Grafton Group (UK) Market Value
| GFTU Stock | 909.30 4.90 0.54% |
| Symbol | Grafton |
Grafton 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 Grafton 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 Grafton Group.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Grafton Group on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Grafton Group plc or generate 0.0% return on investment in Grafton Group over 90 days. Grafton Group is related to or competes with Samsung Electronics, Samsung Electronics, Samsung Electronics, Toyota, State Bank, Reliance Industries, and Halyk Bank. Grafton Group is entity of United Kingdom More
Grafton 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 Grafton 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 Grafton Group plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.75 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 11.75 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 2.23 |
Grafton Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grafton Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grafton Group's standard deviation. In reality, there are many statistical measures that can use Grafton Group historical prices to predict the future Grafton Group's volatility.| Risk Adjusted Performance | 0.0379 | |||
| Jensen Alpha | 0.0417 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.8843 |
Grafton Group plc Backtested Returns
Currently, Grafton Group plc is very steady. Grafton Group plc holds Efficiency (Sharpe) Ratio of 0.0509, which attests that the entity had a 0.0509 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Grafton Group plc, which you can use to evaluate the volatility of the firm. Please check out Grafton Group's market risk adjusted performance of 0.8943, and Risk Adjusted Performance of 0.0379 to validate if the risk estimate we provide is consistent with the expected return of 0.0848%. Grafton Group has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0582, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Grafton Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Grafton Group is expected to be smaller as well. Grafton Group plc right now retains a risk of 1.67%. Please check out Grafton Group market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Grafton Group will be following its current trending patterns.
Auto-correlation | -0.46 |
Modest reverse predictability
Grafton Group plc has modest reverse predictability. Overlapping area represents the amount of predictability between Grafton Group time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Grafton Group plc price movement. The serial correlation of -0.46 indicates that about 46.0% of current Grafton Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 1656.28 |
Grafton Group plc lagged returns against current returns
Autocorrelation, which is Grafton 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 Grafton Group's stock expected returns. We can calculate the autocorrelation of Grafton Group returns to help us make a trade decision. For example, suppose you find that Grafton 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 |
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Grafton 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 Grafton Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grafton Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grafton Group stock over time.
Current vs Lagged Prices |
| Timeline |
Grafton Group Lagged Returns
When evaluating Grafton Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grafton Group stock have on its future price. Grafton 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, Grafton Group autocorrelation shows the relationship between Grafton Group stock current value and its past values and can show if there is a momentum factor associated with investing in Grafton Group plc.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Grafton Stock Analysis
When running Grafton Group's price analysis, check to measure Grafton Group'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 Grafton Group is operating at the current time. Most of Grafton Group's value examination focuses on studying past and present price action to predict the probability of Grafton Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Grafton Group's price. Additionally, you may evaluate how the addition of Grafton Group to your portfolios can decrease your overall portfolio volatility.