Gladstone Investment (Germany) Market Value
| 1G3 Stock | EUR 12.70 0.13 1.01% |
| Symbol | Gladstone |
Gladstone Investment '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 Gladstone Investment'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 Gladstone Investment.
| 05/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in Gladstone Investment on May 9, 2023 and sell it all today you would earn a total of 0.00 from holding Gladstone Investment or generate 0.0% return on investment in Gladstone Investment over 570 days. Gladstone Investment is related to or competes with QUEEN S, Air Transport, Gold Road, GOLD ROAD, Texas Roadhouse, SINGAPORE AIRLINES, and Transportadora. Gladstone Investment Corporation is a business development company specializing in buyouts recapitalizations refinancing... More
Gladstone Investment 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 Gladstone Investment'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 Gladstone Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.85 | |||
| Information Ratio | 0.085 | |||
| Maximum Drawdown | 12.34 | |||
| Value At Risk | (2.45) | |||
| Potential Upside | 3.91 |
Gladstone Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gladstone Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gladstone Investment's standard deviation. In reality, there are many statistical measures that can use Gladstone Investment historical prices to predict the future Gladstone Investment's volatility.| Risk Adjusted Performance | 0.1166 | |||
| Jensen Alpha | 0.1632 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.098 | |||
| Treynor Ratio | 0.2567 |
Gladstone Investment Backtested Returns
Gladstone Investment appears to be somewhat reliable, given 3 months investment horizon. Gladstone Investment holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Gladstone Investment, which you can use to evaluate the volatility of the firm. Please utilize Gladstone Investment's market risk adjusted performance of 0.2667, and Risk Adjusted Performance of 0.1166 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Gladstone Investment holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of 1.16, 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, Gladstone Investment will likely underperform. Please check Gladstone Investment's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether Gladstone Investment's current trending patterns will revert.
Auto-correlation | 0.37 |
Below average predictability
Gladstone Investment has below average predictability. Overlapping area represents the amount of predictability between Gladstone Investment time series from 9th of May 2023 to 18th of February 2024 and 18th of February 2024 to 29th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Gladstone Investment price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Gladstone Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.41 |
Gladstone Investment lagged returns against current returns
Autocorrelation, which is Gladstone Investment 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 Gladstone Investment's stock expected returns. We can calculate the autocorrelation of Gladstone Investment returns to help us make a trade decision. For example, suppose you find that Gladstone Investment 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 |
Gladstone Investment 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 Gladstone Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gladstone Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gladstone Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Gladstone Investment Lagged Returns
When evaluating Gladstone Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gladstone Investment stock have on its future price. Gladstone Investment 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, Gladstone Investment autocorrelation shows the relationship between Gladstone Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Gladstone Investment.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Gladstone Stock
When determining whether Gladstone Investment offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Gladstone Investment's 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 Gladstone Investment Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Gladstone Investment Stock:Check out Gladstone Investment Correlation, Gladstone Investment Volatility and Gladstone Investment Alpha and Beta module to complement your research on Gladstone Investment. For more detail on how to invest in Gladstone Stock please use our How to Invest in Gladstone Investment guide.You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Gladstone Investment 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.