General Electric's market value is the price at which a share of General Electric stock trades on a public exchange. It measures the collective expectations of General Electric investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of General Electric and determine expected loss or profit from investing in General Electric over a given investment horizon. Check out General Electric Correlation, General Electric Volatility and General Electric Alpha and Beta module to complement your research on General Electric.
Is General Electric'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 General Electric. 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 Electric 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
Revenue Per Share
Quarterly Revenue Growth
The market value of General Electric 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 Electric's value that differs from its market value or its book value, called intrinsic value, which is General Electric'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 General Electric's market value can be influenced by many factors that don't directly affect General Electric'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 General Electric's value and its price as these two are different measures arrived at by different means. Investors typically determine if General Electric is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, General Electric'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.
General Electric '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 Electric'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 General Electric.
No Change 0.00
In 30 days
If you would invest 0.00 in General Electric on January 23, 2024 and sell it all today you would earn a total of 0.00 from holding General Electric or generate 0.0% return on investment in General Electric over 30 days. General Electric is related to or competes with Parker Hannifin, Dover, Microsoft, 3M, Pfizer, Merck, and Cisco Systems. General Electric Company operates as a high-tech industrial company in Europe, China, Asia, the Americas, the Middle Eas... More
General Electric 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 Electric'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 General Electric upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for General Electric's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as General Electric's standard deviation. In reality, there are many statistical measures that can use General Electric historical prices to predict the future General Electric's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of General Electric'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 General Electric in the context of predictive analytics.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as General Electric. Your research has to be compared to or analyzed against General Electric's peers to derive any actionable benefits. When done correctly, General Electric's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in General Electric.
General Electric Backtested Returns
General Electric appears to be very steady, given 3 months investment horizon. General Electric holds Efficiency (Sharpe) Ratio of 0.34, which attests that the entity had 0.34% 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-eight technical indicators for General Electric, which you can use to evaluate the future volatility of the firm. Please utilize General Electric's Market Risk Adjusted Performance of 0.4757, downside deviation of 0.8892, and Risk Adjusted Performance of 0.227 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, General Electric holds a performance score of 26. The company retains a Market Volatility (i.e., Beta) of 0.8, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, General Electric returns are expected to increase less than the market. However, during the bear market, the loss on holding General Electric will be expected to be smaller as well. By evaluating General Electrictechnical indicators, you can presently evaluate if the expected return of 0.37% will be sustainable into the future. Please utilizes General Electric downside variance, daily balance of power, and the relationship between the maximum drawdown and skewness to make a quick decision on whether General Electric current trending patterns will revert.
General Electric has excellent predictability. Overlapping area represents the amount of predictability between General Electric time series from 23rd of January 2024 to 7th of February 2024 and 7th of February 2024 to 22nd of February 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 Electric price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current General Electric price fluctuation can be explain by its past prices.
Spearman Rank Test
General Electric lagged returns against current returns
Autocorrelation, which is General Electric 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 Electric's stock expected returns. We can calculate the autocorrelation of General Electric returns to help us make a trade decision. For example, suppose you find that General Electric 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
General Electric 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 Electric stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if General Electric stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in General Electric stock over time.
Current vs Lagged Prices
General Electric Lagged Returns
When evaluating General Electric's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of General Electric stock have on its future price. General Electric 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 Electric autocorrelation shows the relationship between General Electric stock current value and its past values and can show if there is a momentum factor associated with investing in General Electric.
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When determining whether General Electric is a strong investment it is important to analyze General Electric's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact General Electric's future performance. For an informed investment choice regarding General Stock, refer to the following important reports:
For information on how to trade General Stock refer to our How to Trade General Stock guide.Note that the General Electric information on this page should be used as a complementary analysis to other General Electric'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 My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Complementary Tools for General Stock analysis
When running General Electric's price analysis, check to measure General Electric'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 General Electric is operating at the current time. Most of General Electric's value examination focuses on studying past and present price action to predict the probability of General Electric's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move General Electric's price. Additionally, you may evaluate how the addition of General Electric to your portfolios can decrease your overall portfolio volatility.
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General Electric 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.
A focus of General Electric technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of General Electric trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...
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