General American Investors Stock Market Value
| GAM Stock | USD 51.41 0.28 0.55% |
| Symbol | General |
General American Inv Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of General American. If investors know General will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about General American listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.22) | Dividend Share 2.65 | Earnings Share 12.79 | Revenue Per Share 1.147 | Quarterly Revenue Growth 0.011 |
The market value of General American Inv is measured differently than its book value, which is the value of General that is recorded on the company's balance sheet. Investors also form their own opinion of General American's value that differs from its market value or its book value, called intrinsic value, which is General American's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because General American's market value can be influenced by many factors that don't directly affect General American's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between General American's value and its price as these two are different measures arrived at by different means. Investors typically determine if General American is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, General American's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
General American '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 General American'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 General American.
| 06/04/2024 |
| 12/01/2024 |
If you would invest 0.00 in General American on June 4, 2024 and sell it all today you would earn a total of 0.00 from holding General American Investors or generate 0.0% return on investment in General American over 180 days. General American is related to or competes with Blackrock Muniyield, Allianzgi Equity, MFS Investment, Eaton Vance, Blackrock Muni, Blackrock Muniyield, and Blackrock Muniyield. General American Investors Company, Inc. is a publicly owned investment manager More
General American 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 General American'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 General American Investors upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8661 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 3.51 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.07 |
General American Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for General American's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as General American's standard deviation. In reality, there are many statistical measures that can use General American historical prices to predict the future General American's volatility.| Risk Adjusted Performance | 0.1188 | |||
| Jensen Alpha | 0.0169 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1522 |
General American Inv Backtested Returns
As of now, General Stock is very steady. General American Inv holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for General American Inv, which you can use to evaluate the volatility of the firm. Please check out General American's Market Risk Adjusted Performance of 0.1622, downside deviation of 0.8661, and Risk Adjusted Performance of 0.1188 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. General American has a performance score of 13 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.69, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, General American's returns are expected to increase less than the market. However, during the bear market, the loss of holding General American is expected to be smaller as well. General American Inv right now retains a risk of 0.71%. Please check out General American sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to decide if General American will be following its current trending patterns.
Auto-correlation | 0.72 |
Good predictability
General American Investors has good predictability. Overlapping area represents the amount of predictability between General American time series from 4th of June 2024 to 2nd of September 2024 and 2nd of September 2024 to 1st of December 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 General American Inv price movement. The serial correlation of 0.72 indicates that around 72.0% of current General American price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.81 |
General American Inv lagged returns against current returns
Autocorrelation, which is General American 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 General American's stock expected returns. We can calculate the autocorrelation of General American returns to help us make a trade decision. For example, suppose you find that General American 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 |
General American 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 General American stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if General American stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in General American stock over time.
Current vs Lagged Prices |
| Timeline |
General American Lagged Returns
When evaluating General American's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of General American stock have on its future price. General American 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, General American autocorrelation shows the relationship between General American stock current value and its past values and can show if there is a momentum factor associated with investing in General American Investors.
Regressed Prices |
| Timeline |
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General American 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.