Generac Holdings Stock Market Value
| GNRC Stock | USD 166.57 6.46 4.03% |
| Symbol | Generac |
Is Electrical Components & Equipment space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Generac Holdings. If investors know Generac will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Generac Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Generac Holdings is measured differently than its book value, which is the value of Generac that is recorded on the company's balance sheet. Investors also form their own opinion of Generac Holdings' value that differs from its market value or its book value, called intrinsic value, which is Generac Holdings' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Generac Holdings' market value can be influenced by many factors that don't directly affect Generac Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Generac Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Generac Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Generac Holdings' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Generac Holdings '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 Generac Holdings' 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 Generac Holdings.
| 09/11/2025 |
| 12/10/2025 |
If you would invest 0.00 in Generac Holdings on September 11, 2025 and sell it all today you would earn a total of 0.00 from holding Generac Holdings or generate 0.0% return on investment in Generac Holdings over 90 days. Generac Holdings is related to or competes with Donaldson, Regal Beloit, Watts Water, Flowserve, Smith AO, SPX Corp, and Parsons Corp. Generac Holdings Inc. designs, manufactures, and sells power generation equipment, energy storage systems, and other pow... More
Generac Holdings 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 Generac Holdings' 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 Generac Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 13.91 | |||
| Value At Risk | (4.89) | |||
| Potential Upside | 4.08 |
Generac Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Generac Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Generac Holdings' standard deviation. In reality, there are many statistical measures that can use Generac Holdings historical prices to predict the future Generac Holdings' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.30) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | (0.07) |
Generac Holdings Backtested Returns
Generac Holdings holds Efficiency (Sharpe) Ratio of -0.0454, which attests that the entity had a -0.0454 % return per unit of risk over the last 3 months. Generac Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Generac Holdings' Market Risk Adjusted Performance of (0.06), risk adjusted performance of (0.02), and Standard Deviation of 3.08 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 2.17, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Generac Holdings will likely underperform. At this point, Generac Holdings has a negative expected return of -0.14%. Please make sure to check out Generac Holdings' value at risk, as well as the relationship between the accumulation distribution and day typical price , to decide if Generac Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.52 |
Modest predictability
Generac Holdings has modest predictability. Overlapping area represents the amount of predictability between Generac Holdings time series from 11th of September 2025 to 26th of October 2025 and 26th of October 2025 to 10th of December 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 Generac Holdings price movement. The serial correlation of 0.52 indicates that about 52.0% of current Generac Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 145.82 |
Generac Holdings lagged returns against current returns
Autocorrelation, which is Generac Holdings 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 Generac Holdings' stock expected returns. We can calculate the autocorrelation of Generac Holdings returns to help us make a trade decision. For example, suppose you find that Generac Holdings 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 |
Generac Holdings 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 Generac Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Generac Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Generac Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Generac Holdings Lagged Returns
When evaluating Generac Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Generac Holdings stock have on its future price. Generac Holdings 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, Generac Holdings autocorrelation shows the relationship between Generac Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Generac Holdings.
Regressed Prices |
| Timeline |
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Check out Generac Holdings Correlation, Generac Holdings Volatility and Generac Holdings Alpha and Beta module to complement your research on Generac Holdings. For information on how to trade Generac Stock refer to our How to Trade Generac Stock guide.You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Generac Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.