Genius Group Stock Market Value
| GNS Stock | USD 0.27 0.01 3.04% |
| Symbol | Genius |
Genius Group Price To Book Ratio
Is Diversified Consumer Services space 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 Genius. If investors know Genius 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 Genius listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.10) | Revenue Per Share 0.416 | Quarterly Revenue Growth 0.491 | Return On Assets (0.18) | Return On Equity (2.33) |
The market value of Genius Group is measured differently than its book value, which is the value of Genius that is recorded on the company's balance sheet. Investors also form their own opinion of Genius' value that differs from its market value or its book value, called intrinsic value, which is Genius' 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 Genius' market value can be influenced by many factors that don't directly affect Genius' 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 Genius' value and its price as these two are different measures arrived at by different means. Investors typically determine if Genius is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Genius' 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.
Genius '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 Genius' 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 Genius.
| 05/19/2024 |
| 06/18/2024 |
If you would invest 0.00 in Genius on May 19, 2024 and sell it all today you would earn a total of 0.00 from holding Genius Group or generate 0.0% return on investment in Genius over 30 days. Genius is related to or competes with Visionary Education, Jianzhi Education, 17 Education, and Meta Data. Genius Group Limited, through its subsidiaries, provides entrepreneur education system business development tools and ma... More
Genius 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 Genius' 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 Genius Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 59.08 | |||
| Value At Risk | (11.76) | |||
| Potential Upside | 12.2 |
Genius Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Genius' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Genius' standard deviation. In reality, there are many statistical measures that can use Genius historical prices to predict the future Genius' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.57) | |||
| Treynor Ratio | (0.09) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Genius' 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.
Genius Group Backtested Returns
Genius Group holds Efficiency (Sharpe) Ratio of -0.19, which attests that the entity had a -0.19% return per unit of risk over the last 3 months. Genius Group exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Genius' Market Risk Adjusted Performance of (0.08), standard deviation of 8.59, and Risk Adjusted Performance of (0.01) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 2.34, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Genius will likely underperform. At this point, Genius Group has a negative expected return of -1.23%. Please make sure to check out Genius' potential upside, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Genius Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.29 |
Poor predictability
Genius Group has poor predictability. Overlapping area represents the amount of predictability between Genius time series from 19th of May 2024 to 3rd of June 2024 and 3rd of June 2024 to 18th of June 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 Genius Group price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Genius price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Genius Group lagged returns against current returns
Autocorrelation, which is Genius 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 Genius' stock expected returns. We can calculate the autocorrelation of Genius returns to help us make a trade decision. For example, suppose you find that Genius 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 |
Genius 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 Genius stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Genius stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Genius stock over time.
Current vs Lagged Prices |
| Timeline |
Genius Lagged Returns
When evaluating Genius' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Genius stock have on its future price. Genius 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, Genius autocorrelation shows the relationship between Genius stock current value and its past values and can show if there is a momentum factor associated with investing in Genius Group.
Regressed Prices |
| Timeline |
Pair Trading with Genius
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Genius position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Genius will appreciate offsetting losses from the drop in the long position's value.Moving together with Genius Stock
Moving against Genius Stock
| 0.62 | IH | Ihuman Inc Earnings Call Tomorrow | PairCorr |
| 0.57 | GSUN | Golden Sun Education | PairCorr |
| 0.5 | EDTK | Skillful Craftsman | PairCorr |
| 0.37 | LTRE | Learning Tree Intern | PairCorr |
| 0.36 | LOPE | Grand Canyon Education | PairCorr |
The ability to find closely correlated positions to Genius could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Genius when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Genius - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Genius Group to buy it.
The correlation of Genius is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Genius moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Genius Group moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Genius can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Genius Stock Analysis
When running Genius' price analysis, check to measure Genius' 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 Genius is operating at the current time. Most of Genius' value examination focuses on studying past and present price action to predict the probability of Genius' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Genius' price. Additionally, you may evaluate how the addition of Genius to your portfolios can decrease your overall portfolio volatility.