Gencor Industries Stock Market Value
| GENC Stock | USD 15.11 0.44 3.00% |
| Symbol | Gencor |
Is Industrial Machinery & Supplies & Components 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 Gencor Industries. If investors know Gencor 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 Gencor Industries listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.55) | Earnings Share 0.99 | Revenue Per Share 7.72 | Quarterly Revenue Growth 0.002 | Return On Assets 0.0423 |
The market value of Gencor Industries is measured differently than its book value, which is the value of Gencor that is recorded on the company's balance sheet. Investors also form their own opinion of Gencor Industries' value that differs from its market value or its book value, called intrinsic value, which is Gencor Industries' 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 Gencor Industries' market value can be influenced by many factors that don't directly affect Gencor Industries' 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 Gencor Industries' value and its price as these two are different measures arrived at by different means. Investors typically determine if Gencor Industries is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Gencor Industries' 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.
Gencor Industries '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 Gencor Industries' 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 Gencor Industries.
| 06/06/2025 |
| 07/06/2025 |
If you would invest 0.00 in Gencor Industries on June 6, 2025 and sell it all today you would earn a total of 0.00 from holding Gencor Industries or generate 0.0% return on investment in Gencor Industries over 30 days. Gencor Industries is related to or competes with Hurco Companies, HNI Corp, Highway Holdings, Playtika Holding, Zhihu, Modine Manufacturing, and KVH Industries. Gencor Industries, Inc., together with its subsidiaries, designs, manufactures, and sells heavy machinery used in the pr... More
Gencor Industries 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 Gencor Industries' 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 Gencor Industries upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.14 | |||
| Information Ratio | 0.08 | |||
| Maximum Drawdown | 19.77 | |||
| Value At Risk | (5.29) | |||
| Potential Upside | 5.12 |
Gencor Industries Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gencor Industries' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gencor Industries' standard deviation. In reality, there are many statistical measures that can use Gencor Industries historical prices to predict the future Gencor Industries' volatility.| Risk Adjusted Performance | 0.1886 | |||
| Jensen Alpha | 0.2765 | |||
| Total Risk Alpha | 0.1626 | |||
| Sortino Ratio | 0.088 | |||
| Treynor Ratio | 0.3794 |
Gencor Industries Backtested Returns
Gencor Industries appears to be not too volatile, given 3 months investment horizon. Gencor Industries holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. By evaluating Gencor Industries' technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please utilize Gencor Industries' Market Risk Adjusted Performance of 0.3894, downside deviation of 3.14, and Risk Adjusted Performance of 0.1886 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Gencor Industries holds a performance score of 11. The company retains a Market Volatility (i.e., Beta) of 1.0, which attests to possible diversification benefits within a given portfolio. Gencor Industries returns are very sensitive to returns on the market. As the market goes up or down, Gencor Industries is expected to follow. Please check Gencor Industries' total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Gencor Industries' current trending patterns will revert.
Auto-correlation | 0.23 |
Weak predictability
Gencor Industries has weak predictability. Overlapping area represents the amount of predictability between Gencor Industries 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 Gencor Industries price movement. The serial correlation of 0.23 indicates that over 23.0% of current Gencor Industries price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Gencor Industries lagged returns against current returns
Autocorrelation, which is Gencor Industries 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 Gencor Industries' stock expected returns. We can calculate the autocorrelation of Gencor Industries returns to help us make a trade decision. For example, suppose you find that Gencor Industries 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 |
Gencor Industries 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 Gencor Industries stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gencor Industries stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gencor Industries stock over time.
Current vs Lagged Prices |
| Timeline |
Gencor Industries Lagged Returns
When evaluating Gencor Industries' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gencor Industries stock have on its future price. Gencor Industries 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, Gencor Industries autocorrelation shows the relationship between Gencor Industries stock current value and its past values and can show if there is a momentum factor associated with investing in Gencor Industries.
Regressed Prices |
| Timeline |
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Check out Gencor Industries Correlation, Gencor Industries Volatility and Gencor Industries Alpha and Beta module to complement your research on Gencor Industries. For information on how to trade Gencor Stock refer to our How to Trade Gencor Stock guide.You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Gencor Industries 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.