Gdi Integrated Stock Market Value

GDI Stock  CAD 30.75  0.39  1.28%   
GDI Integrated's market value is the price at which a share of GDI Integrated trades on a public exchange. It measures the collective expectations of GDI Integrated investors about its performance. GDI Integrated is selling at 30.75 as of the 27th of March 2025; that is 1.28 percent increase since the beginning of the trading day. The stock's open price was 30.36.
With this module, you can estimate the performance of a buy and hold strategy of GDI Integrated and determine expected loss or profit from investing in GDI Integrated over a given investment horizon. Check out GDI Integrated Correlation, GDI Integrated Volatility and GDI Integrated Alpha and Beta module to complement your research on GDI Integrated.
Symbol

GDI Integrated Price To Book Ratio

1.572.762.893.162.411.881.861.9576%5%9%-24%-22%-1%5%100%
Please note, there is a significant difference between GDI Integrated's value and its price as these two are different measures arrived at by different means. Investors typically determine if GDI Integrated is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, GDI Integrated'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 Integrated '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 Integrated'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 Integrated.
0.00
04/07/2023
No Change 0.00  0.0 
In 1 year 11 months and 22 days
03/27/2025
0.00
If you would invest  0.00  in GDI Integrated on April 7, 2023 and sell it all today you would earn a total of 0.00 from holding GDI Integrated or generate 0.0% return on investment in GDI Integrated over 720 days. GDI Integrated is related to or competes with MTY Food, and Savaria. GDI Integrated Facility Services Inc. operates in the outsourced facility services industry More

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

GDI Integrated Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for GDI Integrated's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GDI Integrated's standard deviation. In reality, there are many statistical measures that can use GDI Integrated historical prices to predict the future GDI Integrated's volatility.
Hype
Prediction
LowEstimatedHigh
28.8030.7432.68
Details
Intrinsic
Valuation
LowRealHigh
27.5829.5231.46
Details
Naive
Forecast
LowNextHigh
28.8330.7732.71
Details
Earnings
Estimates (0)
LowProjected EPSHigh
0.200.250.30
Details

GDI Integrated Backtested Returns

GDI Integrated holds Efficiency (Sharpe) Ratio of -0.18, which attests that the entity had a -0.18 % return per unit of risk over the last 3 months. GDI Integrated exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out GDI Integrated's Risk Adjusted Performance of (0.12), coefficient of variation of (673.18), and Market Risk Adjusted Performance of (2.03) 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, GDI Integrated's returns are expected to increase less than the market. However, during the bear market, the loss of holding GDI Integrated is expected to be smaller as well. At this point, GDI Integrated has a negative expected return of -0.34%. Please make sure to check out GDI Integrated's total risk alpha, kurtosis, price action indicator, as well as the relationship between the value at risk and rate of daily change , to decide if GDI Integrated performance from the past will be repeated in the future.

Auto-correlation

    
  -0.1  

Very weak reverse predictability

GDI Integrated has very weak reverse predictability. Overlapping area represents the amount of predictability between GDI Integrated time series from 7th of April 2023 to 1st of April 2024 and 1st of April 2024 to 27th 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 Integrated price movement. The serial correlation of -0.1 indicates that less than 10.0% of current GDI Integrated price fluctuation can be explain by its past prices.
Correlation Coefficient-0.1
Spearman Rank Test0.03
Residual Average0.0
Price Variance4.51
GDI ReturnsGDI Lagged ReturnsDiversified AwayGDI ReturnsGDI Lagged ReturnsDiversified Away100%

GDI Integrated lagged returns against current returns

Autocorrelation, which is GDI Integrated 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 Integrated's stock expected returns. We can calculate the autocorrelation of GDI Integrated returns to help us make a trade decision. For example, suppose you find that GDI Integrated 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   
JavaScript chart by amCharts 3.21.15MayJulSepNov2025Mar-20%-15%-10%-5%0%5%10%
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

GDI Integrated 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 Integrated stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GDI Integrated stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GDI Integrated stock over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15MayJulSepNov2025Mar34363840424446
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

GDI Integrated Lagged Returns

When evaluating GDI Integrated's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GDI Integrated stock have on its future price. GDI Integrated 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 Integrated autocorrelation shows the relationship between GDI Integrated stock current value and its past values and can show if there is a momentum factor associated with investing in GDI Integrated.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15JulOct2024AprJulOct202530354045
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

Other Information on Investing in GDI Stock

GDI Integrated financial ratios help investors to determine whether GDI 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 GDI with respect to the benefits of owning GDI Integrated security.
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