GPT's market value is the price at which a share of GPT trades on a public exchange. It measures the collective expectations of GPT Group investors about its performance. GPT is trading at 3.64 as of the 26th of December 2025. This is a 2.25% increase since the beginning of the trading day. The stock's lowest day price was 3.64. With this module, you can estimate the performance of a buy and hold strategy of GPT Group and determine expected loss or profit from investing in GPT over a given investment horizon. Check out GPT Correlation, GPT Volatility and GPT Alpha and Beta module to complement your research on GPT.
Please note, there is a significant difference between GPT's value and its price as these two are different measures arrived at by different means. Investors typically determine if GPT is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, GPT'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.
GPT '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 GPT'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 GPT.
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11/26/2025
No Change 0.00
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In 31 days
12/26/2025
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If you would invest 0.00 in GPT on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding GPT Group or generate 0.0% return on investment in GPT over 30 days. GPT is related to or competes with Land Securities, Land Securities, LondonMetric Property, DEXUS, Fibra UNO, Warehouses, and Charter Hall. The GPT Group is one of Australias largest diversified property groups and a top 50 ASX listed company by market capital... More
GPT 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 GPT'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 GPT Group 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 GPT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GPT's standard deviation. In reality, there are many statistical measures that can use GPT historical prices to predict the future GPT's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as GPT. Your research has to be compared to or analyzed against GPT's peers to derive any actionable benefits. When done correctly, GPT'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 GPT Group.
GPT Group Backtested Returns
At this point, GPT is slightly risky. GPT Group holds Efficiency (Sharpe) Ratio of 0.0479, which attests that the entity had a 0.0479 % return per unit of volatility over the last 3 months. We have found nineteen technical indicators for GPT Group, which you can use to evaluate the volatility of the firm. Please check out GPT's market risk adjusted performance of (0.55), and Risk Adjusted Performance of 0.0383 to validate if the risk estimate we provide is consistent with the expected return of 0.0738%. GPT has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning GPT are expected to decrease at a much lower rate. During the bear market, GPT is likely to outperform the market. GPT Group currently retains a risk of 1.54%. Please check out GPT jensen alpha, daily balance of power, as well as the relationship between the Daily Balance Of Power and price action indicator , to decide if GPT will be following its current trending patterns.
Auto-correlation
-0.51
Good reverse predictability
GPT Group has good reverse predictability. Overlapping area represents the amount of predictability between GPT time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 GPT Group price movement. The serial correlation of -0.51 indicates that about 51.0% of current GPT price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.51
Spearman Rank Test
-0.2
Residual Average
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Price Variance
0.01
GPT Group lagged returns against current returns
Autocorrelation, which is GPT 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 GPT's pink sheet expected returns. We can calculate the autocorrelation of GPT returns to help us make a trade decision. For example, suppose you find that GPT 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
GPT 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 GPT pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GPT pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GPT pink sheet over time.
Current vs Lagged Prices
Timeline
GPT Lagged Returns
When evaluating GPT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GPT pink sheet have on its future price. GPT 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, GPT autocorrelation shows the relationship between GPT pink sheet current value and its past values and can show if there is a momentum factor associated with investing in GPT Group.
GPT financial ratios help investors to determine whether GPT 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 GPT with respect to the benefits of owning GPT security.