Gdi Integrated Stock Market Value
| GDI Stock | CAD 30.35 0.34 1.11% |
| Symbol | GDI |
GDI Integrated Price To Book Ratio
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.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in GDI Integrated on December 15, 2024 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 90 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.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 10.05 | |||
| Value At Risk | (2.93) | |||
| Potential Upside | 3.16 |
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.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | (2.20) |
GDI Integrated Backtested Returns
GDI Integrated holds Efficiency (Sharpe) Ratio of -0.15, which attests that the entity had a -0.15 % 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 Coefficient Of Variation of (752.11), market risk adjusted performance of (2.19), and Risk Adjusted Performance of (0.11) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.12, 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 -0.28%. Please make sure to check out GDI Integrated's total risk alpha, kurtosis, market facilitation index, 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 | 0.22 |
Weak predictability
GDI Integrated has weak predictability. Overlapping area represents the amount of predictability between GDI Integrated time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 0.22 indicates that over 22.0% of current GDI Integrated price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.85 |
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 |
| 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 |
| 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 |
| 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.