Getlink Se Stock Market Value
| GRPTF Stock | USD 16.76 0.00 0.00% |
| Symbol | Getlink |
Getlink SE '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 Getlink SE's otc 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 Getlink SE.
| 03/18/2024 |
| 04/17/2024 |
If you would invest 0.00 in Getlink SE on March 18, 2024 and sell it all today you would earn a total of 0.00 from holding Getlink SE or generate 0.0% return on investment in Getlink SE over 30 days. Getlink SE is related to or competes with ATRenew, Grocery Outlet, ScanSource, Anterix, and Coupang LLC. Getlink SE engages in the design, finance, construction, and operation of fixed link infrastructure and transport system More
Getlink SE 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 Getlink SE's otc 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 Getlink SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 4.95 | |||
| Value At Risk | (1.90) | |||
| Potential Upside | 1.05 |
Getlink SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Getlink SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Getlink SE's standard deviation. In reality, there are many statistical measures that can use Getlink SE historical prices to predict the future Getlink SE's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.61) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Getlink SE'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.
Getlink SE Backtested Returns
Getlink SE holds Efficiency (Sharpe) Ratio of -0.0945, which attests that the entity had a -0.0945% return per unit of risk over the last 3 months. Getlink SE exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Getlink SE's Risk Adjusted Performance of (0.06), market risk adjusted performance of (0.60), and Standard Deviation of 0.9767 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Getlink SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Getlink SE is expected to be smaller as well. Getlink SE has an expected return of -0.0923%. Please make sure to check out Getlink SE jensen alpha and kurtosis , to decide if Getlink SE performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.60 |
Good predictability
Getlink SE has good predictability. Overlapping area represents the amount of predictability between Getlink SE time series from 18th of March 2024 to 2nd of April 2024 and 2nd of April 2024 to 17th 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 Getlink SE price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Getlink SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Getlink SE lagged returns against current returns
Autocorrelation, which is Getlink SE otc 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 Getlink SE's otc stock expected returns. We can calculate the autocorrelation of Getlink SE returns to help us make a trade decision. For example, suppose you find that Getlink SE has exhibited high autocorrelation historically, and you observe that the otc 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 |
Getlink SE 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 Getlink SE otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Getlink SE otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Getlink SE otc stock over time.
Current vs Lagged Prices |
| Timeline |
Getlink SE Lagged Returns
When evaluating Getlink SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Getlink SE otc stock have on its future price. Getlink SE 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, Getlink SE autocorrelation shows the relationship between Getlink SE otc stock current value and its past values and can show if there is a momentum factor associated with investing in Getlink SE.
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 Getlink SE 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, Getlink SE's short interest history, or implied volatility extrapolated from Getlink SE options trading.
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Getlink SE Correlation, Getlink SE Volatility and Getlink SE Alpha and Beta module to complement your research on Getlink SE. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Complementary Tools for Getlink OTC Stock analysis
When running Getlink SE's price analysis, check to measure Getlink SE'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 Getlink SE is operating at the current time. Most of Getlink SE's value examination focuses on studying past and present price action to predict the probability of Getlink SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Getlink SE's price. Additionally, you may evaluate how the addition of Getlink SE to your portfolios can decrease your overall portfolio volatility.
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Money Managers Screen money managers from public funds and ETFs managed around the world |
Getlink SE technical otc 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, otc market cycles, or different charting patterns.