GEO (Germany) Market Value
| GEG Stock | EUR 25.93 0.63 2.37% |
| Symbol | GEO |
GEO '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 GEO'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 GEO.
| 11/03/2024 |
| 12/03/2024 |
If you would invest 0.00 in GEO on November 3, 2024 and sell it all today you would earn a total of 0.00 from holding The GEO Group or generate 0.0% return on investment in GEO over 30 days. GEO is related to or competes with Welltower, Medical Properties, Sabra Health, National Health, LTC Properties, PARKWAY LIFE, and GEO. is the first fully integrated equity real estate investment trust specializing in the design, financing, development, an... More
GEO 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 GEO'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 The GEO Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.58 | |||
| Information Ratio | 0.1841 | |||
| Maximum Drawdown | 50.18 | |||
| Value At Risk | (4.39) | |||
| Potential Upside | 6.62 |
GEO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GEO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GEO's standard deviation. In reality, there are many statistical measures that can use GEO historical prices to predict the future GEO's volatility.| Risk Adjusted Performance | 0.1646 | |||
| Jensen Alpha | 1.03 | |||
| Total Risk Alpha | 0.3309 | |||
| Sortino Ratio | 0.4472 | |||
| Treynor Ratio | 0.6056 |
GEO Group Backtested Returns
GEO is not too volatile given 3 months investment horizon. GEO Group holds Efficiency (Sharpe) Ratio of 0.22, which attests that the entity had a 0.22% return per unit of risk over the last 3 months. We were able to interpolate thirty different technical indicators, which can help you to evaluate if expected returns of 1.39% are justified by taking the suggested risk. Use The GEO Group Market Risk Adjusted Performance of 0.6156, risk adjusted performance of 0.1646, and Downside Deviation of 2.58 to evaluate company specific risk that cannot be diversified away. GEO holds a performance score of 17 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 2.1, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, GEO will likely underperform. Use The GEO Group semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to analyze future returns on The GEO Group.
Auto-correlation | 0.58 |
Modest predictability
The GEO Group has modest predictability. Overlapping area represents the amount of predictability between GEO time series from 3rd of November 2024 to 18th of November 2024 and 18th of November 2024 to 3rd of December 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 GEO Group price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current GEO price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.54 |
GEO Group lagged returns against current returns
Autocorrelation, which is GEO 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 GEO's stock expected returns. We can calculate the autocorrelation of GEO returns to help us make a trade decision. For example, suppose you find that GEO 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 |
GEO 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 GEO stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GEO stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GEO stock over time.
Current vs Lagged Prices |
| Timeline |
GEO Lagged Returns
When evaluating GEO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GEO stock have on its future price. GEO 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, GEO autocorrelation shows the relationship between GEO stock current value and its past values and can show if there is a momentum factor associated with investing in The GEO Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in GEO Stock
GEO financial ratios help investors to determine whether GEO 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 GEO with respect to the benefits of owning GEO security.