Groep Brussel (Belgium) Market Value
| GBLB Stock | EUR 67.70 0.10 0.15% |
| Symbol | Groep |
Groep Brussel '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 Groep Brussel'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 Groep Brussel.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Groep Brussel on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Groep Brussel Lambert or generate 0.0% return on investment in Groep Brussel over 90 days. Groep Brussel is related to or competes with Ackermans Van, Sofina Socit, Ageas SANV, Solvay SA, and GIMV NV. Groupe Bruxelles Lambert SA invests in a portfolio of industrial and services companies operating in various sectors More
Groep Brussel 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 Groep Brussel'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 Groep Brussel Lambert upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.19 | |||
| Information Ratio | 0.1827 | |||
| Maximum Drawdown | 4.59 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 1.26 |
Groep Brussel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Groep Brussel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Groep Brussel's standard deviation. In reality, there are many statistical measures that can use Groep Brussel historical prices to predict the future Groep Brussel's volatility.| Risk Adjusted Performance | 0.0649 | |||
| Jensen Alpha | 0.0697 | |||
| Total Risk Alpha | 0.1717 | |||
| Sortino Ratio | 0.1395 | |||
| Treynor Ratio | 0.5158 |
Groep Brussel Lambert Backtested Returns
Currently, Groep Brussel Lambert is very steady. Groep Brussel Lambert holds Efficiency (Sharpe) Ratio of 0.0741, which attests that the entity had a 0.0741 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Groep Brussel Lambert, which you can use to evaluate the volatility of the firm. Please check out Groep Brussel's Market Risk Adjusted Performance of 0.5258, downside deviation of 1.19, and Risk Adjusted Performance of 0.0649 to validate if the risk estimate we provide is consistent with the expected return of 0.0675%. Groep Brussel has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Groep Brussel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Groep Brussel is expected to be smaller as well. Groep Brussel Lambert right now retains a risk of 0.91%. Please check out Groep Brussel sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Groep Brussel will be following its current trending patterns.
Auto-correlation | 0.32 |
Below average predictability
Groep Brussel Lambert has below average predictability. Overlapping area represents the amount of predictability between Groep Brussel time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Groep Brussel Lambert price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Groep Brussel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 1.65 |
Groep Brussel Lambert lagged returns against current returns
Autocorrelation, which is Groep Brussel 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 Groep Brussel's stock expected returns. We can calculate the autocorrelation of Groep Brussel returns to help us make a trade decision. For example, suppose you find that Groep Brussel 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 |
Groep Brussel 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 Groep Brussel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Groep Brussel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Groep Brussel stock over time.
Current vs Lagged Prices |
| Timeline |
Groep Brussel Lagged Returns
When evaluating Groep Brussel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Groep Brussel stock have on its future price. Groep Brussel 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, Groep Brussel autocorrelation shows the relationship between Groep Brussel stock current value and its past values and can show if there is a momentum factor associated with investing in Groep Brussel Lambert.
Regressed Prices |
| Timeline |
Pair Trading with Groep Brussel
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Groep Brussel position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Groep Brussel will appreciate offsetting losses from the drop in the long position's value.Moving together with Groep Stock
Moving against Groep Stock
The ability to find closely correlated positions to Groep Brussel could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Groep Brussel when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Groep Brussel - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Groep Brussel Lambert to buy it.
The correlation of Groep Brussel is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Groep Brussel moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Groep Brussel Lambert moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Groep Brussel can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Groep Stock Analysis
When running Groep Brussel's price analysis, check to measure Groep Brussel'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 Groep Brussel is operating at the current time. Most of Groep Brussel's value examination focuses on studying past and present price action to predict the probability of Groep Brussel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Groep Brussel's price. Additionally, you may evaluate how the addition of Groep Brussel to your portfolios can decrease your overall portfolio volatility.