Guerbet S (France) Market Value
| GBT Stock | EUR 26.50 0.40 1.53% |
| Symbol | Guerbet |
Guerbet S '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 Guerbet S'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 Guerbet S.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Guerbet S on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Guerbet S A or generate 0.0% return on investment in Guerbet S over 90 days. Guerbet S is related to or competes with Virbac SA, Boiron SA, Bonduelle SCA, LNA Sante, and Ipsen SA. Guerbet SA engages in the research, development, production, and sale of contrast media products, delivery systems, medi... More
Guerbet S 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 Guerbet S'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 Guerbet S A upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.98 | |||
| Information Ratio | 0.0992 | |||
| Maximum Drawdown | 9.16 | |||
| Value At Risk | (2.58) | |||
| Potential Upside | 2.74 |
Guerbet S Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guerbet S's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guerbet S's standard deviation. In reality, there are many statistical measures that can use Guerbet S historical prices to predict the future Guerbet S's volatility.| Risk Adjusted Performance | 0.0457 | |||
| Jensen Alpha | 0.087 | |||
| Total Risk Alpha | 0.3113 | |||
| Sortino Ratio | 0.0936 | |||
| Treynor Ratio | 0.8164 |
Guerbet S A Backtested Returns
At this point, Guerbet S is very steady. Guerbet S A holds Efficiency (Sharpe) Ratio of 0.0592, which attests that the entity had a 0.0592 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Guerbet S A, which you can use to evaluate the volatility of the firm. Please check out Guerbet S's Market Risk Adjusted Performance of 0.8264, risk adjusted performance of 0.0457, and Downside Deviation of 1.98 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. Guerbet S has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.094, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Guerbet S's returns are expected to increase less than the market. However, during the bear market, the loss of holding Guerbet S is expected to be smaller as well. Guerbet S A right now retains a risk of 1.88%. Please check out Guerbet S maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if Guerbet S will be following its current trending patterns.
Auto-correlation | -0.39 |
Poor reverse predictability
Guerbet S A has poor reverse predictability. Overlapping area represents the amount of predictability between Guerbet S 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 Guerbet S A price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Guerbet S price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.55 |
Guerbet S A lagged returns against current returns
Autocorrelation, which is Guerbet S 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 Guerbet S's stock expected returns. We can calculate the autocorrelation of Guerbet S returns to help us make a trade decision. For example, suppose you find that Guerbet S 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 |
Guerbet S 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 Guerbet S stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guerbet S stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guerbet S stock over time.
Current vs Lagged Prices |
| Timeline |
Guerbet S Lagged Returns
When evaluating Guerbet S's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guerbet S stock have on its future price. Guerbet S 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, Guerbet S autocorrelation shows the relationship between Guerbet S stock current value and its past values and can show if there is a momentum factor associated with investing in Guerbet S A.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Guerbet Stock
Guerbet S financial ratios help investors to determine whether Guerbet 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 Guerbet with respect to the benefits of owning Guerbet S security.