Gentoo Media (Sweden) Market Value
| G2M Stock | 11.80 0.66 5.30% |
| Symbol | Gentoo |
Gentoo Media '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 Gentoo Media'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 Gentoo Media.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Gentoo Media on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Gentoo Media or generate 0.0% return on investment in Gentoo Media over 90 days.
Gentoo Media 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 Gentoo Media'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 Gentoo Media upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 30.48 | |||
| Value At Risk | (5.77) | |||
| Potential Upside | 4.73 |
Gentoo Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gentoo Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gentoo Media's standard deviation. In reality, there are many statistical measures that can use Gentoo Media historical prices to predict the future Gentoo Media's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.60) | |||
| Total Risk Alpha | (1.08) | |||
| Treynor Ratio | (1.09) |
Gentoo Media Backtested Returns
Gentoo Media holds Efficiency (Sharpe) Ratio of -0.11, which attests that the entity had a -0.11 % return per unit of risk over the last 3 months. Gentoo Media exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Gentoo Media's Market Risk Adjusted Performance of (1.08), risk adjusted performance of (0.12), and Standard Deviation of 3.94 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.49, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gentoo Media's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gentoo Media is expected to be smaller as well. At this point, Gentoo Media has a negative expected return of -0.46%. Please make sure to check out Gentoo Media's maximum drawdown, daily balance of power, period momentum indicator, as well as the relationship between the skewness and day typical price , to decide if Gentoo Media performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.68 |
Good predictability
Gentoo Media has good predictability. Overlapping area represents the amount of predictability between Gentoo Media time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 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 Gentoo Media price movement. The serial correlation of 0.68 indicates that around 68.0% of current Gentoo Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.84 |
Gentoo Media lagged returns against current returns
Autocorrelation, which is Gentoo Media 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 Gentoo Media's stock expected returns. We can calculate the autocorrelation of Gentoo Media returns to help us make a trade decision. For example, suppose you find that Gentoo Media 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 |
Gentoo Media 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 Gentoo Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gentoo Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gentoo Media stock over time.
Current vs Lagged Prices |
| Timeline |
Gentoo Media Lagged Returns
When evaluating Gentoo Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gentoo Media stock have on its future price. Gentoo Media 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, Gentoo Media autocorrelation shows the relationship between Gentoo Media stock current value and its past values and can show if there is a momentum factor associated with investing in Gentoo Media.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Gentoo Stock Analysis
When running Gentoo Media's price analysis, check to measure Gentoo Media'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 Gentoo Media is operating at the current time. Most of Gentoo Media's value examination focuses on studying past and present price action to predict the probability of Gentoo Media's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gentoo Media's price. Additionally, you may evaluate how the addition of Gentoo Media to your portfolios can decrease your overall portfolio volatility.