Great-West Lifeco (Germany) Market Value
| GWS Stock | EUR 32.20 0.20 0.62% |
| Symbol | Great-West |
Great-West Lifeco '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 Great-West Lifeco'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 Great-West Lifeco.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Great-West Lifeco on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Great West Lifeco or generate 0.0% return on investment in Great-West Lifeco over 90 days. Great-West Lifeco is related to or competes with AGNC INVESTMENT, Tokentus Investment, Postal Savings, Genco Shipping, SLR Investment, Virtus Investment, and Broadwind. Great-West Lifeco Inc., a financial services holding company, engages in life and health insurance, asset management, in... More
Great-West Lifeco 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 Great-West Lifeco'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 Great West Lifeco upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.62 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 6.13 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 2.42 |
Great-West Lifeco Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Great-West Lifeco's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Great-West Lifeco's standard deviation. In reality, there are many statistical measures that can use Great-West Lifeco historical prices to predict the future Great-West Lifeco's volatility.| Risk Adjusted Performance | 0.0153 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.0319 |
Great West Lifeco Backtested Returns
Great West Lifeco 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. Great West Lifeco exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Great-West Lifeco's Market Risk Adjusted Performance of 0.0419, risk adjusted performance of 0.0153, and Downside Deviation of 1.62 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Great-West Lifeco's returns are expected to increase less than the market. However, during the bear market, the loss of holding Great-West Lifeco is expected to be smaller as well. At this point, Great West Lifeco has a negative expected return of -0.0026%. Please make sure to check out Great-West Lifeco's downside deviation, total risk alpha, value at risk, as well as the relationship between the information ratio and treynor ratio , to decide if Great West Lifeco performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.16 |
Very weak predictability
Great West Lifeco has very weak predictability. Overlapping area represents the amount of predictability between Great-West Lifeco 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 Great West Lifeco price movement. The serial correlation of 0.16 indicates that over 16.0% of current Great-West Lifeco price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
Great West Lifeco lagged returns against current returns
Autocorrelation, which is Great-West Lifeco 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 Great-West Lifeco's stock expected returns. We can calculate the autocorrelation of Great-West Lifeco returns to help us make a trade decision. For example, suppose you find that Great-West Lifeco 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 |
Great-West Lifeco 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 Great-West Lifeco stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Great-West Lifeco stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Great-West Lifeco stock over time.
Current vs Lagged Prices |
| Timeline |
Great-West Lifeco Lagged Returns
When evaluating Great-West Lifeco's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Great-West Lifeco stock have on its future price. Great-West Lifeco 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, Great-West Lifeco autocorrelation shows the relationship between Great-West Lifeco stock current value and its past values and can show if there is a momentum factor associated with investing in Great West Lifeco.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Great-West Stock
Great-West Lifeco financial ratios help investors to determine whether Great-West 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 Great-West with respect to the benefits of owning Great-West Lifeco security.