Gladstone Commercial (Germany) Market Value
| GLE Stock | EUR 13.67 0.12 0.89% |
| Symbol | Gladstone |
Gladstone Commercial '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 Gladstone Commercial'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 Gladstone Commercial.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Gladstone Commercial on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Gladstone Commercial or generate 0.0% return on investment in Gladstone Commercial over 90 days. Gladstone Commercial is related to or competes with Easy Software, Kingdee International, Alfa Financial, Sqs Software, Magic Software, Yuexiu Transport, and EVS Broadcast. Gladstone Commercial Corporation is a real estate investment trust focused on acquiring, owning, and operating net lease... More
Gladstone Commercial 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 Gladstone Commercial'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 Gladstone Commercial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 10.33 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 1.98 |
Gladstone Commercial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gladstone Commercial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gladstone Commercial's standard deviation. In reality, there are many statistical measures that can use Gladstone Commercial historical prices to predict the future Gladstone Commercial's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | 1.23 |
Gladstone Commercial Backtested Returns
Gladstone Commercial holds Efficiency (Sharpe) Ratio of -0.11, which attests that the entity had a -0.11 % return per unit of standard deviation over the last 3 months. Gladstone Commercial exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Gladstone Commercial's risk adjusted performance of (0.12), and Market Risk Adjusted Performance of 1.24 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Gladstone Commercial are expected to decrease at a much lower rate. During the bear market, Gladstone Commercial is likely to outperform the market. At this point, Gladstone Commercial has a negative expected return of -0.18%. Please make sure to check out Gladstone Commercial's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Gladstone Commercial performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.1 |
Very weak reverse predictability
Gladstone Commercial has very weak reverse predictability. Overlapping area represents the amount of predictability between Gladstone Commercial time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Gladstone Commercial price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Gladstone Commercial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Gladstone Commercial lagged returns against current returns
Autocorrelation, which is Gladstone Commercial 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 Gladstone Commercial's stock expected returns. We can calculate the autocorrelation of Gladstone Commercial returns to help us make a trade decision. For example, suppose you find that Gladstone Commercial 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 |
Gladstone Commercial 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 Gladstone Commercial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gladstone Commercial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gladstone Commercial stock over time.
Current vs Lagged Prices |
| Timeline |
Gladstone Commercial Lagged Returns
When evaluating Gladstone Commercial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gladstone Commercial stock have on its future price. Gladstone Commercial 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, Gladstone Commercial autocorrelation shows the relationship between Gladstone Commercial stock current value and its past values and can show if there is a momentum factor associated with investing in Gladstone Commercial.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Gladstone Stock
When determining whether Gladstone Commercial is a strong investment it is important to analyze Gladstone Commercial's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Gladstone Commercial's future performance. For an informed investment choice regarding Gladstone Stock, refer to the following important reports:Check out Gladstone Commercial Correlation, Gladstone Commercial Volatility and Gladstone Commercial Alpha and Beta module to complement your research on Gladstone Commercial. For more detail on how to invest in Gladstone Stock please use our How to Invest in Gladstone Commercial guide.You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Gladstone Commercial 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.