G5 Entertainment (Germany) Market Value
| U3I Stock | EUR 11.76 0.46 4.07% |
| Symbol | U3I |
G5 Entertainment '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 G5 Entertainment'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 G5 Entertainment.
| 09/20/2023 |
| 03/13/2025 |
If you would invest 0.00 in G5 Entertainment on September 20, 2023 and sell it all today you would earn a total of 0.00 from holding G5 Entertainment AB or generate 0.0% return on investment in G5 Entertainment over 540 days. G5 Entertainment is related to or competes with THRACE PLASTICS, PRECISION DRILLING, Yokohama Rubber, Mitsubishi Materials, Major Drilling, and IBU-tec Advanced. G5 Entertainment AB develops and publishes free-to-play games for smartphones, tablets, and personal computers in Sweden More
G5 Entertainment 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 G5 Entertainment'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 G5 Entertainment AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.77 | |||
| Information Ratio | 0.2379 | |||
| Maximum Drawdown | 16.62 | |||
| Value At Risk | (3.13) | |||
| Potential Upside | 4.6 |
G5 Entertainment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for G5 Entertainment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as G5 Entertainment's standard deviation. In reality, there are many statistical measures that can use G5 Entertainment historical prices to predict the future G5 Entertainment's volatility.| Risk Adjusted Performance | 0.1655 | |||
| Jensen Alpha | 0.4927 | |||
| Total Risk Alpha | 0.8881 | |||
| Sortino Ratio | 0.2214 | |||
| Treynor Ratio | 5.08 |
G5 Entertainment Backtested Returns
G5 Entertainment appears to be not too volatile, given 3 months investment horizon. G5 Entertainment retains Efficiency (Sharpe Ratio) of 0.16, which attests that the company had a 0.16 % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for G5 Entertainment, which you can use to evaluate the volatility of the entity. Please utilize G5 Entertainment's Standard Deviation of 2.57, market risk adjusted performance of 5.09, and Semi Deviation of 2.19 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, G5 Entertainment holds a performance score of 12. The firm owns a Beta (Systematic Risk) of 0.0946, which attests to not very significant fluctuations relative to the market. As returns on the market increase, G5 Entertainment's returns are expected to increase less than the market. However, during the bear market, the loss of holding G5 Entertainment is expected to be smaller as well. Please check G5 Entertainment's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether G5 Entertainment's current price history will revert.
Auto-correlation | -0.47 |
Modest reverse predictability
G5 Entertainment AB has modest reverse predictability. Overlapping area represents the amount of predictability between G5 Entertainment time series from 20th of September 2023 to 16th of June 2024 and 16th of June 2024 to 13th of March 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 G5 Entertainment price movement. The serial correlation of -0.47 indicates that about 47.0% of current G5 Entertainment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 1.92 |
G5 Entertainment lagged returns against current returns
Autocorrelation, which is G5 Entertainment 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 G5 Entertainment's stock expected returns. We can calculate the autocorrelation of G5 Entertainment returns to help us make a trade decision. For example, suppose you find that G5 Entertainment 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 |
G5 Entertainment 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 G5 Entertainment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if G5 Entertainment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in G5 Entertainment stock over time.
Current vs Lagged Prices |
| Timeline |
G5 Entertainment Lagged Returns
When evaluating G5 Entertainment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of G5 Entertainment stock have on its future price. G5 Entertainment 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, G5 Entertainment autocorrelation shows the relationship between G5 Entertainment stock current value and its past values and can show if there is a momentum factor associated with investing in G5 Entertainment AB.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in U3I Stock
G5 Entertainment financial ratios help investors to determine whether U3I 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 U3I with respect to the benefits of owning G5 Entertainment security.