Gulf Pacific Equities Stock Market Value
| GUF Stock | CAD 0.45 0.00 0.00% |
| Symbol | Gulf |
Gulf Pacific '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 Gulf Pacific'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 Gulf Pacific.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Gulf Pacific on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Gulf Pacific Equities or generate 0.0% return on investment in Gulf Pacific over 30 days. Gulf Pacific is related to or competes with SmartCentres Real, Dream Industrial, RioCan Real, and Algonquin Power. Gulf Pacific Equities Corp. invests in commercial real estate properties in western Canada More
Gulf Pacific 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 Gulf Pacific'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 Gulf Pacific Equities upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 11.7 |
Gulf Pacific Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gulf Pacific's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gulf Pacific's standard deviation. In reality, there are many statistical measures that can use Gulf Pacific historical prices to predict the future Gulf Pacific's volatility.| Risk Adjusted Performance | 0.0286 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | 0.079 |
Gulf Pacific Equities Backtested Returns
At this stage we consider Gulf Stock to be dangerous. Gulf Pacific Equities holds Efficiency (Sharpe) Ratio of 0.0328, which attests that the entity had a 0.0328% return per unit of risk over the last 3 months. We have found seventeen technical indicators for Gulf Pacific Equities, which you can use to evaluate the volatility of the firm. Please check out Gulf Pacific's Standard Deviation of 1.34, market risk adjusted performance of 0.089, and Risk Adjusted Performance of 0.0286 to validate if the risk estimate we provide is consistent with the expected return of 0.0452%. Gulf Pacific has a performance score of 2 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, Gulf Pacific's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gulf Pacific is expected to be smaller as well. Gulf Pacific Equities right now retains a risk of 1.38%. Please check out Gulf Pacific standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and day median price , to decide if Gulf Pacific will be following its current trending patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Gulf Pacific Equities has no correlation between past and present. Overlapping area represents the amount of predictability between Gulf Pacific time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Gulf Pacific Equities price movement. The serial correlation of 0.0 indicates that just 0.0% of current Gulf Pacific price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Gulf Pacific Equities lagged returns against current returns
Autocorrelation, which is Gulf Pacific 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 Gulf Pacific's stock expected returns. We can calculate the autocorrelation of Gulf Pacific returns to help us make a trade decision. For example, suppose you find that Gulf Pacific 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 |
Gulf Pacific 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 Gulf Pacific stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gulf Pacific stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gulf Pacific stock over time.
Current vs Lagged Prices |
| Timeline |
Gulf Pacific Lagged Returns
When evaluating Gulf Pacific's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gulf Pacific stock have on its future price. Gulf Pacific 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, Gulf Pacific autocorrelation shows the relationship between Gulf Pacific stock current value and its past values and can show if there is a momentum factor associated with investing in Gulf Pacific Equities.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Gulf Stock Analysis
When running Gulf Pacific's price analysis, check to measure Gulf Pacific'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 Gulf Pacific is operating at the current time. Most of Gulf Pacific's value examination focuses on studying past and present price action to predict the probability of Gulf Pacific's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gulf Pacific's price. Additionally, you may evaluate how the addition of Gulf Pacific to your portfolios can decrease your overall portfolio volatility.