Guild Esports Plc Stock Market Value
| GULDF Stock | USD 0.01 0.00 0.00% |
| Symbol | Guild |
Guild Esports '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 Guild Esports' 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 Guild Esports.
| 10/31/2023 |
| 11/24/2024 |
If you would invest 0.00 in Guild Esports on October 31, 2023 and sell it all today you would earn a total of 0.00 from holding Guild Esports Plc or generate 0.0% return on investment in Guild Esports over 390 days. Guild Esports Plc operates as a team organization and lifestyle brand that fields professional players in gaming competi... More
Guild Esports 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 Guild Esports' 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 Guild Esports Plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1174 | |||
| Maximum Drawdown | 185.19 |
Guild Esports Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guild Esports' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guild Esports' standard deviation. In reality, there are many statistical measures that can use Guild Esports historical prices to predict the future Guild Esports' volatility.| Risk Adjusted Performance | 0.1041 | |||
| Jensen Alpha | 2.27 | |||
| Total Risk Alpha | (0.79) | |||
| Treynor Ratio | 0.6474 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Guild Esports' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Guild Esports Plc Backtested Returns
Guild Esports is out of control given 3 months investment horizon. Guild Esports Plc holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12% return per unit of risk over the last 3 months. We were able to break down sixteen different technical indicators, which can help you to evaluate if expected returns of 2.85% are justified by taking the suggested risk. Use Guild Esports Plc Standard Deviation of 22.79, market risk adjusted performance of 0.6574, and Risk Adjusted Performance of 0.1041 to evaluate company specific risk that cannot be diversified away. Guild Esports holds a performance score of 9 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 4.32, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Guild Esports will likely underperform. Use Guild Esports Plc information ratio, as well as the relationship between the skewness and day median price , to analyze future returns on Guild Esports Plc.
Auto-correlation | -0.52 |
Good reverse predictability
Guild Esports Plc has good reverse predictability. Overlapping area represents the amount of predictability between Guild Esports time series from 31st of October 2023 to 13th of May 2024 and 13th of May 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 Guild Esports Plc price movement. The serial correlation of -0.52 indicates that about 52.0% of current Guild Esports price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Guild Esports Plc lagged returns against current returns
Autocorrelation, which is Guild Esports 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 Guild Esports' pink sheet expected returns. We can calculate the autocorrelation of Guild Esports returns to help us make a trade decision. For example, suppose you find that Guild Esports 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 |
Guild Esports 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 Guild Esports pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guild Esports pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guild Esports pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Guild Esports Lagged Returns
When evaluating Guild Esports' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guild Esports pink sheet have on its future price. Guild Esports 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, Guild Esports autocorrelation shows the relationship between Guild Esports pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Guild Esports Plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Guild Pink Sheet
Guild Esports financial ratios help investors to determine whether Guild 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 Guild with respect to the benefits of owning Guild Esports security.