Grand Investment's market value is the price at which a share of Grand Investment trades on a public exchange. It measures the collective expectations of Grand Investment Capital investors about its performance. Grand Investment is trading at 12.18 as of the 4th of March 2025. This is a 2.44 percent up since the beginning of the trading day. The stock's lowest day price was 11.6. With this module, you can estimate the performance of a buy and hold strategy of Grand Investment Capital and determine expected loss or profit from investing in Grand Investment over a given investment horizon. Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Grand
Grand Investment '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 Grand Investment'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 Grand Investment.
0.00
02/02/2025
No Change 0.00
0.0
In 31 days
03/04/2025
0.00
If you would invest 0.00 in Grand Investment on February 2, 2025 and sell it all today you would earn a total of 0.00 from holding Grand Investment Capital or generate 0.0% return on investment in Grand Investment over 30 days.
Grand Investment 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 Grand Investment'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 Grand Investment Capital upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grand Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grand Investment's standard deviation. In reality, there are many statistical measures that can use Grand Investment historical prices to predict the future Grand Investment's volatility.
Grand Investment appears to be not too volatile, given 3 months investment horizon. Grand Investment Capital holds Efficiency (Sharpe) Ratio of 0.23, which attests that the entity had a 0.23 % return per unit of standard deviation over the last 3 months. By evaluating Grand Investment's technical indicators, you can evaluate if the expected return of 0.59% is justified by implied risk. Please utilize Grand Investment's market risk adjusted performance of (1.37), and Risk Adjusted Performance of 0.1868 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Grand Investment holds a performance score of 18. The company retains a Market Volatility (i.e., Beta) of -0.42, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Grand Investment are expected to decrease at a much lower rate. During the bear market, Grand Investment is likely to outperform the market. Please check Grand Investment's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Grand Investment's current trending patterns will revert.
Auto-correlation
0.46
Average predictability
Grand Investment Capital has average predictability. Overlapping area represents the amount of predictability between Grand Investment time series from 2nd of February 2025 to 17th of February 2025 and 17th of February 2025 to 4th 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 Grand Investment Capital price movement. The serial correlation of 0.46 indicates that about 46.0% of current Grand Investment price fluctuation can be explain by its past prices.
Correlation Coefficient
0.46
Spearman Rank Test
0.45
Residual Average
0.0
Price Variance
0.15
Grand Investment Capital lagged returns against current returns
Autocorrelation, which is Grand Investment 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 Grand Investment's stock expected returns. We can calculate the autocorrelation of Grand Investment returns to help us make a trade decision. For example, suppose you find that Grand Investment 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
Grand Investment 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 Grand Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grand Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grand Investment stock over time.
Current vs Lagged Prices
Timeline
Grand Investment Lagged Returns
When evaluating Grand Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grand Investment stock have on its future price. Grand Investment 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, Grand Investment autocorrelation shows the relationship between Grand Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Grand Investment 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.