GPT (Germany) Performance
| 46T Stock | EUR 2.65 0.01 0.38% |
The company retains a Market Volatility (i.e., Beta) of 0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GPT's returns are expected to increase less than the market. However, during the bear market, the loss of holding GPT is expected to be smaller as well. At this point, GPT Group has a negative expected return of -0.16%. Please make sure to check out GPT's treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if GPT Group performance from the past will be repeated at future time.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days GPT Group has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest fragile performance, the Stock's basic indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more
| Dividend Yield | 0.081 |
GPT |
GPT Relative Risk vs. Return Landscape
If you would invest 298.00 in GPT Group on September 22, 2024 and sell it today you would lose (33.00) from holding GPT Group or give up 11.07% of portfolio value over 90 days. GPT Group is currently producing negative expected returns and takes up 2.1097% volatility of returns over 90 trading days. Put another way, 18% of traded stocks are less volatile than GPT, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
GPT Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for GPT's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as GPT Group, and traders can use it to determine the average amount a GPT's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0738
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 46T |
Estimated Market Risk
| 2.11 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.16 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average GPT is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of GPT by adding GPT to a well-diversified portfolio.
GPT Fundamentals Growth
GPT Stock prices reflect investors' perceptions of the future prospects and financial health of GPT, and GPT fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on GPT Stock performance.
| Price To Earning | 6.99 X | |||
| EBITDA | 360.84 M | |||
| Cash And Equivalents | 35.4 M | |||
| Cash Per Share | 0.02 X | |||
| Total Debt | 4.35 B | |||
| Debt To Equity | 41.90 % | |||
| Book Value Per Share | 3.94 X | |||
| Cash Flow From Operations | 364.24 M | |||
| Total Asset | 17.29 B | |||
About GPT Performance
By analyzing GPT's fundamental ratios, stakeholders can gain valuable insights into GPT's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if GPT has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if GPT has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The GPT Group is one of Australias largest diversified property groups and a top 50 ASX listed company by market capitalisation. The Group has a substantial investor base with more than 32,000 shareholders. GPT operates under REIT - Diversified classification in Germany and is traded on Frankfurt Stock Exchange.Things to note about GPT Group performance evaluation
Checking the ongoing alerts about GPT for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for GPT Group help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| GPT Group generated a negative expected return over the last 90 days | |
| GPT Group has accumulated 4.35 B in total debt with debt to equity ratio (D/E) of 41.9, indicating the company may have difficulties to generate enough cash to satisfy its financial obligations. GPT Group has a current ratio of 0.24, indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due. Debt can assist GPT until it has trouble settling it off, either with new capital or with free cash flow. So, GPT's shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like GPT Group sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for GPT to invest in growth at high rates of return. When we think about GPT's use of debt, we should always consider it together with cash and equity. |
- Analyzing GPT's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether GPT's stock is overvalued or undervalued compared to its peers.
- Examining GPT's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating GPT's management team can have a significant impact on its success or failure. Reviewing the track record and experience of GPT's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of GPT's stock. These opinions can provide insight into GPT's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for GPT Stock analysis
When running GPT's price analysis, check to measure GPT'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 GPT is operating at the current time. Most of GPT's value examination focuses on studying past and present price action to predict the probability of GPT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GPT's price. Additionally, you may evaluate how the addition of GPT to your portfolios can decrease your overall portfolio volatility.
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments |