Guillemot (France) Market Value
| GUI Stock | EUR 6.78 0.18 2.73% |
| Symbol | Guillemot |
Guillemot '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 Guillemot'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 Guillemot.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Guillemot on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Guillemot SA or generate 0.0% return on investment in Guillemot over 180 days. Guillemot is related to or competes with Claranova, SA Catana, Neurones, Groupe Guillin, and BigBen Interactive. Guillemot Corporation S.A. designs, manufactures, and sells interactive entertainment hardware and accessories worldwide More
Guillemot 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 Guillemot'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 Guillemot SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.67 | |||
| Information Ratio | 0.0571 | |||
| Maximum Drawdown | 25.33 | |||
| Value At Risk | (4.06) | |||
| Potential Upside | 6.19 |
Guillemot Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guillemot's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guillemot's standard deviation. In reality, there are many statistical measures that can use Guillemot historical prices to predict the future Guillemot's volatility.| Risk Adjusted Performance | 0.0818 | |||
| Jensen Alpha | 0.3336 | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | 0.0741 | |||
| Treynor Ratio | (5.25) |
Guillemot SA Backtested Returns
Guillemot appears to be slightly risky, given 3 months investment horizon. Guillemot SA holds Efficiency (Sharpe) Ratio of 0.0914, which attests that the entity had a 0.0914% return per unit of risk over the last 3 months. We have found thirty technical indicators for Guillemot SA, which you can use to evaluate the volatility of the firm. Please utilize Guillemot's Risk Adjusted Performance of 0.0818, downside deviation of 2.67, and Market Risk Adjusted Performance of (5.24) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Guillemot holds a performance score of 7. The company retains a Market Volatility (i.e., Beta) of -0.062, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Guillemot are expected to decrease at a much lower rate. During the bear market, Guillemot is likely to outperform the market. Please check Guillemot's value at risk, kurtosis, and the relationship between the sortino ratio and semi variance , to make a quick decision on whether Guillemot's current trending patterns will revert.
Auto-correlation | -0.59 |
Good reverse predictability
Guillemot SA has good reverse predictability. Overlapping area represents the amount of predictability between Guillemot time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th 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 Guillemot SA price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Guillemot price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.44 |
Guillemot SA lagged returns against current returns
Autocorrelation, which is Guillemot 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 Guillemot's stock expected returns. We can calculate the autocorrelation of Guillemot returns to help us make a trade decision. For example, suppose you find that Guillemot 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 |
Guillemot 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 Guillemot stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guillemot stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guillemot stock over time.
Current vs Lagged Prices |
| Timeline |
Guillemot Lagged Returns
When evaluating Guillemot's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guillemot stock have on its future price. Guillemot 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, Guillemot autocorrelation shows the relationship between Guillemot stock current value and its past values and can show if there is a momentum factor associated with investing in Guillemot SA.
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 Guillemot Stock
Guillemot financial ratios help investors to determine whether Guillemot 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 Guillemot with respect to the benefits of owning Guillemot security.