Genesis Energy (Australia) Market Value
| GNE Stock | 2.04 0.03 1.49% |
| Symbol | Genesis |
Genesis Energy '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 Genesis Energy'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 Genesis Energy.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Genesis Energy on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Genesis Energy or generate 0.0% return on investment in Genesis Energy over 60 days. Genesis Energy is related to or competes with Regis Healthcare, Charter Hall, Ainsworth Game, Event Hospitality, Apiam Animal, and Retail Food. Genesis Energy is entity of Australia. It is traded as Stock on AU exchange. More
Genesis Energy 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 Genesis Energy'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 Genesis Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.82 | |||
| Information Ratio | 0.0217 | |||
| Maximum Drawdown | 8.6 | |||
| Value At Risk | (3.02) | |||
| Potential Upside | 3.74 |
Genesis Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Genesis Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Genesis Energy's standard deviation. In reality, there are many statistical measures that can use Genesis Energy historical prices to predict the future Genesis Energy's volatility.| Risk Adjusted Performance | 0.0328 | |||
| Jensen Alpha | 0.0527 | |||
| Total Risk Alpha | 0.0248 | |||
| Sortino Ratio | 0.0229 | |||
| Treynor Ratio | 0.487 |
Genesis Energy Backtested Returns
Currently, Genesis Energy is unstable. Genesis Energy holds Efficiency (Sharpe) Ratio of 0.0726, which attests that the entity had a 0.0726% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Genesis Energy, which you can use to evaluate the volatility of the firm. Please check out Genesis Energy's Downside Deviation of 1.82, risk adjusted performance of 0.0328, and Market Risk Adjusted Performance of 0.497 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. Genesis Energy has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Genesis Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Genesis Energy is expected to be smaller as well. Genesis Energy right now retains a risk of 1.95%. Please check out Genesis Energy total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Genesis Energy will be following its current trending patterns.
Auto-correlation | 0.65 |
Good predictability
Genesis Energy has good predictability. Overlapping area represents the amount of predictability between Genesis Energy time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th 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 Genesis Energy price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Genesis Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Genesis Energy lagged returns against current returns
Autocorrelation, which is Genesis Energy 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 Genesis Energy's stock expected returns. We can calculate the autocorrelation of Genesis Energy returns to help us make a trade decision. For example, suppose you find that Genesis Energy 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 |
Genesis Energy 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 Genesis Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Genesis Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Genesis Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Genesis Energy Lagged Returns
When evaluating Genesis Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Genesis Energy stock have on its future price. Genesis Energy 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, Genesis Energy autocorrelation shows the relationship between Genesis Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Genesis Energy.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Genesis Stock Analysis
When running Genesis Energy's price analysis, check to measure Genesis Energy's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Genesis Energy is operating at the current time. Most of Genesis Energy's value examination focuses on studying past and present price action to predict the probability of Genesis Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Genesis Energy's price. Additionally, you may evaluate how the addition of Genesis Energy to your portfolios can decrease your overall portfolio volatility.