Gencor Industries Stock Market Value
| GENC Stock | USD 13.00 0.17 1.33% |
| Symbol | Gencor |
Gencor Industries Price To Book Ratio
Is Industrial Machinery & Supplies & Components space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Gencor Industries. If investors know Gencor will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Gencor Industries listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.20) | Earnings Share 1.1 | Revenue Per Share | Quarterly Revenue Growth (0.08) | Return On Assets |
The market value of Gencor Industries is measured differently than its book value, which is the value of Gencor that is recorded on the company's balance sheet. Investors also form their own opinion of Gencor Industries' value that differs from its market value or its book value, called intrinsic value, which is Gencor Industries' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Gencor Industries' market value can be influenced by many factors that don't directly affect Gencor Industries' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Gencor Industries' value and its price as these two are different measures arrived at by different means. Investors typically determine if Gencor Industries is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Gencor Industries' 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.
Gencor Industries '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 Gencor Industries' 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 Gencor Industries.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Gencor Industries on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Gencor Industries or generate 0.0% return on investment in Gencor Industries over 90 days. Gencor Industries is related to or competes with Alamo, Manitowoc, Columbus McKinnon, Rev, Lindsay, Astec Industries, and Wabash National. Gencor Industries, Inc., together with its subsidiaries, designs, manufactures, and sells heavy machinery used in the pr... More
Gencor Industries 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 Gencor Industries' 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 Gencor Industries upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 15.04 | |||
| Value At Risk | (5.58) | |||
| Potential Upside | 3.65 |
Gencor Industries Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gencor Industries' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gencor Industries' standard deviation. In reality, there are many statistical measures that can use Gencor Industries historical prices to predict the future Gencor Industries' volatility.| Risk Adjusted Performance | (0.21) | |||
| Jensen Alpha | (0.61) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | (0.75) |
Gencor Industries Backtested Returns
Gencor Industries holds Efficiency (Sharpe) Ratio of -0.26, which attests that the entity had a -0.26 % return per unit of risk over the last 3 months. Gencor Industries exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Gencor Industries' Standard Deviation of 2.93, risk adjusted performance of (0.21), and Market Risk Adjusted Performance of (0.74) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.0, which attests to a somewhat significant risk relative to the market. Gencor Industries returns are very sensitive to returns on the market. As the market goes up or down, Gencor Industries is expected to follow. At this point, Gencor Industries has a negative expected return of -0.78%. Please make sure to check out Gencor Industries' skewness, and the relationship between the treynor ratio and daily balance of power , to decide if Gencor Industries performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.89 |
Very good predictability
Gencor Industries has very good predictability. Overlapping area represents the amount of predictability between Gencor Industries 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 Gencor Industries price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Gencor Industries price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 1.48 |
Gencor Industries lagged returns against current returns
Autocorrelation, which is Gencor Industries 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 Gencor Industries' stock expected returns. We can calculate the autocorrelation of Gencor Industries returns to help us make a trade decision. For example, suppose you find that Gencor Industries 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 |
Gencor Industries 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 Gencor Industries stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gencor Industries stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gencor Industries stock over time.
Current vs Lagged Prices |
| Timeline |
Gencor Industries Lagged Returns
When evaluating Gencor Industries' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gencor Industries stock have on its future price. Gencor Industries 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, Gencor Industries autocorrelation shows the relationship between Gencor Industries stock current value and its past values and can show if there is a momentum factor associated with investing in Gencor Industries.
Regressed Prices |
| Timeline |
Also Currently Popular
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.When determining whether Gencor Industries offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Gencor Industries' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Gencor Industries Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Gencor Industries Stock:Check out Gencor Industries Correlation, Gencor Industries Volatility and Gencor Industries Alpha and Beta module to complement your research on Gencor Industries. For information on how to trade Gencor Stock refer to our How to Trade Gencor Stock guide.You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Gencor Industries technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.