Greystone Housing Impact Stock Market Value
| GHI Stock | 11.82 0.08 0.68% |
| Symbol | Greystone |
Greystone Housing Impact Price To Book Ratio
Is Regional Banks 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 Greystone Housing. If investors know Greystone 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 Greystone Housing 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 (0.78) | Dividend Share 1.475 | Earnings Share 0.63 | Revenue Per Share 1.49 | Quarterly Revenue Growth (0) |
The market value of Greystone Housing Impact is measured differently than its book value, which is the value of Greystone that is recorded on the company's balance sheet. Investors also form their own opinion of Greystone Housing's value that differs from its market value or its book value, called intrinsic value, which is Greystone Housing's 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 Greystone Housing's market value can be influenced by many factors that don't directly affect Greystone Housing's 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 Greystone Housing's value and its price as these two are different measures arrived at by different means. Investors typically determine if Greystone Housing is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Greystone Housing's 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.
Greystone Housing '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 Greystone Housing'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 Greystone Housing.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Greystone Housing on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Greystone Housing Impact or generate 0.0% return on investment in Greystone Housing over 30 days. Greystone Housing is related to or competes with Guild Holdings, Security National, Encore Capital, PennyMac Finl, CNFinance Holdings, and Mr Cooper. Global High Income Fund, Inc. is a closedended fixed income mutual fund launched and managed by UBS Global Asset Management Inc. More
Greystone Housing 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 Greystone Housing'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 Greystone Housing Impact upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 11.65 | |||
| Value At Risk | (2.81) | |||
| Potential Upside | 2.09 |
Greystone Housing Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Greystone Housing's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Greystone Housing's standard deviation. In reality, there are many statistical measures that can use Greystone Housing historical prices to predict the future Greystone Housing's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.53) | |||
| Treynor Ratio | 6.85 |
Greystone Housing Impact Backtested Returns
Greystone Housing Impact holds Efficiency (Sharpe) Ratio of -0.11, which attests that the entity had a -0.11% return per unit of risk over the last 3 months. Greystone Housing Impact exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Greystone Housing's Market Risk Adjusted Performance of 6.86, risk adjusted performance of (0.09), and Standard Deviation of 1.89 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.036, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Greystone Housing are expected to decrease at a much lower rate. During the bear market, Greystone Housing is likely to outperform the market. At this point, Greystone Housing Impact has a negative expected return of -0.21%. Please make sure to check out Greystone Housing's potential upside, and the relationship between the total risk alpha and daily balance of power , to decide if Greystone Housing Impact performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.5 |
Modest reverse predictability
Greystone Housing Impact has modest reverse predictability. Overlapping area represents the amount of predictability between Greystone Housing 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 Greystone Housing Impact price movement. The serial correlation of -0.5 indicates that about 50.0% of current Greystone Housing price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Greystone Housing Impact lagged returns against current returns
Autocorrelation, which is Greystone Housing 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 Greystone Housing's stock expected returns. We can calculate the autocorrelation of Greystone Housing returns to help us make a trade decision. For example, suppose you find that Greystone Housing 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 |
Greystone Housing 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 Greystone Housing stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Greystone Housing stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Greystone Housing stock over time.
Current vs Lagged Prices |
| Timeline |
Greystone Housing Lagged Returns
When evaluating Greystone Housing's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Greystone Housing stock have on its future price. Greystone Housing 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, Greystone Housing autocorrelation shows the relationship between Greystone Housing stock current value and its past values and can show if there is a momentum factor associated with investing in Greystone Housing Impact.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Greystone Housing Impact offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Greystone Housing's 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 Greystone Housing Impact Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Greystone Housing Impact Stock:Check out Greystone Housing Correlation, Greystone Housing Volatility and Greystone Housing Alpha and Beta module to complement your research on Greystone Housing. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Greystone Housing 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.