Graphic Packaging (Germany) Market Value
| 4W8 Stock | EUR 26.39 0.71 2.62% |
| Symbol | Graphic |
Graphic Packaging '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 Graphic Packaging'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 Graphic Packaging.
| 02/01/2023 |
| 01/21/2025 |
If you would invest 0.00 in Graphic Packaging on February 1, 2023 and sell it all today you would earn a total of 0.00 from holding Graphic Packaging Holding or generate 0.0% return on investment in Graphic Packaging over 720 days. Graphic Packaging is related to or competes with NAKED WINES, VIRGIN WINES, Guangdong Investment, PennantPark Investment, Marie Brizard, and MGIC INVESTMENT. Graphic Packaging Holding Company, together with its subsidiaries, provides paper-based packaging solutions to food, bev... More
Graphic Packaging 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 Graphic Packaging'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 Graphic Packaging Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 9.08 | |||
| Value At Risk | (2.62) | |||
| Potential Upside | 2.33 |
Graphic Packaging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Graphic Packaging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Graphic Packaging's standard deviation. In reality, there are many statistical measures that can use Graphic Packaging historical prices to predict the future Graphic Packaging's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.13) |
Graphic Packaging Holding Backtested Returns
Graphic Packaging Holding holds Efficiency (Sharpe) Ratio of -0.0276, which attests that the entity had a -0.0276 % return per unit of standard deviation over the last 3 months. Graphic Packaging Holding exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Graphic Packaging's risk adjusted performance of (0), and Market Risk Adjusted Performance of (0.12) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.18, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Graphic Packaging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Graphic Packaging is expected to be smaller as well. At this point, Graphic Packaging Holding has a negative expected return of -0.0473%. Please make sure to check out Graphic Packaging's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Graphic Packaging Holding performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.24 |
Weak reverse predictability
Graphic Packaging Holding has weak reverse predictability. Overlapping area represents the amount of predictability between Graphic Packaging time series from 1st of February 2023 to 27th of January 2024 and 27th of January 2024 to 21st of January 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 Graphic Packaging Holding price movement. The serial correlation of -0.24 indicates that over 24.0% of current Graphic Packaging price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 1.83 |
Graphic Packaging Holding lagged returns against current returns
Autocorrelation, which is Graphic Packaging 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 Graphic Packaging's stock expected returns. We can calculate the autocorrelation of Graphic Packaging returns to help us make a trade decision. For example, suppose you find that Graphic Packaging 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 |
Graphic Packaging 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 Graphic Packaging stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Graphic Packaging stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Graphic Packaging stock over time.
Current vs Lagged Prices |
| Timeline |
Graphic Packaging Lagged Returns
When evaluating Graphic Packaging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Graphic Packaging stock have on its future price. Graphic Packaging 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, Graphic Packaging autocorrelation shows the relationship between Graphic Packaging stock current value and its past values and can show if there is a momentum factor associated with investing in Graphic Packaging Holding.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Graphic Stock
When determining whether Graphic Packaging Holding is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Graphic Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Graphic Packaging Holding Stock. Highlighted below are key reports to facilitate an investment decision about Graphic Packaging Holding Stock:Check out Graphic Packaging Correlation, Graphic Packaging Volatility and Graphic Packaging Alpha and Beta module to complement your research on Graphic Packaging. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Graphic Packaging 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.