Gaming Realms (UK) Market Value
| GMR Stock | 36.00 0.10 0.28% |
| Symbol | Gaming |
Gaming Realms '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 Gaming Realms' 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 Gaming Realms.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Gaming Realms on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Gaming Realms plc or generate 0.0% return on investment in Gaming Realms over 90 days. Gaming Realms is related to or competes with Systemair, Clean Power, JD Sports, Science In, Amedeo Air, Ebro Foods, and Sealed Air. Gaming Realms is entity of United Kingdom More
Gaming Realms 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 Gaming Realms' 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 Gaming Realms plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.18 | |||
| Information Ratio | 0.0429 | |||
| Maximum Drawdown | 10.21 | |||
| Value At Risk | (3.24) | |||
| Potential Upside | 3.57 |
Gaming Realms Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gaming Realms' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gaming Realms' standard deviation. In reality, there are many statistical measures that can use Gaming Realms historical prices to predict the future Gaming Realms' volatility.| Risk Adjusted Performance | 0.0073 | |||
| Jensen Alpha | 0.0246 | |||
| Total Risk Alpha | 0.289 | |||
| Sortino Ratio | 0.0465 | |||
| Treynor Ratio | (0.03) |
Gaming Realms plc Backtested Returns
At this point, Gaming Realms is very steady. Gaming Realms plc holds Efficiency (Sharpe) Ratio of 0.0111, which attests that the entity had a 0.0111 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Gaming Realms plc, which you can use to evaluate the volatility of the firm. Please check out Gaming Realms' Market Risk Adjusted Performance of (0.02), downside deviation of 2.18, and Risk Adjusted Performance of 0.0073 to validate if the risk estimate we provide is consistent with the expected return of 0.025%. The company retains a Market Volatility (i.e., Beta) of 0.29, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gaming Realms' returns are expected to increase less than the market. However, during the bear market, the loss of holding Gaming Realms is expected to be smaller as well. Gaming Realms plc right now retains a risk of 2.26%. Please check out Gaming Realms downside variance, daily balance of power, and the relationship between the maximum drawdown and skewness , to decide if Gaming Realms will be following its current trending patterns.
Auto-correlation | -0.01 |
Very weak reverse predictability
Gaming Realms plc has very weak reverse predictability. Overlapping area represents the amount of predictability between Gaming Realms time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Gaming Realms plc price movement. The serial correlation of -0.01 indicates that just 1.0% of current Gaming Realms price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 2.16 |
Gaming Realms plc lagged returns against current returns
Autocorrelation, which is Gaming Realms 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 Gaming Realms' stock expected returns. We can calculate the autocorrelation of Gaming Realms returns to help us make a trade decision. For example, suppose you find that Gaming Realms 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 |
Gaming Realms 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 Gaming Realms stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gaming Realms stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gaming Realms stock over time.
Current vs Lagged Prices |
| Timeline |
Gaming Realms Lagged Returns
When evaluating Gaming Realms' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gaming Realms stock have on its future price. Gaming Realms 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, Gaming Realms autocorrelation shows the relationship between Gaming Realms stock current value and its past values and can show if there is a momentum factor associated with investing in Gaming Realms plc.
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.Other Information on Investing in Gaming Stock
Gaming Realms financial ratios help investors to determine whether Gaming 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 Gaming with respect to the benefits of owning Gaming Realms security.