GSW Immobilien (Germany) Market Value
| GIB Stock | EUR 90.00 6.00 6.25% |
| Symbol | GSW |
GSW Immobilien '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 GSW Immobilien'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 GSW Immobilien.
| 01/20/2023 |
| 01/09/2025 |
If you would invest 0.00 in GSW Immobilien on January 20, 2023 and sell it all today you would earn a total of 0.00 from holding GSW Immobilien AG or generate 0.0% return on investment in GSW Immobilien over 720 days. GSW Immobilien is related to or competes with Apple, Apple, Apple, Apple, Apple, Apple, and Microsoft. More
GSW Immobilien 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 GSW Immobilien'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 GSW Immobilien AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.04 | |||
| Information Ratio | 0.0561 | |||
| Maximum Drawdown | 40.82 | |||
| Value At Risk | (9.30) | |||
| Potential Upside | 6.58 |
GSW Immobilien Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GSW Immobilien's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GSW Immobilien's standard deviation. In reality, there are many statistical measures that can use GSW Immobilien historical prices to predict the future GSW Immobilien's volatility.| Risk Adjusted Performance | 0.055 | |||
| Jensen Alpha | 0.3099 | |||
| Total Risk Alpha | 0.3136 | |||
| Sortino Ratio | 0.0386 | |||
| Treynor Ratio | 2.51 |
GSW Immobilien AG Backtested Returns
GSW Immobilien appears to be very steady, given 3 months investment horizon. GSW Immobilien AG holds Efficiency (Sharpe) Ratio of 0.0653, which attests that the entity had a 0.0653% return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for GSW Immobilien AG, which you can use to evaluate the volatility of the firm. Please utilize GSW Immobilien's risk adjusted performance of 0.055, and Market Risk Adjusted Performance of 2.52 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, GSW Immobilien holds a performance score of 5. The company retains a Market Volatility (i.e., Beta) of 0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GSW Immobilien's returns are expected to increase less than the market. However, during the bear market, the loss of holding GSW Immobilien is expected to be smaller as well. Please check GSW Immobilien's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to make a quick decision on whether GSW Immobilien's current trending patterns will revert.
Auto-correlation | -0.48 |
Modest reverse predictability
GSW Immobilien AG has modest reverse predictability. Overlapping area represents the amount of predictability between GSW Immobilien time series from 20th of January 2023 to 15th of January 2024 and 15th of January 2024 to 9th 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 GSW Immobilien AG price movement. The serial correlation of -0.48 indicates that about 48.0% of current GSW Immobilien price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 56.75 |
GSW Immobilien AG lagged returns against current returns
Autocorrelation, which is GSW Immobilien 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 GSW Immobilien's stock expected returns. We can calculate the autocorrelation of GSW Immobilien returns to help us make a trade decision. For example, suppose you find that GSW Immobilien 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 |
GSW Immobilien 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 GSW Immobilien stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GSW Immobilien stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GSW Immobilien stock over time.
Current vs Lagged Prices |
| Timeline |
GSW Immobilien Lagged Returns
When evaluating GSW Immobilien's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GSW Immobilien stock have on its future price. GSW Immobilien 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, GSW Immobilien autocorrelation shows the relationship between GSW Immobilien stock current value and its past values and can show if there is a momentum factor associated with investing in GSW Immobilien AG.
Regressed Prices |
| Timeline |
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GSW Immobilien financial ratios help investors to determine whether GSW 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 GSW with respect to the benefits of owning GSW Immobilien security.