Geberit AG (Germany) Market Value
| GBRF Stock | EUR 50.00 0.60 1.21% |
| Symbol | Geberit |
Geberit AG '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 Geberit AG'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 Geberit AG.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Geberit AG on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Geberit AG or generate 0.0% return on investment in Geberit AG over 30 days. Geberit AG is related to or competes with DAIKIN INDUSTRUNSPADR, Superior Plus, Origin Agritech, Identiv, INTUITIVE SURGICAL, Intel, and Volkswagen. Geberit AG develops, produces, and distributes sanitary products and systems for the residential and commercial construc... More
Geberit AG 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 Geberit AG'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 Geberit AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 9.53 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 3.73 |
Geberit AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Geberit AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Geberit AG's standard deviation. In reality, there are many statistical measures that can use Geberit AG historical prices to predict the future Geberit AG's volatility.| Risk Adjusted Performance | 0.001 | |||
| Jensen Alpha | 0.0268 | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | 0.043 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Geberit AG'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.
Geberit AG Backtested Returns
Geberit AG holds Efficiency (Sharpe) Ratio of -0.0077, which attests that the entity had a -0.0077% return per unit of standard deviation over the last 3 months. Geberit AG exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Geberit AG's risk adjusted performance of 0.001, and Market Risk Adjusted Performance of 0.053 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.63, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Geberit AG are expected to decrease at a much lower rate. During the bear market, Geberit AG is likely to outperform the market. Geberit AG has an expected return of -0.0148%. Please make sure to check out Geberit AG standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if Geberit AG performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.37 |
Below average predictability
Geberit AG has below average predictability. Overlapping area represents the amount of predictability between Geberit AG time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th 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 Geberit AG price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Geberit AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.94 |
Geberit AG lagged returns against current returns
Autocorrelation, which is Geberit AG 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 Geberit AG's stock expected returns. We can calculate the autocorrelation of Geberit AG returns to help us make a trade decision. For example, suppose you find that Geberit AG 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 |
Geberit AG 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 Geberit AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Geberit AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Geberit AG stock over time.
Current vs Lagged Prices |
| Timeline |
Geberit AG Lagged Returns
When evaluating Geberit AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Geberit AG stock have on its future price. Geberit AG 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, Geberit AG autocorrelation shows the relationship between Geberit AG stock current value and its past values and can show if there is a momentum factor associated with investing in Geberit AG.
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 Geberit AG 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, Geberit AG's short interest history, or implied volatility extrapolated from Geberit AG options trading.
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Complementary Tools for Geberit Stock analysis
When running Geberit AG's price analysis, check to measure Geberit AG'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 Geberit AG is operating at the current time. Most of Geberit AG's value examination focuses on studying past and present price action to predict the probability of Geberit AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Geberit AG's price. Additionally, you may evaluate how the addition of Geberit AG to your portfolios can decrease your overall portfolio volatility.
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Geberit AG 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.