Gigaset AG (Germany) Market Value
| GGS Stock | EUR 0.02 0 18.81% |
| Symbol | Gigaset |
Gigaset AG '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 Gigaset AG'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 Gigaset AG.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Gigaset AG on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Gigaset AG or generate 0.0% return on investment in Gigaset AG over 90 days. Gigaset AG is related to or competes with Ringmetall, FIREWEED METALS, Western Copper, Perseus Mining, SUPERNOVA METALS, and MCEWEN MINING. Gigaset AG operates in the area of telecommunications in Germany, Europe, and internationally More
Gigaset AG 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 Gigaset AG'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 Gigaset AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 18.72 | |||
| Information Ratio | 0.0323 | |||
| Maximum Drawdown | 111.96 | |||
| Value At Risk | (27.27) | |||
| Potential Upside | 38.75 |
Gigaset AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gigaset AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gigaset AG's standard deviation. In reality, there are many statistical measures that can use Gigaset AG historical prices to predict the future Gigaset AG's volatility.| Risk Adjusted Performance | 0.0464 | |||
| Jensen Alpha | 1.49 | |||
| Total Risk Alpha | (1.96) | |||
| Sortino Ratio | 0.0335 | |||
| Treynor Ratio | (0.13) |
Gigaset AG Backtested Returns
Gigaset AG is out of control given 3 months investment horizon. Gigaset AG holds Efficiency (Sharpe) Ratio of 0.0689, which attests that the entity had a 0.0689 % return per unit of risk over the last 3 months. We were able to interpolate thirty different technical indicators, which can help you to evaluate if expected returns of 1.33% are justified by taking the suggested risk. Use Gigaset AG Market Risk Adjusted Performance of (0.12), downside deviation of 18.72, and Risk Adjusted Performance of 0.0464 to evaluate company specific risk that cannot be diversified away. Gigaset AG holds a performance score of 5 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -5.63, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Gigaset AG are expected to decrease by larger amounts. On the other hand, during market turmoil, Gigaset AG is expected to outperform it. Use Gigaset AG sortino ratio, potential upside, and the relationship between the jensen alpha and maximum drawdown , to analyze future returns on Gigaset AG.
Auto-correlation | -0.49 |
Modest reverse predictability
Gigaset AG has modest reverse predictability. Overlapping area represents the amount of predictability between Gigaset AG 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 Gigaset AG price movement. The serial correlation of -0.49 indicates that about 49.0% of current Gigaset AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Gigaset AG lagged returns against current returns
Autocorrelation, which is Gigaset AG 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 Gigaset AG's stock expected returns. We can calculate the autocorrelation of Gigaset AG returns to help us make a trade decision. For example, suppose you find that Gigaset AG 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 |
Gigaset AG 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 Gigaset AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gigaset AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gigaset AG stock over time.
Current vs Lagged Prices |
| Timeline |
Gigaset AG Lagged Returns
When evaluating Gigaset AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gigaset AG stock have on its future price. Gigaset AG 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, Gigaset AG autocorrelation shows the relationship between Gigaset AG stock current value and its past values and can show if there is a momentum factor associated with investing in Gigaset AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Gigaset Stock
Gigaset AG financial ratios help investors to determine whether Gigaset Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Gigaset with respect to the benefits of owning Gigaset AG security.