GP Investments (Brazil) Market Value
| GPIV33 Stock | BRL 3.90 0.20 5.41% |
| Symbol | GPIV33 |
GP Investments '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 GP Investments' 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 GP Investments.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in GP Investments on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding GP Investments or generate 0.0% return on investment in GP Investments over 30 days. GP Investments is related to or competes with Verizon Communications, Iron Mountain, Zoom Video, United Rentals, Tyson Foods, and Marfrig Global. GP Investments, Ltd. is a private equity, venture capital and alternative investments firm specializing in leveraged acq... More
GP Investments 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 GP Investments' 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 GP Investments upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 15.85 | |||
| Value At Risk | (5.58) | |||
| Potential Upside | 6.74 |
GP Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GP Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GP Investments' standard deviation. In reality, there are many statistical measures that can use GP Investments historical prices to predict the future GP Investments' volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 0.0887 |
GP Investments Backtested Returns
GP Investments retains Efficiency (Sharpe Ratio) of close to zero, which attests that the entity had a close to zero % return per unit of price deviation over the last 3 months. GP Investments exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out GP Investments' Coefficient Of Variation of (7,676), information ratio of (0.01), and Market Risk Adjusted Performance of 0.0987 to validate the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.59, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning GP Investments are expected to decrease at a much lower rate. During the bear market, GP Investments is likely to outperform the market. At this point, GP Investments has a negative expected return of -0.0148%. Please make sure to check out GP Investments' total risk alpha, potential upside, and the relationship between the standard deviation and maximum drawdown , to decide if GP Investments performance from the past will be repeated sooner or later.
Auto-correlation | 0.29 |
Poor predictability
GP Investments has poor predictability. Overlapping area represents the amount of predictability between GP Investments time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 GP Investments price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current GP Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
GP Investments lagged returns against current returns
Autocorrelation, which is GP Investments 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 GP Investments' stock expected returns. We can calculate the autocorrelation of GP Investments returns to help us make a trade decision. For example, suppose you find that GP Investments 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 |
GP Investments 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 GP Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GP Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GP Investments stock over time.
Current vs Lagged Prices |
| Timeline |
GP Investments Lagged Returns
When evaluating GP Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GP Investments stock have on its future price. GP Investments 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, GP Investments autocorrelation shows the relationship between GP Investments stock current value and its past values and can show if there is a momentum factor associated with investing in GP Investments.
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 GPIV33 Stock
GP Investments financial ratios help investors to determine whether GPIV33 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 GPIV33 with respect to the benefits of owning GP Investments security.