Gusbourne Plc Stock Market Value
| SLLFF Stock | USD 0.81 0.00 0.00% |
| Symbol | Gusbourne |
Gusbourne PLC '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 Gusbourne PLC'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 Gusbourne PLC.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Gusbourne PLC on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Gusbourne PLC or generate 0.0% return on investment in Gusbourne PLC over 30 days. Gusbourne PLC is related to or competes with Diageo PLC, Constellation Brands, and Brown Forman. Gusbourne PLC, together with its subsidiaries, produces, distributes, and sells English sparkling wines in the United Ki... More
Gusbourne PLC 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 Gusbourne PLC'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 Gusbourne PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 7.78 |
Gusbourne PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gusbourne PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gusbourne PLC's standard deviation. In reality, there are many statistical measures that can use Gusbourne PLC historical prices to predict the future Gusbourne PLC's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | (9.03) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gusbourne PLC'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.
Gusbourne PLC Backtested Returns
Gusbourne PLC holds Efficiency (Sharpe) Ratio of -0.16, which attests that the entity had a -0.16% return per unit of risk over the last 3 months. Gusbourne PLC exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Gusbourne PLC's Standard Deviation of 0.9979, risk adjusted performance of (0.09), and Market Risk Adjusted Performance of (9.02) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0182, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gusbourne PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gusbourne PLC is expected to be smaller as well. Gusbourne PLC has an expected return of -0.16%. Please make sure to check out Gusbourne PLC standard deviation and the relationship between the treynor ratio and day typical price , to decide if Gusbourne PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Gusbourne PLC has no correlation between past and present. Overlapping area represents the amount of predictability between Gusbourne PLC time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 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 Gusbourne PLC price movement. The serial correlation of 0.0 indicates that just 0.0% of current Gusbourne PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Gusbourne PLC lagged returns against current returns
Autocorrelation, which is Gusbourne PLC 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 Gusbourne PLC's pink sheet expected returns. We can calculate the autocorrelation of Gusbourne PLC returns to help us make a trade decision. For example, suppose you find that Gusbourne PLC 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 |
Gusbourne PLC 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 Gusbourne PLC pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gusbourne PLC pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gusbourne PLC pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Gusbourne PLC Lagged Returns
When evaluating Gusbourne PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gusbourne PLC pink sheet have on its future price. Gusbourne PLC 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, Gusbourne PLC autocorrelation shows the relationship between Gusbourne PLC pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Gusbourne PLC.
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 Gusbourne PLC 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, Gusbourne PLC's short interest history, or implied volatility extrapolated from Gusbourne PLC options trading.
Currently Active Assets on Macroaxis
Check out Gusbourne PLC Correlation, Gusbourne PLC Volatility and Gusbourne PLC Alpha and Beta module to complement your research on Gusbourne PLC. Note that the Gusbourne PLC information on this page should be used as a complementary analysis to other Gusbourne PLC'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 Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Complementary Tools for Gusbourne Pink Sheet analysis
When running Gusbourne PLC's price analysis, check to measure Gusbourne PLC'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 Gusbourne PLC is operating at the current time. Most of Gusbourne PLC's value examination focuses on studying past and present price action to predict the probability of Gusbourne PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gusbourne PLC's price. Additionally, you may evaluate how the addition of Gusbourne PLC to your portfolios can decrease your overall portfolio volatility.
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Gusbourne PLC technical pink sheet 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, pink sheet market cycles, or different charting patterns.