The Gabelli Dividend Preferred Stock Market Value
| GDV-PK Preferred Stock | 20.02 0.05 0.25% |
| Symbol | Gabelli |
Gabelli Dividend '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 Gabelli Dividend's preferred 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 Gabelli Dividend.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Gabelli Dividend on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding The Gabelli Dividend or generate 0.0% return on investment in Gabelli Dividend over 30 days. Gabelli Dividend is related to or competes with Virtus AllianzGI, Gabelli Equity, Oxford Lane, Gabelli Utility, Gabelli Multimedia, and Tri-ContinentalPFD. More
Gabelli Dividend 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 Gabelli Dividend's preferred 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 The Gabelli Dividend upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6336 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 2.94 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 0.9425 |
Gabelli Dividend Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gabelli Dividend's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gabelli Dividend's standard deviation. In reality, there are many statistical measures that can use Gabelli Dividend historical prices to predict the future Gabelli Dividend's volatility.| Risk Adjusted Performance | 0.0658 | |||
| Jensen Alpha | 0.0598 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | (0.30) |
Gabelli Dividend Backtested Returns
As of now, Gabelli Preferred Stock is very steady. Gabelli Dividend holds Efficiency (Sharpe) Ratio of 0.0701, which attests that the entity had a 0.0701% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Gabelli Dividend, which you can use to evaluate the volatility of the firm. Please check out Gabelli Dividend's Risk Adjusted Performance of 0.0658, market risk adjusted performance of (0.29), and Downside Deviation of 0.6336 to validate if the risk estimate we provide is consistent with the expected return of 0.0419%. Gabelli Dividend has a performance score of 5 on a scale of 0 to 100. 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, returns on owning Gabelli Dividend are expected to decrease at a much lower rate. During the bear market, Gabelli Dividend is likely to outperform the market. Gabelli Dividend right now retains a risk of 0.6%. Please check out Gabelli Dividend maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if Gabelli Dividend will be following its current trending patterns.
Auto-correlation | 0.44 |
Average predictability
The Gabelli Dividend has average predictability. Overlapping area represents the amount of predictability between Gabelli Dividend time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Gabelli Dividend price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Gabelli Dividend price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Gabelli Dividend lagged returns against current returns
Autocorrelation, which is Gabelli Dividend preferred 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 Gabelli Dividend's preferred stock expected returns. We can calculate the autocorrelation of Gabelli Dividend returns to help us make a trade decision. For example, suppose you find that Gabelli Dividend has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Gabelli Dividend 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 Gabelli Dividend preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gabelli Dividend preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gabelli Dividend preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Gabelli Dividend Lagged Returns
When evaluating Gabelli Dividend's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gabelli Dividend preferred stock have on its future price. Gabelli Dividend 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, Gabelli Dividend autocorrelation shows the relationship between Gabelli Dividend preferred stock current value and its past values and can show if there is a momentum factor associated with investing in The Gabelli Dividend.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Gabelli Preferred Stock
Gabelli Dividend financial ratios help investors to determine whether Gabelli Preferred 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 Gabelli with respect to the benefits of owning Gabelli Dividend security.