Gfinity PLC (UK) Market Value
| GFIN Stock | 0.09 0.0007 0.76% |
| Symbol | Gfinity |
Gfinity PLC '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 Gfinity PLC'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 Gfinity PLC.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Gfinity PLC on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Gfinity PLC or generate 0.0% return on investment in Gfinity PLC over 30 days. Gfinity PLC is related to or competes with Systemair, Amedeo Air, Ion Beam, Rosslyn Data, Sealed Air, Finnair Oyj, and Automatic Data. Gfinity PLC is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Gfinity PLC 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 Gfinity PLC'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 Gfinity PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.36 | |||
| Information Ratio | 0.2051 | |||
| Maximum Drawdown | 96.67 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 46.67 |
Gfinity PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gfinity PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gfinity PLC's standard deviation. In reality, there are many statistical measures that can use Gfinity PLC historical prices to predict the future Gfinity PLC's volatility.| Risk Adjusted Performance | 0.1609 | |||
| Jensen Alpha | 3.65 | |||
| Total Risk Alpha | 3.54 | |||
| Sortino Ratio | 0.3219 | |||
| Treynor Ratio | 2.51 |
Gfinity PLC Backtested Returns
Gfinity PLC is out of control given 3 months investment horizon. Gfinity PLC holds Efficiency (Sharpe) Ratio of 0.19, which attests that the entity had a 0.19 % return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-nine different technical indicators, which can help you to evaluate if expected returns of 3.72% are justified by taking the suggested risk. Use Gfinity PLC Market Risk Adjusted Performance of 2.52, risk adjusted performance of 0.1609, and Downside Deviation of 11.36 to evaluate company specific risk that cannot be diversified away. Gfinity PLC holds a performance score of 15 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 1.46, 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, Gfinity PLC will likely underperform. Use Gfinity PLC downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to analyze future returns on Gfinity PLC.
Auto-correlation | -0.5 |
Modest reverse predictability
Gfinity PLC has modest reverse predictability. Overlapping area represents the amount of predictability between Gfinity PLC time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Gfinity PLC price movement. The serial correlation of -0.5 indicates that about 50.0% of current Gfinity PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Gfinity PLC lagged returns against current returns
Autocorrelation, which is Gfinity PLC 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 Gfinity PLC's stock expected returns. We can calculate the autocorrelation of Gfinity PLC returns to help us make a trade decision. For example, suppose you find that Gfinity PLC 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 |
Gfinity PLC 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 Gfinity PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gfinity PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gfinity PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Gfinity PLC Lagged Returns
When evaluating Gfinity PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gfinity PLC stock have on its future price. Gfinity PLC 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, Gfinity PLC autocorrelation shows the relationship between Gfinity PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Gfinity PLC.
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 Gfinity Stock Analysis
When running Gfinity PLC's price analysis, check to measure Gfinity PLC's 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 Gfinity PLC is operating at the current time. Most of Gfinity PLC's value examination focuses on studying past and present price action to predict the probability of Gfinity PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gfinity PLC's price. Additionally, you may evaluate how the addition of Gfinity PLC to your portfolios can decrease your overall portfolio volatility.