GameStop Corp (Mexico) Market Value
| GME Stock | MXN 434.00 5.13 1.17% |
| Symbol | GameStop |
GameStop Corp '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 GameStop Corp'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 GameStop Corp.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in GameStop Corp on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding GameStop Corp or generate 0.0% return on investment in GameStop Corp over 90 days. GameStop Corp is related to or competes with ODP, and Grupo Gigante. GameStop Corp., a specialty retailer, provides games and entertainment products through its e-commerce properties and va... More
GameStop Corp 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 GameStop Corp'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 GameStop Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 30.89 | |||
| Value At Risk | (5.88) | |||
| Potential Upside | 4.64 |
GameStop Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GameStop Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GameStop Corp's standard deviation. In reality, there are many statistical measures that can use GameStop Corp historical prices to predict the future GameStop Corp's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.80) | |||
| Treynor Ratio | 1.19 |
GameStop Corp Backtested Returns
GameStop Corp holds Efficiency (Sharpe) Ratio of -0.0507, which attests that the entity had a -0.0507 % return per unit of risk over the last 3 months. GameStop Corp exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out GameStop Corp's Market Risk Adjusted Performance of 1.2, risk adjusted performance of (0.05), and Standard Deviation of 3.96 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.21, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning GameStop Corp are expected to decrease at a much lower rate. During the bear market, GameStop Corp is likely to outperform the market. At this point, GameStop Corp has a negative expected return of -0.2%. Please make sure to check out GameStop Corp's skewness, rate of daily change, and the relationship between the value at risk and accumulation distribution , to decide if GameStop Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.37 |
Poor reverse predictability
GameStop Corp has poor reverse predictability. Overlapping area represents the amount of predictability between GameStop Corp 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 GameStop Corp price movement. The serial correlation of -0.37 indicates that just about 37.0% of current GameStop Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 2160.2 |
GameStop Corp lagged returns against current returns
Autocorrelation, which is GameStop Corp 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 GameStop Corp's stock expected returns. We can calculate the autocorrelation of GameStop Corp returns to help us make a trade decision. For example, suppose you find that GameStop Corp 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 |
GameStop Corp 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 GameStop Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GameStop Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GameStop Corp stock over time.
Current vs Lagged Prices |
| Timeline |
GameStop Corp Lagged Returns
When evaluating GameStop Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GameStop Corp stock have on its future price. GameStop Corp 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, GameStop Corp autocorrelation shows the relationship between GameStop Corp stock current value and its past values and can show if there is a momentum factor associated with investing in GameStop Corp.
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 GameStop Stock Analysis
When running GameStop Corp's price analysis, check to measure GameStop Corp'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 GameStop Corp is operating at the current time. Most of GameStop Corp's value examination focuses on studying past and present price action to predict the probability of GameStop Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GameStop Corp's price. Additionally, you may evaluate how the addition of GameStop Corp to your portfolios can decrease your overall portfolio volatility.