Guardian Capital Group Stock Market Value
| GCG Stock | CAD 48.24 0.59 1.21% |
| Symbol | Guardian |
Guardian Capital Price To Book Ratio
Guardian Capital '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 Guardian Capital'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 Guardian Capital.
| 05/01/2023 |
| 04/25/2024 |
If you would invest 0.00 in Guardian Capital on May 1, 2023 and sell it all today you would earn a total of 0.00 from holding Guardian Capital Group or generate 0.0% return on investment in Guardian Capital over 360 days. Guardian Capital is related to or competes with Element Fleet, Martinrea International, and Mullen. Guardian Capital Group Limited, together with its subsidiaries, operates as a diversified financial services company in ... More
Guardian Capital 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 Guardian Capital'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 Guardian Capital Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.37 | |||
| Information Ratio | 0.0629 | |||
| Maximum Drawdown | 14.82 | |||
| Value At Risk | (2.12) | |||
| Potential Upside | 3.22 |
Guardian Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guardian Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guardian Capital's standard deviation. In reality, there are many statistical measures that can use Guardian Capital historical prices to predict the future Guardian Capital's volatility.| Risk Adjusted Performance | 0.0752 | |||
| Jensen Alpha | 0.2093 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0942 | |||
| Treynor Ratio | 3.88 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Guardian Capital'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.
Guardian Capital Backtested Returns
Guardian Capital appears to be very steady, given 3 months investment horizon. Guardian Capital holds Efficiency (Sharpe) Ratio of 0.0948, which attests that the entity had a 0.0948% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Guardian Capital, which you can use to evaluate the volatility of the firm. Please utilize Guardian Capital's market risk adjusted performance of 3.89, and Risk Adjusted Performance of 0.0752 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Guardian Capital holds a performance score of 7. The company retains a Market Volatility (i.e., Beta) of 0.0552, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Guardian Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Guardian Capital is expected to be smaller as well. Please check Guardian Capital's sortino ratio, semi variance, and the relationship between the information ratio and value at risk , to make a quick decision on whether Guardian Capital's current trending patterns will revert.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Guardian Capital Group has insignificant reverse predictability. Overlapping area represents the amount of predictability between Guardian Capital time series from 1st of May 2023 to 28th of October 2023 and 28th of October 2023 to 25th of April 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 Guardian Capital price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Guardian Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 13.28 |
Guardian Capital lagged returns against current returns
Autocorrelation, which is Guardian Capital 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 Guardian Capital's stock expected returns. We can calculate the autocorrelation of Guardian Capital returns to help us make a trade decision. For example, suppose you find that Guardian Capital 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 |
Guardian Capital 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 Guardian Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guardian Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guardian Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Guardian Capital Lagged Returns
When evaluating Guardian Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guardian Capital stock have on its future price. Guardian Capital 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, Guardian Capital autocorrelation shows the relationship between Guardian Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Guardian Capital Group.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Guardian Capital in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Guardian Capital's short interest history, or implied volatility extrapolated from Guardian Capital options trading.
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Try AI Portfolio ArchitectCheck out Guardian Capital Correlation, Guardian Capital Volatility and Guardian Capital Alpha and Beta module to complement your research on Guardian Capital. Note that the Guardian Capital information on this page should be used as a complementary analysis to other Guardian Capital's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Complementary Tools for Guardian Stock analysis
When running Guardian Capital's price analysis, check to measure Guardian Capital'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 Guardian Capital is operating at the current time. Most of Guardian Capital's value examination focuses on studying past and present price action to predict the probability of Guardian Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Guardian Capital's price. Additionally, you may evaluate how the addition of Guardian Capital to your portfolios can decrease your overall portfolio volatility.
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Guardian Capital technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.