Gateway Real (Germany) Market Value
| GTY Stock | 0.38 0.10 20.83% |
| Symbol | Gateway |
Gateway Real '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 Gateway Real'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 Gateway Real.
| 06/25/2024 |
| 12/22/2024 |
If you would invest 0.00 in Gateway Real on June 25, 2024 and sell it all today you would earn a total of 0.00 from holding Gateway Real Estate or generate 0.0% return on investment in Gateway Real over 180 days. Gateway Real is related to or competes with Deutsche Wohnen, Gateway Real, LANDSEA HOMES. More
Gateway Real 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 Gateway Real'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 Gateway Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 36.5 | |||
| Value At Risk | (12.50) | |||
| Potential Upside | 6.56 |
Gateway Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gateway Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gateway Real's standard deviation. In reality, there are many statistical measures that can use Gateway Real historical prices to predict the future Gateway Real's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.97) | |||
| Total Risk Alpha | (1.12) | |||
| Treynor Ratio | (0.95) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gateway Real's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Gateway Real Estate Backtested Returns
Gateway Real Estate holds Efficiency (Sharpe) Ratio of -0.15, which attests that the entity had a -0.15% return per unit of risk over the last 3 months. Gateway Real Estate exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Gateway Real's Risk Adjusted Performance of (0.11), market risk adjusted performance of (0.94), and Standard Deviation of 6.4 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.0, which attests to possible diversification benefits within a given portfolio. Gateway Real returns are very sensitive to returns on the market. As the market goes up or down, Gateway Real is expected to follow. At this point, Gateway Real Estate has a negative expected return of -0.95%. Please make sure to check out Gateway Real's skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if Gateway Real Estate performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.51 |
Good reverse predictability
Gateway Real Estate has good reverse predictability. Overlapping area represents the amount of predictability between Gateway Real time series from 25th of June 2024 to 23rd of September 2024 and 23rd of September 2024 to 22nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Gateway Real Estate price movement. The serial correlation of -0.51 indicates that about 51.0% of current Gateway Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Gateway Real Estate lagged returns against current returns
Autocorrelation, which is Gateway Real 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 Gateway Real's stock expected returns. We can calculate the autocorrelation of Gateway Real returns to help us make a trade decision. For example, suppose you find that Gateway Real 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 |
Gateway Real 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 Gateway Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gateway Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gateway Real stock over time.
Current vs Lagged Prices |
| Timeline |
Gateway Real Lagged Returns
When evaluating Gateway Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gateway Real stock have on its future price. Gateway Real 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, Gateway Real autocorrelation shows the relationship between Gateway Real stock current value and its past values and can show if there is a momentum factor associated with investing in Gateway Real Estate.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Gateway Stock Analysis
When running Gateway Real's price analysis, check to measure Gateway Real's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Gateway Real is operating at the current time. Most of Gateway Real's value examination focuses on studying past and present price action to predict the probability of Gateway Real's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gateway Real's price. Additionally, you may evaluate how the addition of Gateway Real to your portfolios can decrease your overall portfolio volatility.