G8 Education (Australia) Market Value
| GEM Stock | 0.96 0.04 4.00% |
| Symbol | GEM |
G8 Education '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 G8 Education'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 G8 Education.
| 06/06/2025 |
| 07/06/2025 |
If you would invest 0.00 in G8 Education on June 6, 2025 and sell it all today you would earn a total of 0.00 from holding G8 Education or generate 0.0% return on investment in G8 Education over 30 days. G8 Education is related to or competes with Aneka Tambang, Commonwealth Bank, Commonwealth Bank, ANZ Group, Australia, Australia, and Commonwealth Bank. G8 Education is entity of Australia. It is traded as Stock on AU exchange. More
G8 Education 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 G8 Education'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 G8 Education upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 12.33 | |||
| Value At Risk | (4.00) | |||
| Potential Upside | 3.15 |
G8 Education Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for G8 Education's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as G8 Education's standard deviation. In reality, there are many statistical measures that can use G8 Education historical prices to predict the future G8 Education's volatility.| Risk Adjusted Performance | (0.39) | |||
| Jensen Alpha | (0.44) | |||
| Total Risk Alpha | (0.57) | |||
| Treynor Ratio | 5.08 |
G8 Education Backtested Returns
G8 Education retains Efficiency (Sharpe Ratio) of -0.21, which attests that the company had a -0.21 % return per unit of price deviation over the last 3 months. G8 Education exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out G8 Education's Information Ratio of (0.30), market risk adjusted performance of 5.09, and Coefficient Of Variation of (422.11) to validate the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.0888, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning G8 Education are expected to decrease at a much lower rate. During the bear market, G8 Education is likely to outperform the market. At this point, G8 Education has a negative expected return of -0.39%. Please make sure to check out G8 Education's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if G8 Education performance from the past will be repeated sooner or later.
Auto-correlation | 0.78 |
Good predictability
G8 Education has good predictability. Overlapping area represents the amount of predictability between G8 Education time series from 6th of June 2025 to 21st of June 2025 and 21st of June 2025 to 6th 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 G8 Education price movement. The serial correlation of 0.78 indicates that around 78.0% of current G8 Education price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
G8 Education lagged returns against current returns
Autocorrelation, which is G8 Education 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 G8 Education's stock expected returns. We can calculate the autocorrelation of G8 Education returns to help us make a trade decision. For example, suppose you find that G8 Education 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 |
G8 Education 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 G8 Education stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if G8 Education stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in G8 Education stock over time.
Current vs Lagged Prices |
| Timeline |
G8 Education Lagged Returns
When evaluating G8 Education's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of G8 Education stock have on its future price. G8 Education 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, G8 Education autocorrelation shows the relationship between G8 Education stock current value and its past values and can show if there is a momentum factor associated with investing in G8 Education.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for GEM Stock Analysis
When running G8 Education's price analysis, check to measure G8 Education'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 G8 Education is operating at the current time. Most of G8 Education's value examination focuses on studying past and present price action to predict the probability of G8 Education's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move G8 Education's price. Additionally, you may evaluate how the addition of G8 Education to your portfolios can decrease your overall portfolio volatility.