GP Investments (Brazil) Market Value
| GPIV33 Stock | BRL 3.88 0.14 3.48% |
| 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.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in GP Investments on December 17, 2024 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 90 days. GP Investments is related to or competes with TC Traders, CVS Health, Autohome, Darden Restaurants,, Hospital Mater, and UnitedHealth Group. 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.
| Downside Deviation | 3.62 | |||
| Information Ratio | 0.0479 | |||
| Maximum Drawdown | 15.85 | |||
| Value At Risk | (5.58) | |||
| Potential Upside | 6.57 |
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 | 0.0242 | |||
| Jensen Alpha | 0.0297 | |||
| Total Risk Alpha | 0.4892 | |||
| Sortino Ratio | 0.0457 | |||
| Treynor Ratio | (0.23) |
GP Investments Backtested Returns
At this point, GP Investments is relatively risky. GP Investments retains Efficiency (Sharpe Ratio) of 0.0366, which attests that the entity had a 0.0366 % return per unit of price deviation over the last 3 months. We have found thirty technical indicators for GP Investments, which you can use to evaluate the volatility of the firm. Please check out GP Investments' Market Risk Adjusted Performance of (0.22), standard deviation of 3.45, and Semi Deviation of 3.32 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. GP Investments has a performance score of 2 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of -0.25, which attests to not very significant fluctuations relative to the market. 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. GP Investments today owns a risk of 3.2%. Please check out GP Investments mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to decide if GP Investments will be following its current price history.
Auto-correlation | 0.31 |
Below average predictability
GP Investments has below average predictability. Overlapping area represents the amount of predictability between GP Investments time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 0.31 indicates that nearly 31.0% of current GP Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.25 | |
| 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.