G City's market value is the price at which a share of G City trades on a public exchange. It measures the collective expectations of G City investors about its performance. G City is trading at 1171.00 as of the 17th of March 2025, a 0.76 percent decrease since the beginning of the trading day. The stock's open price was 1180.0. With this module, you can estimate the performance of a buy and hold strategy of G City and determine expected loss or profit from investing in G City 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.
Symbol
GCT
G City '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 G City'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 G City.
0.00
12/17/2024
No Change 0.00
0.0
In 2 months and 31 days
03/17/2025
0.00
If you would invest 0.00 in G City on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding G City or generate 0.0% return on investment in G City over 90 days.
G City 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 G City'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 G City 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 G City's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as G City's standard deviation. In reality, there are many statistical measures that can use G City historical prices to predict the future G City's volatility.
G City retains Efficiency (Sharpe Ratio) of -0.16, which attests that the company had a -0.16 % return per unit of return volatility over the last 3 months. G City exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out G City's Market Risk Adjusted Performance of 0.7678, standard deviation of 2.32, and Coefficient Of Variation of (873.96) to validate the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.36, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning G City are expected to decrease at a much lower rate. During the bear market, G City is likely to outperform the market. At this point, G City has a negative expected return of -0.32%. Please make sure to check out G City's jensen alpha, accumulation distribution, relative strength index, as well as the relationship between the value at risk and day typical price , to decide if G City performance from the past will be repeated sooner or later.
Auto-correlation
0.40
Average predictability
G City has average predictability. Overlapping area represents the amount of predictability between G City 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 G City price movement. The serial correlation of 0.4 indicates that just about 40.0% of current G City price fluctuation can be explain by its past prices.
Correlation Coefficient
0.4
Spearman Rank Test
0.57
Residual Average
0.0
Price Variance
6767.73
G City lagged returns against current returns
Autocorrelation, which is G City 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 G City's stock expected returns. We can calculate the autocorrelation of G City returns to help us make a trade decision. For example, suppose you find that G City 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
G City 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 G City stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if G City stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in G City stock over time.
Current vs Lagged Prices
Timeline
G City Lagged Returns
When evaluating G City's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of G City stock have on its future price. G City 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, G City autocorrelation shows the relationship between G City stock current value and its past values and can show if there is a momentum factor associated with investing in G City.
Regressed Prices
Timeline
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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.