Graham Holdings (Germany) Market Value
| WPOB Stock | EUR 790.00 5.00 0.64% |
| Symbol | Graham |
Graham Holdings '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 Graham Holdings' 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 Graham Holdings.
| 06/13/2025 |
| 07/13/2025 |
If you would invest 0.00 in Graham Holdings on June 13, 2025 and sell it all today you would earn a total of 0.00 from holding Graham Holdings Co or generate 0.0% return on investment in Graham Holdings over 30 days. Graham Holdings is related to or competes with Austevoll Seafood, Astral Foods, ATON GREEN, Datadog, GWILLI FOOD, Lery Seafood, and EBRO FOODS. Graham Holdings Company, through its subsidiaries, operates as a diversified education and media company worldwide More
Graham Holdings 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 Graham Holdings' 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 Graham Holdings Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 15.76 | |||
| Value At Risk | (3.73) | |||
| Potential Upside | 2.47 |
Graham Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Graham Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Graham Holdings' standard deviation. In reality, there are many statistical measures that can use Graham Holdings historical prices to predict the future Graham Holdings' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.42) | |||
| Treynor Ratio | (0.07) |
Graham Holdings Backtested Returns
Graham Holdings holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of standard deviation over the last 3 months. Graham Holdings exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Graham Holdings' market risk adjusted performance of (0.06), and Risk Adjusted Performance of (0.01) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.55, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Graham Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Graham Holdings is expected to be smaller as well. At this point, Graham Holdings has a negative expected return of -8.0E-4%. Please make sure to check out Graham Holdings' variance, jensen alpha, and the relationship between the standard deviation and information ratio , to decide if Graham Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.06 |
Very weak reverse predictability
Graham Holdings Co has very weak reverse predictability. Overlapping area represents the amount of predictability between Graham Holdings time series from 13th of June 2025 to 28th of June 2025 and 28th of June 2025 to 13th 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 Graham Holdings price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Graham Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 160.74 |
Graham Holdings lagged returns against current returns
Autocorrelation, which is Graham Holdings 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 Graham Holdings' stock expected returns. We can calculate the autocorrelation of Graham Holdings returns to help us make a trade decision. For example, suppose you find that Graham Holdings 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 |
Graham Holdings 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 Graham Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Graham Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Graham Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Graham Holdings Lagged Returns
When evaluating Graham Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Graham Holdings stock have on its future price. Graham Holdings 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, Graham Holdings autocorrelation shows the relationship between Graham Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Graham Holdings Co.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Graham Stock
When determining whether Graham Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Graham Holdings' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Graham Holdings Co Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Graham Holdings Co Stock:Check out Graham Holdings Correlation, Graham Holdings Volatility and Graham Holdings Alpha and Beta module to complement your research on Graham Holdings. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Graham Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.