Givaudan Sa Stock Market Value
| GVDBF Stock | USD 4,268 132.13 3.00% |
| Symbol | Givaudan |
Givaudan '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 Givaudan's pink sheet 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 Givaudan.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Givaudan on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Givaudan SA or generate 0.0% return on investment in Givaudan over 90 days. Givaudan is related to or competes with Sika AG, Givaudan, Symrise Ag, Novozymes, Eastman Chemical, LyondellBasell Industries, and Dupont De. Givaudan SA, together with its subsidiaries, manufactures, supplies, and sells fragrance, beauty, taste, and wellbeing p... More
Givaudan 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 Givaudan's pink sheet 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 Givaudan SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0273 | |||
| Maximum Drawdown | 15.45 | |||
| Value At Risk | (5.82) | |||
| Potential Upside | 5.22 |
Givaudan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Givaudan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Givaudan's standard deviation. In reality, there are many statistical measures that can use Givaudan historical prices to predict the future Givaudan's volatility.| Risk Adjusted Performance | 5.0E-4 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.3273 | |||
| Treynor Ratio | (0.39) |
Givaudan SA Backtested Returns
Givaudan SA holds Efficiency (Sharpe) Ratio of -0.023, which attests that the entity had a -0.023 % return per unit of risk over the last 3 months. Givaudan SA exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Givaudan's Standard Deviation of 2.86, risk adjusted performance of 5.0E-4, and Market Risk Adjusted Performance of (0.38) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0797, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Givaudan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Givaudan is expected to be smaller as well. At this point, Givaudan SA has a negative expected return of -0.0664%. Please make sure to check out Givaudan's skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if Givaudan SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.35 |
Below average predictability
Givaudan SA has below average predictability. Overlapping area represents the amount of predictability between Givaudan 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 Givaudan SA price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Givaudan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 18.3 K |
Givaudan SA lagged returns against current returns
Autocorrelation, which is Givaudan pink sheet'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 Givaudan's pink sheet expected returns. We can calculate the autocorrelation of Givaudan returns to help us make a trade decision. For example, suppose you find that Givaudan has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Givaudan 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 Givaudan pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Givaudan pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Givaudan pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Givaudan Lagged Returns
When evaluating Givaudan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Givaudan pink sheet have on its future price. Givaudan 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, Givaudan autocorrelation shows the relationship between Givaudan pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Givaudan SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Givaudan Pink Sheet
Givaudan financial ratios help investors to determine whether Givaudan Pink Sheet 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 Givaudan with respect to the benefits of owning Givaudan security.