Genusplus (Australia) Market Value
| GNP Stock | 4.26 0.16 3.90% |
| Symbol | Genusplus |
Genusplus '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 Genusplus' 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 Genusplus.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Genusplus on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Genusplus Group or generate 0.0% return on investment in Genusplus over 90 days. Genusplus is related to or competes with Aneka Tambang, BHP, RIO Tinto, Macquarie, Commonwealth Bank, Macquarie, and Westpac Banking. Genusplus is entity of Australia. It is traded as Stock on AU exchange. More
Genusplus 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 Genusplus' 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 Genusplus Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.11 | |||
| Information Ratio | 0.3035 | |||
| Maximum Drawdown | 10.04 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 4.16 |
Genusplus Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Genusplus' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Genusplus' standard deviation. In reality, there are many statistical measures that can use Genusplus historical prices to predict the future Genusplus' volatility.| Risk Adjusted Performance | 0.354 | |||
| Jensen Alpha | 0.716 | |||
| Total Risk Alpha | 0.4608 | |||
| Sortino Ratio | 0.2906 | |||
| Treynor Ratio | 3.56 |
Genusplus Group Backtested Returns
Genusplus appears to be slightly risky, given 3 months investment horizon. Genusplus Group holds Efficiency (Sharpe) Ratio of 0.41, which attests that the entity had a 0.41 % return per unit of risk over the last 3 months. By evaluating Genusplus' technical indicators, you can evaluate if the expected return of 0.84% is justified by implied risk. Please utilize Genusplus' Market Risk Adjusted Performance of 3.57, downside deviation of 2.11, and Risk Adjusted Performance of 0.354 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Genusplus holds a performance score of 32. 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, Genusplus' returns are expected to increase less than the market. However, during the bear market, the loss of holding Genusplus is expected to be smaller as well. Please check Genusplus' total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Genusplus' current trending patterns will revert.
Auto-correlation | 0.95 |
Excellent predictability
Genusplus Group has excellent predictability. Overlapping area represents the amount of predictability between Genusplus 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 Genusplus Group price movement. The serial correlation of 0.95 indicates that approximately 95.0% of current Genusplus price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.95 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Genusplus Group lagged returns against current returns
Autocorrelation, which is Genusplus 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 Genusplus' stock expected returns. We can calculate the autocorrelation of Genusplus returns to help us make a trade decision. For example, suppose you find that Genusplus 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 |
Genusplus 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 Genusplus stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Genusplus stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Genusplus stock over time.
Current vs Lagged Prices |
| Timeline |
Genusplus Lagged Returns
When evaluating Genusplus' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Genusplus stock have on its future price. Genusplus 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, Genusplus autocorrelation shows the relationship between Genusplus stock current value and its past values and can show if there is a momentum factor associated with investing in Genusplus Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Genusplus Stock Analysis
When running Genusplus' price analysis, check to measure Genusplus' 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 Genusplus is operating at the current time. Most of Genusplus' value examination focuses on studying past and present price action to predict the probability of Genusplus' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Genusplus' price. Additionally, you may evaluate how the addition of Genusplus to your portfolios can decrease your overall portfolio volatility.