GBS Software (Germany) Market Value
| INW Stock | 2.80 0.06 2.19% |
| Symbol | GBS |
GBS Software '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 GBS Software'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 GBS Software.
| 12/08/2024 |
| 01/07/2025 |
If you would invest 0.00 in GBS Software on December 8, 2024 and sell it all today you would earn a total of 0.00 from holding GBS Software AG or generate 0.0% return on investment in GBS Software over 30 days. GBS Software is related to or competes with Apple, Apple, Apple, Apple, Apple, Apple, and Microsoft. GROUP Business Software AG develops and offers software solutions and services for IBM and Microsoft collaboration platforms in North America, Europe, and Asia. More
GBS Software 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 GBS Software'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 GBS Software AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.38 | |||
| Information Ratio | 0.0186 | |||
| Maximum Drawdown | 16.82 | |||
| Value At Risk | (5.79) | |||
| Potential Upside | 4.72 |
GBS Software Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GBS Software's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GBS Software's standard deviation. In reality, there are many statistical measures that can use GBS Software historical prices to predict the future GBS Software's volatility.| Risk Adjusted Performance | 0.0285 | |||
| Jensen Alpha | 0.055 | |||
| Total Risk Alpha | 0.0222 | |||
| Sortino Ratio | 0.0125 | |||
| Treynor Ratio | 0.069 |
GBS Software AG Backtested Returns
Currently, GBS Software AG is risky. GBS Software AG holds Efficiency (Sharpe) Ratio of 0.053, which attests that the company had a 0.053% return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for GBS Software AG, which you can use to evaluate the volatility of the entity. Please check out GBS Software's semi deviation of 2.54, and Market Risk Adjusted Performance of 0.079 to validate if the risk estimate we provide is consistent with the expected return of 0.16%. GBS Software has a performance score of 4 on a scale of 0 to 100. The firm retains a Market Volatility (i.e., Beta) of 0.97, which attests to possible diversification benefits within a given portfolio. GBS Software returns are very sensitive to returns on the market. As the market goes up or down, GBS Software is expected to follow. GBS Software AG now retains a risk of 2.94%. Please check out GBS Software potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to decide if GBS Software will be following its current trending patterns.
Auto-correlation | -0.9 |
Excellent reverse predictability
GBS Software AG has excellent reverse predictability. Overlapping area represents the amount of predictability between GBS Software time series from 8th of December 2024 to 23rd of December 2024 and 23rd of December 2024 to 7th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of GBS Software AG price movement. The serial correlation of -0.9 indicates that approximately 90.0% of current GBS Software price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.9 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
GBS Software AG lagged returns against current returns
Autocorrelation, which is GBS Software 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 GBS Software's stock expected returns. We can calculate the autocorrelation of GBS Software returns to help us make a trade decision. For example, suppose you find that GBS Software 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 |
GBS Software 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 GBS Software stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GBS Software stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GBS Software stock over time.
Current vs Lagged Prices |
| Timeline |
GBS Software Lagged Returns
When evaluating GBS Software's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GBS Software stock have on its future price. GBS Software 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, GBS Software autocorrelation shows the relationship between GBS Software stock current value and its past values and can show if there is a momentum factor associated with investing in GBS Software AG.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for GBS Stock Analysis
When running GBS Software's price analysis, check to measure GBS Software'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 GBS Software is operating at the current time. Most of GBS Software's value examination focuses on studying past and present price action to predict the probability of GBS Software's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GBS Software's price. Additionally, you may evaluate how the addition of GBS Software to your portfolios can decrease your overall portfolio volatility.