GMO Internet (Germany) Market Value
| IQ3 Stock | EUR 21.00 0.20 0.94% |
| Symbol | GMO |
GMO Internet '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 GMO Internet'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 GMO Internet.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in GMO Internet on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding GMO Internet or generate 0.0% return on investment in GMO Internet over 90 days. GMO Internet is related to or competes with Sixt Leasing, WisdomTree Investments, SLR Investment, Odyssean Investment, New Residential, ECHO INVESTMENT, and GRENKELEASING Dusseldorf. GMO Internet, Inc. provides various Internet services worldwide More
GMO Internet 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 GMO Internet'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 GMO Internet upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.05 | |||
| Information Ratio | 0.0381 | |||
| Maximum Drawdown | 15.78 | |||
| Value At Risk | (1.94) | |||
| Potential Upside | 3.26 |
GMO Internet Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GMO Internet's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GMO Internet's standard deviation. In reality, there are many statistical measures that can use GMO Internet historical prices to predict the future GMO Internet's volatility.| Risk Adjusted Performance | 0.1022 | |||
| Jensen Alpha | 0.1881 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0401 | |||
| Treynor Ratio | 1.12 |
GMO Internet Backtested Returns
GMO Internet holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of volatility over the last 3 months. GMO Internet exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out GMO Internet's market risk adjusted performance of 1.13, and Risk Adjusted Performance of 0.1022 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GMO Internet's returns are expected to increase less than the market. However, during the bear market, the loss of holding GMO Internet is expected to be smaller as well. At this point, GMO Internet has a negative expected return of -0.0143%. Please make sure to check out GMO Internet's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if GMO Internet performance from the past will be repeated at future time.
Auto-correlation | -0.47 |
Modest reverse predictability
GMO Internet has modest reverse predictability. Overlapping area represents the amount of predictability between GMO Internet 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 GMO Internet price movement. The serial correlation of -0.47 indicates that about 47.0% of current GMO Internet price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
GMO Internet lagged returns against current returns
Autocorrelation, which is GMO Internet 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 GMO Internet's stock expected returns. We can calculate the autocorrelation of GMO Internet returns to help us make a trade decision. For example, suppose you find that GMO Internet 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 |
GMO Internet 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 GMO Internet stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GMO Internet stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GMO Internet stock over time.
Current vs Lagged Prices |
| Timeline |
GMO Internet Lagged Returns
When evaluating GMO Internet's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GMO Internet stock have on its future price. GMO Internet 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, GMO Internet autocorrelation shows the relationship between GMO Internet stock current value and its past values and can show if there is a momentum factor associated with investing in GMO Internet.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in GMO Stock
GMO Internet financial ratios help investors to determine whether GMO 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 GMO with respect to the benefits of owning GMO Internet security.