Gan Shmuel (Israel) Market Value
| GSFI Stock | ILS 3,033 11.00 0.36% |
| Symbol | Gan |
Gan Shmuel '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 Gan Shmuel'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 Gan Shmuel.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Gan Shmuel on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Gan Shmuel or generate 0.0% return on investment in Gan Shmuel over 90 days. Gan Shmuel is related to or competes with Neto ME, Kerur Holdings, Salomon A, Sano Brunos, and Al Bad. Gan Shmuel Foods Ltd. produces and sells citrus fruits for the beverage and food industry in Israel More
Gan Shmuel 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 Gan Shmuel'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 Gan Shmuel upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 12.72 | |||
| Value At Risk | (3.80) | |||
| Potential Upside | 3.17 |
Gan Shmuel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gan Shmuel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gan Shmuel's standard deviation. In reality, there are many statistical measures that can use Gan Shmuel historical prices to predict the future Gan Shmuel's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | 0.0423 | |||
| Treynor Ratio | (0.87) |
Gan Shmuel Backtested Returns
Gan Shmuel holds Efficiency (Sharpe) Ratio of -0.18, which attests that the entity had a -0.18 % return per unit of risk over the last 3 months. Gan Shmuel exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Gan Shmuel's Standard Deviation of 2.27, risk adjusted performance of (0.08), and Market Risk Adjusted Performance of (0.86) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gan Shmuel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gan Shmuel is expected to be smaller as well. At this point, Gan Shmuel has a negative expected return of -0.43%. Please make sure to check out Gan Shmuel's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Gan Shmuel performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Gan Shmuel has insignificant reverse predictability. Overlapping area represents the amount of predictability between Gan Shmuel time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Gan Shmuel price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Gan Shmuel price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 87.5 K |
Gan Shmuel lagged returns against current returns
Autocorrelation, which is Gan Shmuel 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 Gan Shmuel's stock expected returns. We can calculate the autocorrelation of Gan Shmuel returns to help us make a trade decision. For example, suppose you find that Gan Shmuel 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 |
Gan Shmuel 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 Gan Shmuel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gan Shmuel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gan Shmuel stock over time.
Current vs Lagged Prices |
| Timeline |
Gan Shmuel Lagged Returns
When evaluating Gan Shmuel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gan Shmuel stock have on its future price. Gan Shmuel 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, Gan Shmuel autocorrelation shows the relationship between Gan Shmuel stock current value and its past values and can show if there is a momentum factor associated with investing in Gan Shmuel.
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 Gan Stock
Gan Shmuel financial ratios help investors to determine whether Gan 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 Gan with respect to the benefits of owning Gan Shmuel security.