Games Operators (Poland) Market Value
| GOP Stock | 16.36 0.84 4.88% |
| Symbol | Games |
Games Operators '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 Games Operators' 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 Games Operators.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Games Operators on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Games Operators SA or generate 0.0% return on investment in Games Operators over 90 days.
Games Operators 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 Games Operators' 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 Games Operators SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.13 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 11.13 | |||
| Value At Risk | (2.90) | |||
| Potential Upside | 3.03 |
Games Operators Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Games Operators' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Games Operators' standard deviation. In reality, there are many statistical measures that can use Games Operators historical prices to predict the future Games Operators' volatility.| Risk Adjusted Performance | 0.011 | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.43) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.0048 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Games Operators' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Games Operators SA Backtested Returns
Currently, Games Operators SA is not too volatile. Games Operators SA holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. We have found thirty technical indicators for Games Operators SA, which you can use to evaluate the volatility of the firm. Please check out Games Operators' Downside Deviation of 2.13, risk adjusted performance of 0.011, and Market Risk Adjusted Performance of 0.0148 to validate if the risk estimate we provide is consistent with the expected return of 0.007%. The company retains a Market Volatility (i.e., Beta) of 0.57, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Games Operators' returns are expected to increase less than the market. However, during the bear market, the loss of holding Games Operators is expected to be smaller as well. Games Operators SA right now retains a risk of 2.34%. Please check out Games Operators sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to decide if Games Operators will be following its current trending patterns.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Games Operators SA has insignificant reverse predictability. Overlapping area represents the amount of predictability between Games Operators time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Games Operators SA price movement. The serial correlation of -0.2 indicates that over 20.0% of current Games Operators price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.62 |
Games Operators SA lagged returns against current returns
Autocorrelation, which is Games Operators 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 Games Operators' stock expected returns. We can calculate the autocorrelation of Games Operators returns to help us make a trade decision. For example, suppose you find that Games Operators 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 |
Games Operators 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 Games Operators stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Games Operators stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Games Operators stock over time.
Current vs Lagged Prices |
| Timeline |
Games Operators Lagged Returns
When evaluating Games Operators' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Games Operators stock have on its future price. Games Operators 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, Games Operators autocorrelation shows the relationship between Games Operators stock current value and its past values and can show if there is a momentum factor associated with investing in Games Operators SA.
Regressed Prices |
| Timeline |
Pair Trading with Games Operators
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Games Operators position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Games Operators will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Games Operators could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Games Operators when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Games Operators - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Games Operators SA to buy it.
The correlation of Games Operators is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Games Operators moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Games Operators SA moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Games Operators can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Games Stock Analysis
When running Games Operators' price analysis, check to measure Games Operators' 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 Games Operators is operating at the current time. Most of Games Operators' value examination focuses on studying past and present price action to predict the probability of Games Operators' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Games Operators' price. Additionally, you may evaluate how the addition of Games Operators to your portfolios can decrease your overall portfolio volatility.