Gunsynd PLC (UK) Market Value
| GUN Stock | 0.12 0.01 7.69% |
| Symbol | Gunsynd |
Gunsynd PLC '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 Gunsynd PLC'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 Gunsynd PLC.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Gunsynd PLC on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Gunsynd PLC or generate 0.0% return on investment in Gunsynd PLC over 90 days. Gunsynd PLC is related to or competes with Samsung Electronics, Samsung Electronics, Samsung Electronics, Toyota, Reliance Industries, MOL Hungarian, and Hon Hai. Gunsynd PLC is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Gunsynd PLC 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 Gunsynd PLC'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 Gunsynd PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.74 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 41.9 | |||
| Value At Risk | (11.11) | |||
| Potential Upside | 8.33 |
Gunsynd PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gunsynd PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gunsynd PLC's standard deviation. In reality, there are many statistical measures that can use Gunsynd PLC historical prices to predict the future Gunsynd PLC's volatility.| Risk Adjusted Performance | 0.02 | |||
| Jensen Alpha | 0.1746 | |||
| Total Risk Alpha | (0.84) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.09) |
Gunsynd PLC Backtested Returns
At this point, Gunsynd PLC is out of control. Gunsynd PLC holds Efficiency (Sharpe) Ratio of 0.0125, which attests that the entity had a 0.0125 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Gunsynd PLC, which you can use to evaluate the volatility of the firm. Please check out Gunsynd PLC's Downside Deviation of 10.74, risk adjusted performance of 0.02, and Market Risk Adjusted Performance of (0.08) to validate if the risk estimate we provide is consistent with the expected return of 0.0834%. The company retains a Market Volatility (i.e., Beta) of -0.8, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Gunsynd PLC are expected to decrease at a much lower rate. During the bear market, Gunsynd PLC is likely to outperform the market. Gunsynd PLC right now retains a risk of 6.68%. Please check out Gunsynd PLC total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if Gunsynd PLC will be following its current trending patterns.
Auto-correlation | 0.19 |
Very weak predictability
Gunsynd PLC has very weak predictability. Overlapping area represents the amount of predictability between Gunsynd PLC 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 Gunsynd PLC price movement. The serial correlation of 0.19 indicates that over 19.0% of current Gunsynd PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Gunsynd PLC lagged returns against current returns
Autocorrelation, which is Gunsynd PLC 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 Gunsynd PLC's stock expected returns. We can calculate the autocorrelation of Gunsynd PLC returns to help us make a trade decision. For example, suppose you find that Gunsynd PLC 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 |
Gunsynd PLC 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 Gunsynd PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gunsynd PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gunsynd PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Gunsynd PLC Lagged Returns
When evaluating Gunsynd PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gunsynd PLC stock have on its future price. Gunsynd PLC 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, Gunsynd PLC autocorrelation shows the relationship between Gunsynd PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Gunsynd 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 Gunsynd Stock
Gunsynd PLC financial ratios help investors to determine whether Gunsynd 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 Gunsynd with respect to the benefits of owning Gunsynd PLC security.