Gresham House's market value is the price at which a share of Gresham House trades on a public exchange. It measures the collective expectations of Gresham House Energy investors about its performance. Gresham House is selling for under 80.00 as of the 5th of July 2025; that is 0.12 percent decrease since the beginning of the trading day. The stock's lowest day price was 80.0. With this module, you can estimate the performance of a buy and hold strategy of Gresham House Energy and determine expected loss or profit from investing in Gresham House over a given investment horizon. Check out Gresham House Correlation, Gresham House Volatility and Gresham House Alpha and Beta module to complement your research on Gresham House.
Please note, there is a significant difference between Gresham House's value and its price as these two are different measures arrived at by different means. Investors typically determine if Gresham House is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Gresham House's 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.
Gresham House '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 Gresham House'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 Gresham House.
0.00
06/05/2025
No Change 0.00
0.0
In 30 days
07/05/2025
0.00
If you would invest 0.00 in Gresham House on June 5, 2025 and sell it all today you would earn a total of 0.00 from holding Gresham House Energy or generate 0.0% return on investment in Gresham House over 30 days. Gresham House is related to or competes with Samsung Electronics, Samsung Electronics, Samsung Electronics, Toyota, State Bank, Reliance Industries, and Halyk Bank. Gresham House is entity of United Kingdom More
Gresham House 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 Gresham House'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 Gresham House Energy upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gresham House's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gresham House's standard deviation. In reality, there are many statistical measures that can use Gresham House historical prices to predict the future Gresham House's volatility.
Gresham House appears to be very steady, given 3 months investment horizon. Gresham House Energy holds Efficiency (Sharpe) Ratio of 0.32, which attests that the entity had a 0.32 % return per unit of risk over the last 3 months. By evaluating Gresham House's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please utilize Gresham House's Downside Deviation of 1.94, risk adjusted performance of 0.3, and Market Risk Adjusted Performance of 1.25 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Gresham House holds a performance score of 24. The company retains a Market Volatility (i.e., Beta) of 0.29, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gresham House's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gresham House is expected to be smaller as well. Please check Gresham House's coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to make a quick decision on whether Gresham House's current trending patterns will revert.
Auto-correlation
0.86
Very good predictability
Gresham House Energy has very good predictability. Overlapping area represents the amount of predictability between Gresham House time series from 5th of June 2025 to 20th of June 2025 and 20th of June 2025 to 5th 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 Gresham House Energy price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Gresham House price fluctuation can be explain by its past prices.
Correlation Coefficient
0.86
Spearman Rank Test
0.89
Residual Average
0.0
Price Variance
3.62
Gresham House Energy lagged returns against current returns
Autocorrelation, which is Gresham House 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 Gresham House's stock expected returns. We can calculate the autocorrelation of Gresham House returns to help us make a trade decision. For example, suppose you find that Gresham House 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
Gresham House 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 Gresham House stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gresham House stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gresham House stock over time.
Current vs Lagged Prices
Timeline
Gresham House Lagged Returns
When evaluating Gresham House's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gresham House stock have on its future price. Gresham House 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, Gresham House autocorrelation shows the relationship between Gresham House stock current value and its past values and can show if there is a momentum factor associated with investing in Gresham House Energy.
Regressed Prices
Timeline
Also Currently Popular
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.
When running Gresham House's price analysis, check to measure Gresham House'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 Gresham House is operating at the current time. Most of Gresham House's value examination focuses on studying past and present price action to predict the probability of Gresham House's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gresham House's price. Additionally, you may evaluate how the addition of Gresham House to your portfolios can decrease your overall portfolio volatility.