Gaucho Group Holdings Stock Market Value
| VINO Stock | USD 1.15 0.24 17.27% |
| Symbol | Gaucho |
Gaucho Group Holdings Price To Book Ratio
Is Real Estate Management & Development space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Gaucho Group. If investors know Gaucho will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Gaucho Group listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (123.88) | Revenue Per Share 4.351 | Quarterly Revenue Growth (0.40) | Return On Assets (0.41) | Return On Equity (2.57) |
The market value of Gaucho Group Holdings is measured differently than its book value, which is the value of Gaucho that is recorded on the company's balance sheet. Investors also form their own opinion of Gaucho Group's value that differs from its market value or its book value, called intrinsic value, which is Gaucho Group's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Gaucho Group's market value can be influenced by many factors that don't directly affect Gaucho Group's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Gaucho Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Gaucho Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Gaucho Group's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Gaucho Group '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 Gaucho Group'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 Gaucho Group.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Gaucho Group on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Gaucho Group Holdings or generate 0.0% return on investment in Gaucho Group over 30 days. Gaucho Group is related to or competes with Investcorp Credit, Medalist Diversified, Morningstar Unconstrained, Thrivent High, Via Renewables, T Rowe, and Sitka Gold. Gaucho Group Holdings, Inc., through its subsidiaries, invests in, develops, and operates real estate projects in Argent... More
Gaucho Group 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 Gaucho Group'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 Gaucho Group Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 59.33 | |||
| Value At Risk | (16.70) | |||
| Potential Upside | 6.19 |
Gaucho Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gaucho Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gaucho Group's standard deviation. In reality, there are many statistical measures that can use Gaucho Group historical prices to predict the future Gaucho Group's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (1.86) | |||
| Total Risk Alpha | (3.37) | |||
| Treynor Ratio | (1.76) |
Gaucho Group Holdings Backtested Returns
Gaucho Group Holdings holds Efficiency (Sharpe) Ratio of -0.17, which attests that the entity had a -0.17% return per unit of risk over the last 3 months. Gaucho Group Holdings exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Gaucho Group's Risk Adjusted Performance of (0.12), market risk adjusted performance of (1.75), and Standard Deviation of 10.38 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.99, which attests to possible diversification benefits within a given portfolio. Gaucho Group returns are very sensitive to returns on the market. As the market goes up or down, Gaucho Group is expected to follow. At this point, Gaucho Group Holdings has a negative expected return of -1.76%. Please make sure to check out Gaucho Group's potential upside, rate of daily change, as well as the relationship between the Rate Of Daily Change and period momentum indicator , to decide if Gaucho Group Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.57 |
Good reverse predictability
Gaucho Group Holdings has good reverse predictability. Overlapping area represents the amount of predictability between Gaucho Group time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Gaucho Group Holdings price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Gaucho Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 1.42 |
Gaucho Group Holdings lagged returns against current returns
Autocorrelation, which is Gaucho Group 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 Gaucho Group's stock expected returns. We can calculate the autocorrelation of Gaucho Group returns to help us make a trade decision. For example, suppose you find that Gaucho Group 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 |
Gaucho Group 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 Gaucho Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gaucho Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gaucho Group stock over time.
Current vs Lagged Prices |
| Timeline |
Gaucho Group Lagged Returns
When evaluating Gaucho Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gaucho Group stock have on its future price. Gaucho Group 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, Gaucho Group autocorrelation shows the relationship between Gaucho Group stock current value and its past values and can show if there is a momentum factor associated with investing in Gaucho Group Holdings.
Regressed Prices |
| Timeline |
Pair Trading with Gaucho Group
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Gaucho Group position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Gaucho Group will appreciate offsetting losses from the drop in the long position's value.Moving against Gaucho Stock
| 0.74 | ZG | Zillow Group | PairCorr |
| 0.63 | CBL | CBL Associates Properties | PairCorr |
| 0.62 | UE | Urban Edge Properties | PairCorr |
| 0.52 | MRNO | Murano Global Investments | PairCorr |
| 0.44 | DOUG | Douglas Elliman | PairCorr |
The ability to find closely correlated positions to Gaucho Group could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Gaucho Group when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Gaucho Group - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Gaucho Group Holdings to buy it.
The correlation of Gaucho Group is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Gaucho Group moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Gaucho Group Holdings moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Gaucho Group can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Gaucho Group Correlation, Gaucho Group Volatility and Gaucho Group Alpha and Beta module to complement your research on Gaucho Group. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Gaucho Group technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.