GDI Property (Australia) Market Value

GDI Stock   0.65  0.01  1.56%   
GDI Property's market value is the price at which a share of GDI Property trades on a public exchange. It measures the collective expectations of GDI Property Group investors about its performance. GDI Property is selling for under 0.65 as of the 4th of March 2025; that is 1.56 percent increase since the beginning of the trading day. The stock's last reported lowest price was 0.64.
With this module, you can estimate the performance of a buy and hold strategy of GDI Property Group and determine expected loss or profit from investing in GDI Property over a given investment horizon. Check out GDI Property Correlation, GDI Property Volatility and GDI Property Alpha and Beta module to complement your research on GDI Property.
Symbol

Please note, there is a significant difference between GDI Property's value and its price as these two are different measures arrived at by different means. Investors typically determine if GDI Property is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, GDI Property'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.

GDI Property '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 GDI Property'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 GDI Property.
0.00
12/04/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/04/2025
0.00
If you would invest  0.00  in GDI Property on December 4, 2024 and sell it all today you would earn a total of 0.00 from holding GDI Property Group or generate 0.0% return on investment in GDI Property over 90 days. GDI Property is related to or competes with G8 Education, and Centaurus Metals. More

GDI Property 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 GDI Property'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 GDI Property Group upside and downside potential and time the market with a certain degree of confidence.

GDI Property Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for GDI Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GDI Property's standard deviation. In reality, there are many statistical measures that can use GDI Property historical prices to predict the future GDI Property's volatility.
Hype
Prediction
LowEstimatedHigh
0.030.662.33
Details
Intrinsic
Valuation
LowRealHigh
0.040.752.42
Details
Naive
Forecast
LowNextHigh
0.010.652.32
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
0.560.610.66
Details

GDI Property Group Backtested Returns

GDI Property appears to be very risky, given 3 months investment horizon. GDI Property Group holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for GDI Property Group, which you can use to evaluate the volatility of the firm. Please utilize GDI Property's Risk Adjusted Performance of 0.1065, market risk adjusted performance of (0.42), and Semi Deviation of 0.7849 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, GDI Property holds a performance score of 12. The company retains a Market Volatility (i.e., Beta) of -0.5, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning GDI Property are expected to decrease at a much lower rate. During the bear market, GDI Property is likely to outperform the market. Please check GDI Property's information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether GDI Property's current trending patterns will revert.

Auto-correlation

    
  0.25  

Poor predictability

GDI Property Group has poor predictability. Overlapping area represents the amount of predictability between GDI Property time series from 4th of December 2024 to 18th of January 2025 and 18th of January 2025 to 4th 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 GDI Property Group price movement. The serial correlation of 0.25 indicates that over 25.0% of current GDI Property price fluctuation can be explain by its past prices.
Correlation Coefficient0.25
Spearman Rank Test0.71
Residual Average0.0
Price Variance0.0

GDI Property Group lagged returns against current returns

Autocorrelation, which is GDI Property 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 GDI Property's stock expected returns. We can calculate the autocorrelation of GDI Property returns to help us make a trade decision. For example, suppose you find that GDI Property 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  

GDI Property 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 GDI Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GDI Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GDI Property stock over time.
   Current vs Lagged Prices   
       Timeline  

GDI Property Lagged Returns

When evaluating GDI Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GDI Property stock have on its future price. GDI Property 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, GDI Property autocorrelation shows the relationship between GDI Property stock current value and its past values and can show if there is a momentum factor associated with investing in GDI Property Group.
   Regressed Prices   
       Timeline  

Thematic Opportunities

Explore Investment Opportunities

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Additional Tools for GDI Stock Analysis

When running GDI Property's price analysis, check to measure GDI Property'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 GDI Property is operating at the current time. Most of GDI Property's value examination focuses on studying past and present price action to predict the probability of GDI Property's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GDI Property's price. Additionally, you may evaluate how the addition of GDI Property to your portfolios can decrease your overall portfolio volatility.