General Electric's market value is the price at which a share of General Electric trades on a public exchange. It measures the collective expectations of General Electric investors about its performance. General Electric is trading at 178.50 as of the 13th of March 2025. This is a 3.18% up since the beginning of the trading day. The stock's lowest day price was 174.5. With this module, you can estimate the performance of a buy and hold strategy of General Electric and determine expected loss or profit from investing in General Electric over a given investment horizon. Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
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General
General Electric '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 Electric'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 Electric.
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12/13/2024
No Change 0.00
0.0
In 3 months and 1 day
03/13/2025
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If you would invest 0.00 in General Electric on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding General Electric or generate 0.0% return on investment in General Electric over 90 days.
General Electric 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 Electric'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 Electric 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 General Electric's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as General Electric's standard deviation. In reality, there are many statistical measures that can use General Electric historical prices to predict the future General Electric's volatility.
General Electric appears to be very steady, given 3 months investment horizon. General Electric holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for General Electric, which you can use to evaluate the volatility of the firm. Please utilize General Electric's Risk Adjusted Performance of 0.1055, downside deviation of 1.75, and Market Risk Adjusted Performance of 1.44 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, General Electric holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of 0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, General Electric's returns are expected to increase less than the market. However, during the bear market, the loss of holding General Electric is expected to be smaller as well. Please check General Electric's maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to make a quick decision on whether General Electric's current trending patterns will revert.
Auto-correlation
-0.15
Insignificant reverse predictability
General Electric has insignificant reverse predictability. Overlapping area represents the amount of predictability between General Electric time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 General Electric price movement. The serial correlation of -0.15 indicates that less than 15.0% of current General Electric price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.15
Spearman Rank Test
-0.03
Residual Average
0.0
Price Variance
27.86
General Electric lagged returns against current returns
Autocorrelation, which is General Electric 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 Electric's stock expected returns. We can calculate the autocorrelation of General Electric returns to help us make a trade decision. For example, suppose you find that General Electric 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 Electric 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 Electric stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if General Electric stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in General Electric stock over time.
Current vs Lagged Prices
Timeline
General Electric Lagged Returns
When evaluating General Electric's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of General Electric stock have on its future price. General Electric 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 Electric autocorrelation shows the relationship between General Electric stock current value and its past values and can show if there is a momentum factor associated with investing in General Electric.