Generation Capital (Israel) Market Value
| GNRS Stock | 77.00 6.30 8.91% |
| Symbol | Generation |
Generation Capital '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 Generation Capital'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 Generation Capital.
| 12/09/2023 |
| 12/03/2024 |
If you would invest 0.00 in Generation Capital on December 9, 2023 and sell it all today you would earn a total of 0.00 from holding Generation Capital or generate 0.0% return on investment in Generation Capital over 360 days. Generation Capital is related to or competes with EN Shoham, Mivtach Shamir, Enlight Renewable, Rani Zim, and Shikun Binui. More
Generation Capital 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 Generation Capital'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 Generation Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.99 | |||
| Information Ratio | 0.1923 | |||
| Maximum Drawdown | 11.56 | |||
| Value At Risk | (2.82) | |||
| Potential Upside | 6.03 |
Generation Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Generation Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Generation Capital's standard deviation. In reality, there are many statistical measures that can use Generation Capital historical prices to predict the future Generation Capital's volatility.| Risk Adjusted Performance | 0.1922 | |||
| Jensen Alpha | 0.6005 | |||
| Total Risk Alpha | 0.2199 | |||
| Sortino Ratio | 0.2392 | |||
| Treynor Ratio | (6.42) |
Generation Capital Backtested Returns
Generation Capital appears to be very steady, given 3 months investment horizon. Generation Capital holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21% return per unit of risk over the last 3 months. By evaluating Generation Capital's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please utilize Generation Capital's Market Risk Adjusted Performance of (6.41), risk adjusted performance of 0.1922, and Downside Deviation of 1.99 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Generation Capital holds a performance score of 16. The company retains a Market Volatility (i.e., Beta) of -0.0919, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Generation Capital are expected to decrease at a much lower rate. During the bear market, Generation Capital is likely to outperform the market. Please check Generation Capital's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Generation Capital's current trending patterns will revert.
Auto-correlation | -0.22 |
Weak reverse predictability
Generation Capital has weak reverse predictability. Overlapping area represents the amount of predictability between Generation Capital time series from 9th of December 2023 to 6th of June 2024 and 6th of June 2024 to 3rd 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 Generation Capital price movement. The serial correlation of -0.22 indicates that over 22.0% of current Generation Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 63.32 |
Generation Capital lagged returns against current returns
Autocorrelation, which is Generation Capital 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 Generation Capital's stock expected returns. We can calculate the autocorrelation of Generation Capital returns to help us make a trade decision. For example, suppose you find that Generation Capital 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 |
Generation Capital 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 Generation Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Generation Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Generation Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Generation Capital Lagged Returns
When evaluating Generation Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Generation Capital stock have on its future price. Generation Capital 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, Generation Capital autocorrelation shows the relationship between Generation Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Generation Capital.
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 Generation Stock
Generation Capital financial ratios help investors to determine whether Generation 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 Generation with respect to the benefits of owning Generation Capital security.