Genertec Universal (Germany) Market Value
| 5UM Stock | EUR 0.57 0.01 1.72% |
| Symbol | Genertec |
Genertec Universal '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 Genertec Universal'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 Genertec Universal.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Genertec Universal on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Genertec Universal Medical or generate 0.0% return on investment in Genertec Universal over 60 days. Genertec Universal is related to or competes with FLOW TRADERS, Tradeweb Markets, MARKET VECTR, AUTO TRADER, Mitsui Chemicals, and Grupo Carso. Genertec Universal Medical Group Company Limited provides integrated healthcare services with integration of capital, te... More
Genertec Universal 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 Genertec Universal'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 Genertec Universal Medical upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.19 | |||
| Information Ratio | 0.0828 | |||
| Maximum Drawdown | 20.16 | |||
| Value At Risk | (3.77) | |||
| Potential Upside | 7.02 |
Genertec Universal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Genertec Universal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Genertec Universal's standard deviation. In reality, there are many statistical measures that can use Genertec Universal historical prices to predict the future Genertec Universal's volatility.| Risk Adjusted Performance | 0.08 | |||
| Jensen Alpha | 0.3087 | |||
| Total Risk Alpha | 0.2549 | |||
| Sortino Ratio | 0.0573 | |||
| Treynor Ratio | 4.94 |
Genertec Universal Backtested Returns
Genertec Universal holds Efficiency (Sharpe) Ratio of -0.0064, which attests that the entity had a -0.0064% return per unit of risk over the last 3 months. Genertec Universal exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Genertec Universal's Risk Adjusted Performance of 0.08, downside deviation of 5.19, and Market Risk Adjusted Performance of 4.95 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0626, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Genertec Universal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Genertec Universal is expected to be smaller as well. At this point, Genertec Universal has a negative expected return of -0.0225%. Please make sure to check out Genertec Universal's downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Genertec Universal performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.56 |
Good reverse predictability
Genertec Universal Medical has good reverse predictability. Overlapping area represents the amount of predictability between Genertec Universal time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th 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 Genertec Universal price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Genertec Universal price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Genertec Universal lagged returns against current returns
Autocorrelation, which is Genertec Universal 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 Genertec Universal's stock expected returns. We can calculate the autocorrelation of Genertec Universal returns to help us make a trade decision. For example, suppose you find that Genertec Universal 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 |
Genertec Universal 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 Genertec Universal stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Genertec Universal stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Genertec Universal stock over time.
Current vs Lagged Prices |
| Timeline |
Genertec Universal Lagged Returns
When evaluating Genertec Universal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Genertec Universal stock have on its future price. Genertec Universal 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, Genertec Universal autocorrelation shows the relationship between Genertec Universal stock current value and its past values and can show if there is a momentum factor associated with investing in Genertec Universal Medical.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Genertec Stock
Genertec Universal financial ratios help investors to determine whether Genertec 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 Genertec with respect to the benefits of owning Genertec Universal security.