Givaudan Sa Stock Market Value

GVDBF Stock  USD 4,203  276.64  6.18%   
Givaudan's market value is the price at which a share of Givaudan trades on a public exchange. It measures the collective expectations of Givaudan SA investors about its performance. Givaudan is trading at 4203.36 as of the 2nd of March 2025. This is a 6.18% down since the beginning of the trading day. The stock's lowest day price was 4203.36.
With this module, you can estimate the performance of a buy and hold strategy of Givaudan SA and determine expected loss or profit from investing in Givaudan over a given investment horizon. Check out Givaudan Correlation, Givaudan Volatility and Givaudan Alpha and Beta module to complement your research on Givaudan.
Symbol

Please note, there is a significant difference between Givaudan's value and its price as these two are different measures arrived at by different means. Investors typically determine if Givaudan is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Givaudan's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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.
0.00
01/31/2025
No Change 0.00  0.0 
In 31 days
03/02/2025
0.00
If you would invest  0.00  in Givaudan on January 31, 2025 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 30 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.

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.
Hype
Prediction
LowEstimatedHigh
4,2014,2034,206
Details
Intrinsic
Valuation
LowRealHigh
3,5903,5934,624
Details
Naive
Forecast
LowNextHigh
4,2754,2774,280
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
3,9784,2064,434
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Givaudan. Your research has to be compared to or analyzed against Givaudan's peers to derive any actionable benefits. When done correctly, Givaudan's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Givaudan SA.

Givaudan SA Backtested Returns

Givaudan SA holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % 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 Risk Adjusted Performance of (0.03), market risk adjusted performance of 2.94, and Standard Deviation of 3.07 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.0546, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Givaudan are expected to decrease at a much lower rate. During the bear market, Givaudan is likely to outperform the market. At this point, Givaudan SA has a negative expected return of -0.0117%. 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

    
  0.85  

Very good predictability

Givaudan SA has very good predictability. Overlapping area represents the amount of predictability between Givaudan time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 0.85 indicates that around 85.0% of current Givaudan price fluctuation can be explain by its past prices.
Correlation Coefficient0.85
Spearman Rank Test0.42
Residual Average0.0
Price Variance7558.49

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.