Golub Capital Bdc Stock Market Value
GBDC Stock | USD 15.83 0.14 0.88% |
Symbol | Golub |
Golub Capital BDC Price To Book Ratio
Is Golub Capital's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Golub Capital. If investors know Golub will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Golub Capital listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 1.984 | Dividend Share 1.4 | Earnings Share 1.82 | Revenue Per Share 3.711 | Quarterly Revenue Growth 0.204 |
The market value of Golub Capital BDC is measured differently than its book value, which is the value of Golub that is recorded on the company's balance sheet. Investors also form their own opinion of Golub Capital's value that differs from its market value or its book value, called intrinsic value, which is Golub Capital's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Golub Capital's market value can be influenced by many factors that don't directly affect Golub Capital's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Golub Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Golub Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Golub Capital'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.
Golub 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 Golub 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 Golub Capital.
03/30/2022 |
| 03/19/2024 |
If you would invest 0.00 in Golub Capital on March 30, 2022 and sell it all today you would earn a total of 0.00 from holding Golub Capital BDC or generate 0.0% return on investment in Golub Capital over 720 days. Golub Capital is related to or competes with Universal Technical, Relx PLC, Valhi, Luxfer Holdings, CF Industries, and Ecolab. is a business development company and operates as an externally managed closed-end non-diversified management investment... More
Golub 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 Golub 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 Golub Capital BDC upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 0.8546 | |||
Information Ratio | 0.0023 | |||
Maximum Drawdown | 3.16 | |||
Value At Risk | (1.41) | |||
Potential Upside | 1.5 |
Golub Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Golub Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Golub Capital's standard deviation. In reality, there are many statistical measures that can use Golub Capital historical prices to predict the future Golub Capital's volatility.Risk Adjusted Performance | 0.1193 | |||
Jensen Alpha | 0.069 | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | 0.0021 | |||
Treynor Ratio | 0.2724 |
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Golub 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. Please use the tools below to analyze the current value of Golub Capital in the context of predictive analytics.
Golub Capital BDC Backtested Returns
We consider Golub Capital very steady. Golub Capital BDC holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had 0.18% return per unit of risk over the last 3 months. Our standpoint towards determining the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-nine technical indicators for Golub Capital BDC, which you can use to evaluate the future volatility of the firm. Please check out Golub Capital's Market Risk Adjusted Performance of 0.2824, downside deviation of 0.8546, and Risk Adjusted Performance of 0.1193 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. Golub Capital has a performance score of 13 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.5, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Golub Capital returns are expected to increase less than the market. However, during the bear market, the loss on holding Golub Capital will be expected to be smaller as well. By evaluating Golub Capital BDC technical indicators, you can presently evaluate if the expected return of 0.14% will be sustainable into the future. Golub Capital BDC right now retains a risk of 0.81%. Please check out Golub Capital standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk to decide if Golub Capital will be following its current trending patterns.
Auto-correlation | 0.02 |
Virtually no predictability
Golub Capital BDC has virtually no predictability. Overlapping area represents the amount of predictability between Golub Capital time series from 30th of March 2022 to 25th of March 2023 and 25th of March 2023 to 19th of March 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 Golub Capital BDC price movement. The serial correlation of 0.02 indicates that only 2.0% of current Golub Capital price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.02 | |
Spearman Rank Test | -0.05 | |
Residual Average | 0.0 | |
Price Variance | 1.54 |
Golub Capital BDC lagged returns against current returns
Autocorrelation, which is Golub 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 Golub Capital's stock expected returns. We can calculate the autocorrelation of Golub Capital returns to help us make a trade decision. For example, suppose you find that Golub Capital stock 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 stock movement to match the lagging time series.
Current and Lagged Values |
Timeline |
Golub 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 Golub Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Golub Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Golub Capital stock over time.
Current vs Lagged Prices |
Timeline |
Golub Capital Lagged Returns
When evaluating Golub Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Golub Capital stock have on its future price. Golub 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, Golub Capital autocorrelation shows the relationship between Golub Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Golub Capital BDC.
Regressed Prices |
Timeline |
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Try AI Portfolio ArchitectCheck out Golub Capital Correlation, Golub Capital Volatility and Golub Capital Alpha and Beta module to complement your research on Golub Capital. Note that the Golub Capital BDC information on this page should be used as a complementary analysis to other Golub 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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Complementary Tools for Golub Stock analysis
When running Golub Capital's price analysis, check to measure Golub 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 Golub Capital is operating at the current time. Most of Golub Capital's value examination focuses on studying past and present price action to predict the probability of Golub 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 Golub Capital's price. Additionally, you may evaluate how the addition of Golub Capital to your portfolios can decrease your overall portfolio volatility.
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