Givaudan Sa Stock Market Value
GVDBF Stock | USD 4,183 10.92 0.26% |
Symbol | Givaudan |
Givaudan '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 Givaudan's pink sheet 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 Givaudan.
03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Givaudan on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Givaudan SA or generate 0.0% return on investment in Givaudan over 30 days. Givaudan is related to or competes with Avoca LLC, and AirBoss Of. Givaudan SA, together with its subsidiaries, manufactures, supplies, and sells fragrance, beauty, taste, and wellbeing p... More
Givaudan 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 Givaudan's pink sheet 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 Givaudan SA upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 4.04 | |||
Information Ratio | 0.033 | |||
Maximum Drawdown | 14.74 | |||
Value At Risk | (4.13) | |||
Potential Upside | 1.79 |
Givaudan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Givaudan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Givaudan's standard deviation. In reality, there are many statistical measures that can use Givaudan historical prices to predict the future Givaudan's volatility.Risk Adjusted Performance | 0.047 | |||
Jensen Alpha | 0.1295 | |||
Total Risk Alpha | (0.08) | |||
Sortino Ratio | 0.0178 | |||
Treynor Ratio | 6.98 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Givaudan'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.
Givaudan SA Backtested Returns
We consider Givaudan very steady. Givaudan SA holds Efficiency (Sharpe) Ratio of 0.0664, which attests that the entity had a 0.0664% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Givaudan SA, which you can use to evaluate the volatility of the firm. Please check out Givaudan's Market Risk Adjusted Performance of 6.99, downside deviation of 4.04, and Risk Adjusted Performance of 0.047 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. Givaudan has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0187, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Givaudan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Givaudan is expected to be smaller as well. Givaudan SA right now retains a risk of 2.25%. Please check out Givaudan maximum drawdown, skewness, price action indicator, as well as the relationship between the downside variance and rate of daily change , to decide if Givaudan will be following its current trending patterns.
Auto-correlation | -0.81 |
Excellent reverse predictability
Givaudan SA has excellent reverse predictability. Overlapping area represents the amount of predictability between Givaudan time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th 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 Givaudan SA price movement. The serial correlation of -0.81 indicates that around 81.0% of current Givaudan price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.81 | |
Spearman Rank Test | -0.62 | |
Residual Average | 0.0 | |
Price Variance | 23 K |
Givaudan SA lagged returns against current returns
Autocorrelation, which is Givaudan pink sheet'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 Givaudan's pink sheet expected returns. We can calculate the autocorrelation of Givaudan returns to help us make a trade decision. For example, suppose you find that Givaudan has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Givaudan 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 Givaudan pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Givaudan pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Givaudan pink sheet over time.
Current vs Lagged Prices |
Timeline |
Givaudan Lagged Returns
When evaluating Givaudan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Givaudan pink sheet have on its future price. Givaudan 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, Givaudan autocorrelation shows the relationship between Givaudan pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Givaudan SA.
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 Givaudan 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, Givaudan's short interest history, or implied volatility extrapolated from Givaudan options trading.
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Try AI Portfolio ArchitectCheck out Givaudan Correlation, Givaudan Volatility and Givaudan Alpha and Beta module to complement your research on Givaudan. Note that the Givaudan SA information on this page should be used as a complementary analysis to other Givaudan'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 Commodity Directory module to find actively traded commodities issued by global exchanges.
Complementary Tools for Givaudan Pink Sheet analysis
When running Givaudan's price analysis, check to measure Givaudan'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 Givaudan is operating at the current time. Most of Givaudan's value examination focuses on studying past and present price action to predict the probability of Givaudan's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Givaudan's price. Additionally, you may evaluate how the addition of Givaudan to your portfolios can decrease your overall portfolio volatility.
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