GECI International (France) Market Value
| ALGEC Stock | EUR 3.96 0.15 3.65% |
| Symbol | GECI |
GECI International '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 GECI International'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 GECI International.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in GECI International on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding GECI International SA or generate 0.0% return on investment in GECI International over 90 days. GECI International is related to or competes with Archos, and DBT SA. GECI International S.A. provides technology consulting and digital transformation services in France More
GECI International 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 GECI International'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 GECI International SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.16 | |||
| Information Ratio | 0.1409 | |||
| Maximum Drawdown | 36.5 | |||
| Value At Risk | (6.91) | |||
| Potential Upside | 11.03 |
GECI International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GECI International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GECI International's standard deviation. In reality, there are many statistical measures that can use GECI International historical prices to predict the future GECI International's volatility.| Risk Adjusted Performance | 0.1175 | |||
| Jensen Alpha | 0.7568 | |||
| Total Risk Alpha | 1.56 | |||
| Sortino Ratio | 0.2122 | |||
| Treynor Ratio | (4.96) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of GECI International's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
GECI International Backtested Returns
GECI International appears to be very risky, given 3 months investment horizon. GECI International retains Efficiency (Sharpe Ratio) of 0.12, which attests that the entity had a 0.12 % return per unit of return volatility over the last 3 months. By examining GECI International's technical indicators, you can evaluate if the expected return of 0.73% is justified by implied risk. Please utilize GECI International's Downside Deviation of 4.16, market risk adjusted performance of (4.95), and Semi Deviation of 3.51 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, GECI International holds a performance score of 9. The company owns a Beta (Systematic Risk) of -0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning GECI International are expected to decrease at a much lower rate. During the bear market, GECI International is likely to outperform the market. Please check GECI International's mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to make a quick decision on whether GECI International's current price history will revert.
Auto-correlation | -0.61 |
Very good reverse predictability
GECI International SA has very good reverse predictability. Overlapping area represents the amount of predictability between GECI International time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 GECI International price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current GECI International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
GECI International lagged returns against current returns
Autocorrelation, which is GECI International 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 GECI International's stock expected returns. We can calculate the autocorrelation of GECI International returns to help us make a trade decision. For example, suppose you find that GECI International 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 |
GECI International 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 GECI International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GECI International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GECI International stock over time.
Current vs Lagged Prices |
| Timeline |
GECI International Lagged Returns
When evaluating GECI International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GECI International stock have on its future price. GECI International 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, GECI International autocorrelation shows the relationship between GECI International stock current value and its past values and can show if there is a momentum factor associated with investing in GECI International SA.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for GECI Stock Analysis
When running GECI International's price analysis, check to measure GECI International's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy GECI International is operating at the current time. Most of GECI International's value examination focuses on studying past and present price action to predict the probability of GECI International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GECI International's price. Additionally, you may evaluate how the addition of GECI International to your portfolios can decrease your overall portfolio volatility.