Gould Investors Lp Stock Market Value
| GDVTZ Stock | USD 400.00 9.00 2.30% |
| Symbol | Gould |
Gould Investors '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 Gould Investors' pink sheet 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 Gould Investors.
| 12/26/2024 |
| 01/25/2025 |
If you would invest 0.00 in Gould Investors on December 26, 2024 and sell it all today you would earn a total of 0.00 from holding Gould Investors LP or generate 0.0% return on investment in Gould Investors over 30 days. Gould Investors is related to or competes with Stratus Properties, and Mitsui Fudosan. Gould Investors L.P. owns and operates a portfolio of real estate assets in the United States More
Gould Investors 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 Gould Investors' pink sheet 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 Gould Investors LP upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0078 | |||
| Maximum Drawdown | 19.49 | |||
| Potential Upside | 2.3 |
Gould Investors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gould Investors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gould Investors' standard deviation. In reality, there are many statistical measures that can use Gould Investors historical prices to predict the future Gould Investors' volatility.| Risk Adjusted Performance | 0.0306 | |||
| Jensen Alpha | 0.0606 | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 0.4883 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gould Investors' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Gould Investors LP Backtested Returns
At this stage we consider Gould Pink Sheet to be very steady. Gould Investors LP holds Efficiency (Sharpe) Ratio of 0.0287, which attests that the entity had a 0.0287 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Gould Investors LP, which you can use to evaluate the volatility of the firm. Please check out Gould Investors' Risk Adjusted Performance of 0.0306, standard deviation of 2.74, and Market Risk Adjusted Performance of 0.4983 to validate if the risk estimate we provide is consistent with the expected return of 0.0805%. Gould Investors has a performance score of 2 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, Gould Investors' returns are expected to increase less than the market. However, during the bear market, the loss of holding Gould Investors is expected to be smaller as well. Gould Investors LP right now retains a risk of 2.81%. Please check out Gould Investors kurtosis, as well as the relationship between the day median price and period momentum indicator , to decide if Gould Investors will be following its current trending patterns.
Auto-correlation | -0.59 |
Good reverse predictability
Gould Investors LP has good reverse predictability. Overlapping area represents the amount of predictability between Gould Investors time series from 26th of December 2024 to 10th of January 2025 and 10th of January 2025 to 25th of January 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 Gould Investors LP price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Gould Investors price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 17.01 |
Gould Investors LP lagged returns against current returns
Autocorrelation, which is Gould Investors pink sheet'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 Gould Investors' pink sheet expected returns. We can calculate the autocorrelation of Gould Investors returns to help us make a trade decision. For example, suppose you find that Gould Investors has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Gould Investors 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 Gould Investors pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gould Investors pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gould Investors pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Gould Investors Lagged Returns
When evaluating Gould Investors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gould Investors pink sheet have on its future price. Gould Investors 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, Gould Investors autocorrelation shows the relationship between Gould Investors pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Gould Investors LP.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Gould Pink Sheet Analysis
When running Gould Investors' price analysis, check to measure Gould Investors' 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 Gould Investors is operating at the current time. Most of Gould Investors' value examination focuses on studying past and present price action to predict the probability of Gould Investors' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gould Investors' price. Additionally, you may evaluate how the addition of Gould Investors to your portfolios can decrease your overall portfolio volatility.