova Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Genova Property stock over time.
Current vs Lagged Prices |
| Timeline |
Genova Property Lagged Returns
When evaluating Genova Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Genova Property stock have on its future price. Genova Property 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, Genova Property autocorrelation shows the relationship between Genova Property stock current value and its past values and can show if there is a momentum factor associated with investing in Genova Property Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Genova Stock Analysis
When running Genova Property's price analysis, check to measure Genova Property's 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 Genova Property is operating at the current time. Most of Genova Property's value examination focuses on studying past and present price action to predict the probability of Genova Property's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Genova Property's price. Additionally, you may evaluate how the addition of Genova Property to your portfolios can decrease your overall portfolio volatility.