Guaranty Trust (UK) Market Value
| GTCO Stock | 1.85 0.07 3.93% |
| Symbol | Guaranty |
Guaranty Trust '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 Guaranty Trust'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 Guaranty Trust.
| 08/02/2023 |
| 11/24/2024 |
If you would invest 0.00 in Guaranty Trust on August 2, 2023 and sell it all today you would earn a total of 0.00 from holding Guaranty Trust Holding or generate 0.0% return on investment in Guaranty Trust over 480 days. Guaranty Trust is related to or competes with Toyota, SoftBank Group, Fannie Mae, Panasonic Corp, State Bank, Apple, and Freddie Mac. Guaranty Trust is entity of United Kingdom More
Guaranty Trust 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 Guaranty Trust'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 Guaranty Trust Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.43 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 11.93 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 3.93 |
Guaranty Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guaranty Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guaranty Trust's standard deviation. In reality, there are many statistical measures that can use Guaranty Trust historical prices to predict the future Guaranty Trust's volatility.| Risk Adjusted Performance | 0.0427 | |||
| Jensen Alpha | 0.0755 | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 1.06 |
Guaranty Trust Holding Backtested Returns
As of now, Guaranty Stock is risky. Guaranty Trust Holding holds Efficiency (Sharpe) Ratio of 0.0484, which attests that the entity had a 0.0484% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Guaranty Trust Holding, which you can use to evaluate the volatility of the firm. Please check out Guaranty Trust's risk adjusted performance of 0.0427, and Market Risk Adjusted Performance of 1.07 to validate if the risk estimate we provide is consistent with the expected return of 0.0982%. Guaranty Trust has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0806, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Guaranty Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding Guaranty Trust is expected to be smaller as well. Guaranty Trust Holding right now retains a risk of 2.03%. Please check out Guaranty Trust market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Guaranty Trust will be following its current trending patterns.
Auto-correlation | 0.15 |
Insignificant predictability
Guaranty Trust Holding has insignificant predictability. Overlapping area represents the amount of predictability between Guaranty Trust time series from 2nd of August 2023 to 29th of March 2024 and 29th of March 2024 to 24th 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 Guaranty Trust Holding price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Guaranty Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Guaranty Trust Holding lagged returns against current returns
Autocorrelation, which is Guaranty Trust 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 Guaranty Trust's stock expected returns. We can calculate the autocorrelation of Guaranty Trust returns to help us make a trade decision. For example, suppose you find that Guaranty Trust 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 |
Guaranty Trust 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 Guaranty Trust stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guaranty Trust stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guaranty Trust stock over time.
Current vs Lagged Prices |
| Timeline |
Guaranty Trust Lagged Returns
When evaluating Guaranty Trust's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guaranty Trust stock have on its future price. Guaranty Trust 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, Guaranty Trust autocorrelation shows the relationship between Guaranty Trust stock current value and its past values and can show if there is a momentum factor associated with investing in Guaranty Trust Holding.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Guaranty Stock
Guaranty Trust financial ratios help investors to determine whether Guaranty 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 Guaranty with respect to the benefits of owning Guaranty Trust security.