GS Chain (UK) Market Value
| GSC Stock | 0.45 0.13 40.63% |
| Symbol | GSC |
GS Chain '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 GS Chain'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 GS Chain.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in GS Chain on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding GS Chain PLC or generate 0.0% return on investment in GS Chain over 90 days. GS Chain is related to or competes with Automatic Data, Fidelity National, Rosslyn Data, Abingdon Health, Check Point, Teradata Corp, and Extra Space. GS Chain is entity of United Kingdom. It is traded as Stock on LSE exchange. More
GS Chain 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 GS Chain'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 GS Chain PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 41.19 | |||
| Information Ratio | 0.1217 | |||
| Maximum Drawdown | 9930.91 | |||
| Value At Risk | (16.00) | |||
| Potential Upside | 19.05 |
GS Chain Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GS Chain's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GS Chain's standard deviation. In reality, there are many statistical measures that can use GS Chain historical prices to predict the future GS Chain's volatility.| Risk Adjusted Performance | 0.1237 | |||
| Jensen Alpha | 146.85 | |||
| Total Risk Alpha | (22.25) | |||
| Sortino Ratio | 3.6 | |||
| Treynor Ratio | 12.31 |
GS Chain PLC Backtested Returns
GS Chain is out of control given 3 months investment horizon. GS Chain PLC retains Efficiency (Sharpe Ratio) of 0.11, which attests that the entity had a 0.11 % return per unit of price deviation over the last 3 months. We were able to analyze and collect data for thirty different technical indicators, which can help you to evaluate if expected returns of 14.23% are justified by taking the suggested risk. Use GS Chain PLC Standard Deviation of 1218.89, market risk adjusted performance of 12.32, and Semi Deviation of 9.01 to evaluate company specific risk that cannot be diversified away. GS Chain holds a performance score of 8 on a scale of zero to a hundred. The company owns a Beta (Systematic Risk) of 12.06, 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, GS Chain will likely underperform. Use GS Chain PLC mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to analyze future returns on GS Chain PLC.
Auto-correlation | 0.35 |
Below average predictability
GS Chain PLC has below average predictability. Overlapping area represents the amount of predictability between GS Chain time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 GS Chain PLC price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current GS Chain price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
GS Chain PLC lagged returns against current returns
Autocorrelation, which is GS Chain 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 GS Chain's stock expected returns. We can calculate the autocorrelation of GS Chain returns to help us make a trade decision. For example, suppose you find that GS Chain 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 |
GS Chain 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 GS Chain stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GS Chain stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GS Chain stock over time.
Current vs Lagged Prices |
| Timeline |
GS Chain Lagged Returns
When evaluating GS Chain's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GS Chain stock have on its future price. GS Chain 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, GS Chain autocorrelation shows the relationship between GS Chain stock current value and its past values and can show if there is a momentum factor associated with investing in GS Chain PLC.
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.Other Information on Investing in GSC Stock
GS Chain financial ratios help investors to determine whether GSC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in GSC with respect to the benefits of owning GS Chain security.