Guerbet S (France) Market Value
| GBT Stock | EUR 38.00 0.25 0.65% |
| Symbol | Guerbet |
Guerbet S '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 Guerbet S'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 Guerbet S.
| 05/16/2022 |
| 05/05/2024 |
If you would invest 0.00 in Guerbet S on May 16, 2022 and sell it all today you would earn a total of 0.00 from holding Guerbet S A or generate 0.0% return on investment in Guerbet S over 720 days. Guerbet S is related to or competes with Biosynex, Novacyt, Biophytis, and Intrasense. Guerbet SA engages in the research, development, production, and sale of contrast media products, delivery systems, medi... More
Guerbet S 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 Guerbet S'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 Guerbet S A upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.28 | |||
| Information Ratio | 0.2843 | |||
| Maximum Drawdown | 15.63 | |||
| Value At Risk | (3.81) | |||
| Potential Upside | 6.81 |
Guerbet S Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guerbet S's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guerbet S's standard deviation. In reality, there are many statistical measures that can use Guerbet S historical prices to predict the future Guerbet S's volatility.| Risk Adjusted Performance | 0.2035 | |||
| Jensen Alpha | 0.9059 | |||
| Total Risk Alpha | 0.614 | |||
| Sortino Ratio | 0.3893 | |||
| Treynor Ratio | 1.29 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Guerbet S's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Guerbet S A Backtested Returns
Guerbet S appears to be very steady, given 3 months investment horizon. Guerbet S A holds Efficiency (Sharpe) Ratio of 0.28, which attests that the entity had a 0.28% return per unit of risk over the last 3 months. By evaluating Guerbet S's technical indicators, you can evaluate if the expected return of 0.81% is justified by implied risk. Please utilize Guerbet S's Risk Adjusted Performance of 0.2035, market risk adjusted performance of 1.3, and Downside Deviation of 2.28 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Guerbet S holds a performance score of 21. The company retains a Market Volatility (i.e., Beta) of 0.74, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Guerbet S's returns are expected to increase less than the market. However, during the bear market, the loss of holding Guerbet S is expected to be smaller as well. Please check Guerbet S's maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to make a quick decision on whether Guerbet S's current trending patterns will revert.
Auto-correlation | -0.25 |
Weak reverse predictability
Guerbet S A has weak reverse predictability. Overlapping area represents the amount of predictability between Guerbet S time series from 16th of May 2022 to 11th of May 2023 and 11th of May 2023 to 5th of May 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 Guerbet S A price movement. The serial correlation of -0.25 indicates that over 25.0% of current Guerbet S price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 39.38 |
Guerbet S A lagged returns against current returns
Autocorrelation, which is Guerbet S 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 Guerbet S's stock expected returns. We can calculate the autocorrelation of Guerbet S returns to help us make a trade decision. For example, suppose you find that Guerbet S 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 |
Guerbet S 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 Guerbet S stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guerbet S stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guerbet S stock over time.
Current vs Lagged Prices |
| Timeline |
Guerbet S Lagged Returns
When evaluating Guerbet S's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guerbet S stock have on its future price. Guerbet S 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, Guerbet S autocorrelation shows the relationship between Guerbet S stock current value and its past values and can show if there is a momentum factor associated with investing in Guerbet S A.
Regressed Prices |
| Timeline |
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Complementary Tools for Guerbet Stock analysis
When running Guerbet S's price analysis, check to measure Guerbet S'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 Guerbet S is operating at the current time. Most of Guerbet S's value examination focuses on studying past and present price action to predict the probability of Guerbet S's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Guerbet S's price. Additionally, you may evaluate how the addition of Guerbet S to your portfolios can decrease your overall portfolio volatility.
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Guerbet S 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.