GMA Network (Philippines) Market Value
| GMA7 Stock | 5.14 0.01 0.19% |
| Symbol | GMA |
GMA Network '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 GMA Network'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 GMA Network.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in GMA Network on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding GMA Network or generate 0.0% return on investment in GMA Network over 90 days. GMA Network is related to or competes with Metropolitan Bank, Concepcion Industrial, Converge Information, Semirara Mining, Philippine Business, and Robinsons Retail. More
GMA Network 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 GMA Network'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 GMA Network upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.35) | |||
| Maximum Drawdown | 4.74 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 1.03 |
GMA Network Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GMA Network's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GMA Network's standard deviation. In reality, there are many statistical measures that can use GMA Network historical prices to predict the future GMA Network's volatility.| Risk Adjusted Performance | (0.19) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | 1.34 |
GMA Network Backtested Returns
GMA Network retains Efficiency (Sharpe Ratio) of -0.2, which attests that the entity had a -0.2 % return per unit of risk over the last 3 months. GMA Network exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out GMA Network's Variance of 0.8262, coefficient of variation of (501.10), and Market Risk Adjusted Performance of 1.35 to validate the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning GMA Network are expected to decrease at a much lower rate. During the bear market, GMA Network is likely to outperform the market. At this point, GMA Network has a negative expected return of -0.19%. Please make sure to check out GMA Network'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 GMA Network performance from the past will be repeated in the future.
Auto-correlation | -0.21 |
Weak reverse predictability
GMA Network has weak reverse predictability. Overlapping area represents the amount of predictability between GMA Network 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 GMA Network price movement. The serial correlation of -0.21 indicates that over 21.0% of current GMA Network price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
GMA Network lagged returns against current returns
Autocorrelation, which is GMA Network 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 GMA Network's stock expected returns. We can calculate the autocorrelation of GMA Network returns to help us make a trade decision. For example, suppose you find that GMA Network 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 |
GMA Network 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 GMA Network stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GMA Network stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GMA Network stock over time.
Current vs Lagged Prices |
| Timeline |
GMA Network Lagged Returns
When evaluating GMA Network's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GMA Network stock have on its future price. GMA Network 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, GMA Network autocorrelation shows the relationship between GMA Network stock current value and its past values and can show if there is a momentum factor associated with investing in GMA Network.
Regressed Prices |
| Timeline |
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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 GMA Stock Analysis
When running GMA Network's price analysis, check to measure GMA Network'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 GMA Network is operating at the current time. Most of GMA Network's value examination focuses on studying past and present price action to predict the probability of GMA Network's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GMA Network's price. Additionally, you may evaluate how the addition of GMA Network to your portfolios can decrease your overall portfolio volatility.