Geberit AG's market value is the price at which a share of Geberit AG trades on a public exchange. It measures the collective expectations of Geberit AG investors about its performance. Geberit AG is trading at 52.50 as of the 18th of January 2025. This is a 0.94 percent decrease since the beginning of the trading day. The stock's lowest day price was 52.5. With this module, you can estimate the performance of a buy and hold strategy of Geberit AG and determine expected loss or profit from investing in Geberit AG over a given investment horizon. Check out Geberit AG Correlation, Geberit AG Volatility and Geberit AG Alpha and Beta module to complement your research on Geberit AG.
Please note, there is a significant difference between Geberit AG's value and its price as these two are different measures arrived at by different means. Investors typically determine if Geberit AG is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Geberit AG'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.
Geberit AG '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 Geberit AG'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 Geberit AG.
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12/19/2024
No Change 0.00
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In 31 days
01/18/2025
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If you would invest 0.00 in Geberit AG on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Geberit AG or generate 0.0% return on investment in Geberit AG over 30 days. Geberit AG is related to or competes with AAC TECHNOLOGHLDGADR, Amkor Technology, Minerals Technologies, United Rentals, UNITED RENTALS, Sixt Leasing, and GRENKELEASING. Geberit AG develops, produces, and distributes sanitary products and systems for the residential and commercial construc... More
Geberit AG 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 Geberit AG'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 Geberit AG upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Geberit AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Geberit AG's standard deviation. In reality, there are many statistical measures that can use Geberit AG historical prices to predict the future Geberit AG's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Geberit AG. Your research has to be compared to or analyzed against Geberit AG's peers to derive any actionable benefits. When done correctly, Geberit AG's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Geberit AG.
Geberit AG Backtested Returns
Geberit AG holds Efficiency (Sharpe) Ratio of -0.0488, which attests that the entity had a -0.0488% return per unit of standard deviation over the last 3 months. Geberit AG exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Geberit AG's risk adjusted performance of (0.03), and Market Risk Adjusted Performance of 0.387 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.21, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Geberit AG are expected to decrease at a much lower rate. During the bear market, Geberit AG is likely to outperform the market. At this point, Geberit AG has a negative expected return of -0.0894%. Please make sure to check out Geberit AG's mean deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance , to decide if Geberit AG performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.32
Poor reverse predictability
Geberit AG has poor reverse predictability. Overlapping area represents the amount of predictability between Geberit AG time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th 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 Geberit AG price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Geberit AG price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.32
Spearman Rank Test
-0.57
Residual Average
0.0
Price Variance
1.42
Geberit AG lagged returns against current returns
Autocorrelation, which is Geberit AG 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 Geberit AG's stock expected returns. We can calculate the autocorrelation of Geberit AG returns to help us make a trade decision. For example, suppose you find that Geberit AG 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
Geberit AG 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 Geberit AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Geberit AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Geberit AG stock over time.
Current vs Lagged Prices
Timeline
Geberit AG Lagged Returns
When evaluating Geberit AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Geberit AG stock have on its future price. Geberit AG 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, Geberit AG autocorrelation shows the relationship between Geberit AG stock current value and its past values and can show if there is a momentum factor associated with investing in Geberit AG.
Geberit AG financial ratios help investors to determine whether Geberit 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 Geberit with respect to the benefits of owning Geberit AG security.