Gsk Plc Stock Market Value
| GLAXF Stock | USD 17.15 0.91 5.04% |
| Symbol | GSK |
GSK Plc '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 GSK Plc's pink sheet 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 GSK Plc.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in GSK Plc on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding GSK plc or generate 0.0% return on investment in GSK Plc over 90 days. GSK Plc is related to or competes with AstraZeneca PLC, BP Plc, GlaxoSmithKline PLC, Novo Nordisk, Novartis, Santen Pharmaceutical, and Sanofi. GSK plc, together with its subsidiaries, engages in the creation, discovery, development, manufacture, and marketing of ... More
GSK Plc 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 GSK Plc's pink sheet 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 GSK plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.62 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 19.98 | |||
| Value At Risk | (5.04) | |||
| Potential Upside | 6.47 |
GSK Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GSK Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GSK Plc's standard deviation. In reality, there are many statistical measures that can use GSK Plc historical prices to predict the future GSK Plc's volatility.| Risk Adjusted Performance | 0.0249 | |||
| Jensen Alpha | 0.0699 | |||
| Total Risk Alpha | (0.42) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.46) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of GSK Plc'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.
GSK plc Backtested Returns
At this point, GSK Plc is not too volatile. GSK plc holds Efficiency (Sharpe) Ratio of 0.013, which attests that the entity had a 0.013 % return per unit of risk over the last 3 months. We have found thirty technical indicators for GSK plc, which you can use to evaluate the volatility of the firm. Please check out GSK Plc's Risk Adjusted Performance of 0.0249, market risk adjusted performance of (0.45), and Semi Deviation of 2.88 to validate if the risk estimate we provide is consistent with the expected return of 0.0451%. GSK Plc has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning GSK Plc are expected to decrease at a much lower rate. During the bear market, GSK Plc is likely to outperform the market. GSK plc currently retains a risk of 3.47%. Please check out GSK Plc total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to decide if GSK Plc will be following its current trending patterns.
Auto-correlation | -0.59 |
Good reverse predictability
GSK plc has good reverse predictability. Overlapping area represents the amount of predictability between GSK Plc 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 GSK plc price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current GSK Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.98 |
GSK plc lagged returns against current returns
Autocorrelation, which is GSK Plc pink sheet'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 GSK Plc's pink sheet expected returns. We can calculate the autocorrelation of GSK Plc returns to help us make a trade decision. For example, suppose you find that GSK Plc has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
GSK Plc 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 GSK Plc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GSK Plc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GSK Plc pink sheet over time.
Current vs Lagged Prices |
| Timeline |
GSK Plc Lagged Returns
When evaluating GSK Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GSK Plc pink sheet have on its future price. GSK Plc 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, GSK Plc autocorrelation shows the relationship between GSK Plc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in GSK plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in GSK Pink Sheet
GSK Plc financial ratios help investors to determine whether GSK Pink Sheet 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 GSK with respect to the benefits of owning GSK Plc security.