Garda Diversified (Australia) Market Value
| GDF Stock | 1.16 0.01 0.87% |
| Symbol | Garda |
Garda Diversified '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 Garda Diversified'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 Garda Diversified.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Garda Diversified on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Garda Diversified Ppty or generate 0.0% return on investment in Garda Diversified over 90 days. Garda Diversified is related to or competes with Everest Metals, Air New, Mayfield Childcare, Lendlease, and Catalyst Metals. Garda Diversified is entity of Australia More
Garda Diversified 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 Garda Diversified'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 Garda Diversified Ppty upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.015 | |||
| Maximum Drawdown | 4.31 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 1.72 |
Garda Diversified Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Garda Diversified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Garda Diversified's standard deviation. In reality, there are many statistical measures that can use Garda Diversified historical prices to predict the future Garda Diversified's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | 0.0391 | |||
| Treynor Ratio | (0.66) |
Garda Diversified Ppty Backtested Returns
Garda Diversified Ppty holds Efficiency (Sharpe) Ratio of -0.0855, which attests that the entity had a -0.0855 % return per unit of risk over the last 3 months. Garda Diversified Ppty exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Garda Diversified's Risk Adjusted Performance of (0.07), standard deviation of 1.06, and Market Risk Adjusted Performance of (0.65) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Garda Diversified's returns are expected to increase less than the market. However, during the bear market, the loss of holding Garda Diversified is expected to be smaller as well. At this point, Garda Diversified Ppty has a negative expected return of -0.0905%. Please make sure to check out Garda Diversified's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Garda Diversified Ppty performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.39 |
Poor reverse predictability
Garda Diversified Ppty has poor reverse predictability. Overlapping area represents the amount of predictability between Garda Diversified 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 Garda Diversified Ppty price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Garda Diversified price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Garda Diversified Ppty lagged returns against current returns
Autocorrelation, which is Garda Diversified 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 Garda Diversified's stock expected returns. We can calculate the autocorrelation of Garda Diversified returns to help us make a trade decision. For example, suppose you find that Garda Diversified 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 |
Garda Diversified 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 Garda Diversified stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Garda Diversified stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Garda Diversified stock over time.
Current vs Lagged Prices |
| Timeline |
Garda Diversified Lagged Returns
When evaluating Garda Diversified's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Garda Diversified stock have on its future price. Garda Diversified 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, Garda Diversified autocorrelation shows the relationship between Garda Diversified stock current value and its past values and can show if there is a momentum factor associated with investing in Garda Diversified Ppty.
Regressed Prices |
| Timeline |
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Additional Tools for Garda Stock Analysis
When running Garda Diversified's price analysis, check to measure Garda Diversified'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 Garda Diversified is operating at the current time. Most of Garda Diversified's value examination focuses on studying past and present price action to predict the probability of Garda Diversified's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Garda Diversified's price. Additionally, you may evaluate how the addition of Garda Diversified to your portfolios can decrease your overall portfolio volatility.