Gencell (Israel) Market Value
| GNCL Stock | ILA 58.40 0.40 0.68% |
| Symbol | Gencell |
Gencell '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 Gencell'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 Gencell.
| 08/19/2023 |
| 12/11/2024 |
If you would invest 0.00 in Gencell on August 19, 2023 and sell it all today you would earn a total of 0.00 from holding Gencell or generate 0.0% return on investment in Gencell over 480 days. Gencell is related to or competes with Afcon Holdings, Payton L, PCB Tec, and Tedea Technological. GenCell Ltd. develops fuel cell solutions that offer clean power worldwide More
Gencell 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 Gencell'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 Gencell upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.22 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 14.4 | |||
| Value At Risk | (4.84) | |||
| Potential Upside | 6.3 |
Gencell Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gencell's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gencell's standard deviation. In reality, there are many statistical measures that can use Gencell historical prices to predict the future Gencell's volatility.| Risk Adjusted Performance | 0.0213 | |||
| Jensen Alpha | 0.1804 | |||
| Total Risk Alpha | (0.52) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.05) |
Gencell Backtested Returns
At this point, Gencell is very steady. Gencell holds Efficiency (Sharpe) Ratio of 0.0385, which attests that the entity had a 0.0385% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Gencell, which you can use to evaluate the volatility of the firm. Please check out Gencell's Risk Adjusted Performance of 0.0213, market risk adjusted performance of (0.04), and Downside Deviation of 3.22 to validate if the risk estimate we provide is consistent with the expected return of 0.16%. Gencell has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -1.07, which attests to a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Gencell are expected to decrease slowly. On the other hand, during market turmoil, Gencell is expected to outperform it slightly. Gencell right now retains a risk of 4.06%. Please check out Gencell standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Gencell will be following its current trending patterns.
Auto-correlation | 0.61 |
Good predictability
Gencell has good predictability. Overlapping area represents the amount of predictability between Gencell time series from 19th of August 2023 to 15th of April 2024 and 15th of April 2024 to 11th of December 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 Gencell price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Gencell price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 199.8 |
Gencell lagged returns against current returns
Autocorrelation, which is Gencell 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 Gencell's stock expected returns. We can calculate the autocorrelation of Gencell returns to help us make a trade decision. For example, suppose you find that Gencell 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 |
Gencell 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 Gencell stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gencell stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gencell stock over time.
Current vs Lagged Prices |
| Timeline |
Gencell Lagged Returns
When evaluating Gencell's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gencell stock have on its future price. Gencell 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, Gencell autocorrelation shows the relationship between Gencell stock current value and its past values and can show if there is a momentum factor associated with investing in Gencell.
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 Gencell Stock
Gencell financial ratios help investors to determine whether Gencell 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 Gencell with respect to the benefits of owning Gencell security.