GenIP PLC (UK) Market Value
| GNIP Stock | 28.50 1.50 5.00% |
| Symbol | GenIP |
GenIP 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 GenIP PLC'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 GenIP PLC.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in GenIP PLC on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding GenIP PLC or generate 0.0% return on investment in GenIP PLC over 90 days. GenIP PLC is related to or competes with Restore Plc, Franchise Brands, Inspired Plc, Mind Gym, and . GenIP PLC is entity of United Kingdom. It is traded as Stock on LSE exchange. More
GenIP 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 GenIP PLC'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 GenIP PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.06 | |||
| Information Ratio | 0.0476 | |||
| Maximum Drawdown | 26.15 | |||
| Value At Risk | (6.15) | |||
| Potential Upside | 9.68 |
GenIP PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GenIP PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GenIP PLC's standard deviation. In reality, there are many statistical measures that can use GenIP PLC historical prices to predict the future GenIP PLC's volatility.| Risk Adjusted Performance | 0.0787 | |||
| Jensen Alpha | 0.4006 | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | 0.0474 | |||
| Treynor Ratio | (1.63) |
GenIP PLC Backtested Returns
Currently, GenIP PLC is not too volatile. GenIP PLC holds Efficiency (Sharpe) Ratio of 0.0229, which attests that the entity had a 0.0229 % return per unit of risk over the last 3 months. We have found thirty technical indicators for GenIP PLC, which you can use to evaluate the volatility of the firm. Please check out GenIP PLC's Risk Adjusted Performance of 0.0787, market risk adjusted performance of (1.62), and Downside Deviation of 5.06 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. GenIP PLC has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning GenIP PLC are expected to decrease at a much lower rate. During the bear market, GenIP PLC is likely to outperform the market. GenIP PLC right now retains a risk of 4.83%. Please check out GenIP PLC total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if GenIP PLC will be following its current trending patterns.
Auto-correlation | -0.17 |
Insignificant reverse predictability
GenIP PLC has insignificant reverse predictability. Overlapping area represents the amount of predictability between GenIP 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 GenIP PLC price movement. The serial correlation of -0.17 indicates that over 17.0% of current GenIP PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 5.42 |
GenIP PLC lagged returns against current returns
Autocorrelation, which is GenIP PLC 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 GenIP PLC's stock expected returns. We can calculate the autocorrelation of GenIP PLC returns to help us make a trade decision. For example, suppose you find that GenIP PLC 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 |
GenIP 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 GenIP PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GenIP PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GenIP PLC stock over time.
Current vs Lagged Prices |
| Timeline |
GenIP PLC Lagged Returns
When evaluating GenIP PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GenIP PLC stock have on its future price. GenIP 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, GenIP PLC autocorrelation shows the relationship between GenIP PLC stock current value and its past values and can show if there is a momentum factor associated with investing in GenIP PLC.
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 GenIP Stock Analysis
When running GenIP PLC's price analysis, check to measure GenIP PLC'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 GenIP PLC is operating at the current time. Most of GenIP PLC's value examination focuses on studying past and present price action to predict the probability of GenIP PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GenIP PLC's price. Additionally, you may evaluate how the addition of GenIP PLC to your portfolios can decrease your overall portfolio volatility.