Gunze (Germany) Market Value
| GUN Stock | EUR 25.80 0.40 1.57% |
| Symbol | Gunze |
Gunze '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 Gunze'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 Gunze.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in Gunze on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding Gunze Limited or generate 0.0% return on investment in Gunze over 90 days. Gunze is related to or competes with BK MANDIRI, PT Bank, PT Bank, Grupo Aval, SHINHAN FINL, KB Financial, and WOORI FIN. Gunze Limited engages in the functional solutions, apparel, and lifestyle creations businesses in Japan More
Gunze 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 Gunze'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 Gunze Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.74 | |||
| Information Ratio | 0.174 | |||
| Maximum Drawdown | 7.51 | |||
| Value At Risk | (1.61) | |||
| Potential Upside | 2.52 |
Gunze Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gunze's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gunze's standard deviation. In reality, there are many statistical measures that can use Gunze historical prices to predict the future Gunze's volatility.| Risk Adjusted Performance | 0.171 | |||
| Jensen Alpha | 0.2473 | |||
| Total Risk Alpha | 0.1956 | |||
| Sortino Ratio | 0.1247 | |||
| Treynor Ratio | 1.58 |
Gunze February 19, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.171 | |||
| Market Risk Adjusted Performance | 1.59 | |||
| Mean Deviation | 0.9084 | |||
| Semi Deviation | 0.9329 | |||
| Downside Deviation | 1.74 | |||
| Coefficient Of Variation | 472.87 | |||
| Standard Deviation | 1.24 | |||
| Variance | 1.55 | |||
| Information Ratio | 0.174 | |||
| Jensen Alpha | 0.2473 | |||
| Total Risk Alpha | 0.1956 | |||
| Sortino Ratio | 0.1247 | |||
| Treynor Ratio | 1.58 | |||
| Maximum Drawdown | 7.51 | |||
| Value At Risk | (1.61) | |||
| Potential Upside | 2.52 | |||
| Downside Variance | 3.01 | |||
| Semi Variance | 0.8703 | |||
| Expected Short fall | (1.33) | |||
| Skewness | (0.73) | |||
| Kurtosis | 3.78 |
Gunze Limited Backtested Returns
Gunze appears to be very steady, given 3 months investment horizon. Gunze Limited holds Efficiency (Sharpe) Ratio of 0.22, which attests that the entity had a 0.22 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Gunze Limited, which you can use to evaluate the volatility of the firm. Please utilize Gunze's Downside Deviation of 1.74, market risk adjusted performance of 1.59, and Risk Adjusted Performance of 0.171 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Gunze holds a performance score of 17. The company retains a Market Volatility (i.e., Beta) of 0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gunze's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gunze is expected to be smaller as well. Please check Gunze's jensen alpha, maximum drawdown, semi variance, as well as the relationship between the sortino ratio and potential upside , to make a quick decision on whether Gunze's current trending patterns will revert.
Auto-correlation | 0.27 |
Poor predictability
Gunze Limited has poor predictability. Overlapping area represents the amount of predictability between Gunze time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Gunze Limited price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Gunze price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
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Other Information on Investing in Gunze Stock
Gunze financial ratios help investors to determine whether Gunze 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 Gunze with respect to the benefits of owning Gunze security.