Guaranty Trust (UK) Market Value
| GTCO Stock | 2.18 0.08 3.54% |
| Symbol | Guaranty |
Guaranty Trust '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 Guaranty Trust'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 Guaranty Trust.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Guaranty Trust on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Guaranty Trust Holding or generate 0.0% return on investment in Guaranty Trust over 90 days. Guaranty Trust is related to or competes with Seraphim Space, Lindsell Train, Hansa Investment, Bell Food, Premier Foods, Aurora Investment, and BlackRock Frontiers. Guaranty Trust is entity of United Kingdom More
Guaranty Trust 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 Guaranty Trust'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 Guaranty Trust Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.21 | |||
| Information Ratio | 0.1067 | |||
| Maximum Drawdown | 26.85 | |||
| Value At Risk | (5.83) | |||
| Potential Upside | 8.26 |
Guaranty Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guaranty Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guaranty Trust's standard deviation. In reality, there are many statistical measures that can use Guaranty Trust historical prices to predict the future Guaranty Trust's volatility.| Risk Adjusted Performance | 0.0792 | |||
| Jensen Alpha | 0.3249 | |||
| Total Risk Alpha | 0.8217 | |||
| Sortino Ratio | 0.0594 | |||
| Treynor Ratio | 6.06 |
Guaranty Trust Holding Backtested Returns
Guaranty Trust appears to be very risky, given 3 months investment horizon. Guaranty Trust Holding holds Efficiency (Sharpe) Ratio of 0.0846, which attests that the entity had a 0.0846 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Guaranty Trust Holding, which you can use to evaluate the volatility of the firm. Please utilize Guaranty Trust's risk adjusted performance of 0.0792, and Market Risk Adjusted Performance of 6.07 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Guaranty Trust holds a performance score of 6. The company retains a Market Volatility (i.e., Beta) of 0.0527, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Guaranty Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding Guaranty Trust is expected to be smaller as well. Please check Guaranty Trust's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Guaranty Trust's current trending patterns will revert.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Guaranty Trust Holding has insignificant reverse predictability. Overlapping area represents the amount of predictability between Guaranty Trust time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Guaranty Trust Holding price movement. The serial correlation of -0.18 indicates that over 18.0% of current Guaranty Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Guaranty Trust Holding lagged returns against current returns
Autocorrelation, which is Guaranty Trust 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 Guaranty Trust's stock expected returns. We can calculate the autocorrelation of Guaranty Trust returns to help us make a trade decision. For example, suppose you find that Guaranty Trust 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 |
Guaranty Trust 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 Guaranty Trust stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guaranty Trust stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guaranty Trust stock over time.
Current vs Lagged Prices |
| Timeline |
Guaranty Trust Lagged Returns
When evaluating Guaranty Trust's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guaranty Trust stock have on its future price. Guaranty Trust 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, Guaranty Trust autocorrelation shows the relationship between Guaranty Trust stock current value and its past values and can show if there is a momentum factor associated with investing in Guaranty Trust Holding.
Regressed Prices |
| Timeline |
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Guaranty Trust financial ratios help investors to determine whether Guaranty 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 Guaranty with respect to the benefits of owning Guaranty Trust security.