General Dynamics Stock Market Value
| GD Stock | USD 285.27 0.81 0.28% |
| Symbol | General |
General Dynamics Price To Book Ratio
Is General Dynamics' 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 General Dynamics. If investors know General 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 General Dynamics 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 0.014 | Dividend Share 5.28 | Earnings Share 12.01 | Revenue Per Share 154.761 | Quarterly Revenue Growth 0.075 |
The market value of General Dynamics is measured differently than its book value, which is the value of General that is recorded on the company's balance sheet. Investors also form their own opinion of General Dynamics' value that differs from its market value or its book value, called intrinsic value, which is General Dynamics' 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 General Dynamics' market value can be influenced by many factors that don't directly affect General Dynamics' 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 General Dynamics' value and its price as these two are different measures arrived at by different means. Investors typically determine if General Dynamics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, General Dynamics' 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.
General Dynamics '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 General Dynamics' 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 General Dynamics.
| 09/26/2022 |
| 04/18/2024 |
If you would invest 0.00 in General Dynamics on September 26, 2022 and sell it all today you would earn a total of 0.00 from holding General Dynamics or generate 0.0% return on investment in General Dynamics over 570 days. General Dynamics is related to or competes with Lockheed Martin, Raytheon Technologies, L3Harris Technologies, Northrop Grumman, Boeing, Curtiss Wright, and Hexcel. General Dynamics Corporation operates as an aerospace and defense company worldwide More
General Dynamics 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 General Dynamics' 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 General Dynamics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6449 | |||
| Information Ratio | 0.1376 | |||
| Maximum Drawdown | 6.2 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 1.47 |
General Dynamics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for General Dynamics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as General Dynamics' standard deviation. In reality, there are many statistical measures that can use General Dynamics historical prices to predict the future General Dynamics' volatility.| Risk Adjusted Performance | 0.1268 | |||
| Jensen Alpha | 0.16 | |||
| Total Risk Alpha | 0.108 | |||
| Sortino Ratio | 0.2037 | |||
| Treynor Ratio | 0.4773 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of General Dynamics' 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.
General Dynamics Backtested Returns
General Dynamics appears to be very steady, given 3 months investment horizon. General Dynamics holds Efficiency (Sharpe) Ratio of 0.24, which attests that the entity had a 0.24% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for General Dynamics, which you can use to evaluate the volatility of the firm. Please utilize General Dynamics' Market Risk Adjusted Performance of 0.4873, downside deviation of 0.6449, and Risk Adjusted Performance of 0.1268 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, General Dynamics holds a performance score of 18. The company retains a Market Volatility (i.e., Beta) of 0.37, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, General Dynamics' returns are expected to increase less than the market. However, during the bear market, the loss of holding General Dynamics is expected to be smaller as well. Please check General Dynamics' total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether General Dynamics' current trending patterns will revert.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
General Dynamics has almost perfect reverse predictability. Overlapping area represents the amount of predictability between General Dynamics time series from 26th of September 2022 to 8th of July 2023 and 8th of July 2023 to 18th 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 General Dynamics price movement. The serial correlation of -0.74 indicates that around 74.0% of current General Dynamics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 555.58 |
General Dynamics lagged returns against current returns
Autocorrelation, which is General Dynamics 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 General Dynamics' stock expected returns. We can calculate the autocorrelation of General Dynamics returns to help us make a trade decision. For example, suppose you find that General Dynamics 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 |
General Dynamics 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 General Dynamics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if General Dynamics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in General Dynamics stock over time.
Current vs Lagged Prices |
| Timeline |
General Dynamics Lagged Returns
When evaluating General Dynamics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of General Dynamics stock have on its future price. General Dynamics 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, General Dynamics autocorrelation shows the relationship between General Dynamics stock current value and its past values and can show if there is a momentum factor associated with investing in General Dynamics.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out General Dynamics Correlation, General Dynamics Volatility and General Dynamics Alpha and Beta module to complement your research on General Dynamics. For information on how to trade General Stock refer to our How to Trade General Stock guide.Note that the General Dynamics information on this page should be used as a complementary analysis to other General Dynamics' 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 AI Investment Finder module to use AI to screen and filter profitable investment opportunities.
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When running General Dynamics' price analysis, check to measure General Dynamics' 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 General Dynamics is operating at the current time. Most of General Dynamics' value examination focuses on studying past and present price action to predict the probability of General Dynamics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move General Dynamics' price. Additionally, you may evaluate how the addition of General Dynamics to your portfolios can decrease your overall portfolio volatility.
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General Dynamics 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.