Group 1 Automotive Stock Market Value
| GPI Stock | USD 425.80 1.96 0.46% |
| Symbol | Group |
Group 1 Automotive Price To Book Ratio
Is Automotive Retail space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Group 1. If investors know Group will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Group 1 listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.25) | Dividend Share 0.47 | Earnings Share 37.56 | Revenue Per Share 1.4 K | Quarterly Revenue Growth 0.11 |
The market value of Group 1 Automotive is measured differently than its book value, which is the value of Group that is recorded on the company's balance sheet. Investors also form their own opinion of Group 1's value that differs from its market value or its book value, called intrinsic value, which is Group 1's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Group 1's market value can be influenced by many factors that don't directly affect Group 1's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Group 1's value and its price as these two are different measures arrived at by different means. Investors typically determine if Group 1 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Group 1's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Group 1 '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 Group 1'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 Group 1.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Group 1 on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Group 1 Automotive or generate 0.0% return on investment in Group 1 over 30 days. Group 1 is related to or competes with Penske Automotive, Lithia Motors, AutoNation, Asbury Automotive, and Sonic Automotive. Group 1 Automotive, Inc., through its subsidiaries, operates in the automotive retail industry More
Group 1 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 Group 1'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 Group 1 Automotive upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.73 | |||
| Information Ratio | 0.0442 | |||
| Maximum Drawdown | 11.29 | |||
| Value At Risk | (2.70) | |||
| Potential Upside | 3.29 |
Group 1 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Group 1's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Group 1's standard deviation. In reality, there are many statistical measures that can use Group 1 historical prices to predict the future Group 1's volatility.| Risk Adjusted Performance | 0.0882 | |||
| Jensen Alpha | 0.0096 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0563 | |||
| Treynor Ratio | 0.1333 |
Group 1 Automotive Backtested Returns
Group 1 appears to be very steady, given 3 months investment horizon. Group 1 Automotive holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12% return per unit of risk over the last 3 months. We have found thirty technical indicators for Group 1 Automotive, which you can use to evaluate the volatility of the firm. Please utilize Group 1's Risk Adjusted Performance of 0.0882, downside deviation of 1.73, and Market Risk Adjusted Performance of 0.1433 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Group 1 holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of 1.69, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Group 1 will likely underperform. Please check Group 1's treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Group 1's current trending patterns will revert.
Auto-correlation | 0.76 |
Good predictability
Group 1 Automotive has good predictability. Overlapping area represents the amount of predictability between Group 1 time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th of November 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 Group 1 Automotive price movement. The serial correlation of 0.76 indicates that around 76.0% of current Group 1 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 147.4 |
Group 1 Automotive lagged returns against current returns
Autocorrelation, which is Group 1 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 Group 1's stock expected returns. We can calculate the autocorrelation of Group 1 returns to help us make a trade decision. For example, suppose you find that Group 1 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 |
Group 1 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 Group 1 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Group 1 stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Group 1 stock over time.
Current vs Lagged Prices |
| Timeline |
Group 1 Lagged Returns
When evaluating Group 1's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Group 1 stock have on its future price. Group 1 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, Group 1 autocorrelation shows the relationship between Group 1 stock current value and its past values and can show if there is a momentum factor associated with investing in Group 1 Automotive.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Group 1 Automotive offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Group 1's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Group 1 Automotive Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Group 1 Automotive Stock:Check out Group 1 Correlation, Group 1 Volatility and Group 1 Alpha and Beta module to complement your research on Group 1. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Group 1 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.