Global Stock Market Value

GWRS Stock

USD 12.45 0.09 0.72%

Global Water's market value is the price at which a share of Global Water stock trades on a public exchange. It measures the collective expectations of Global Water Resources investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Global Water Resources and determine expected loss or profit from investing in Global Water over a given investment horizon. Check out Global Water Correlation, Global Water Volatility and Global Water Alpha and Beta module to complement your research on Global Water. For more information on how to buy Global Stock please use our How to Invest in Global Water guide.

Symbol

Global Water Resources company Valuation

Is Global Water'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 Global Water. If investors know Global 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 Global Water 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

1.456

Dividend Share

0.295

Earnings Share

0.24

Revenue Per Share

1.93

Quarterly Revenue Growth

0.077

The market value of Global Water Resources is measured differently than its book value, which is the value of Global that is recorded on the company's balance sheet. Investors also form their own opinion of Global Water's value that differs from its market value or its book value, called intrinsic value, which is Global Water'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 Global Water's market value can be influenced by many factors that don't directly affect Global Water'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 Global Water's value and its price as these two are different measures arrived at by different means. Investors typically determine Global Water value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Global Water'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.

Global Water '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 Global Water'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 Global Water.

0.00

02/27/2023

No Change 0.00

0.0

In 30 days

03/29/2023

0.00

If you would invest 0.00 in Global Water on February 27, 2023 and sell it all today you would earn a total of 0.00 from holding Global Water Resources or generate 0.0% return on investment in Global Water over 30 days. Global Water is related to or competes with American States, Cadiz, Consolidated Water, California Water, Middlesex Water, and Pure Cycle. Global Water Resources, Inc., a water resource management company, owns, operates, and manages regulated water, wastewat... More

Global Water 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 Global Water'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 Global Water Resources upside and downside potential and time the market with a certain degree of confidence.

	Information Ratio	(0.017663)
	Maximum Drawdown	9.22
	Value At Risk	(2.98)
	Potential Upside	3.1

Global Water Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Water's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Water's standard deviation. In reality, there are many statistical measures that can use Global Water historical prices to predict the future Global Water's volatility.

	Risk Adjusted Performance	(0.021952)
	Jensen Alpha	(0.037375)
	Total Risk Alpha	0.0018
	Treynor Ratio	(0.07)

Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Global Water'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 Global Water in the context of predictive analytics.

Hype

Prediction

Low	Estimated Value	High
10.37	12.42	14.47

Details

Intrinsic

Valuation

Low	Real Value	High
11.21	15.23	17.28

Details

2 Analysts

Consensus

Low	Target Price	High
17.00	17.50	18.00

Details

Earnings

Estimates (2)

Low	Projected EPS	High
0.01	0.02	0.03

Details

Please note, it is not enough to conduct a financial or market analysis of a single entity such as Global Water. Your research has to be compared to or analyzed against Global Water's peers to derive any actionable benefits. When done correctly, Global Water's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Global Water Resources.

Global Water Resources Backtested Returns

Global Water Resources holds Efficiency (Sharpe) Ratio of -0.029, which attests that the entity had -0.029% of return per unit of risk over the last 3 months. Macroaxis standpoint towards determining the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Global Water Resources exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Global Water market risk adjusted performance of (0.06), and Risk Adjusted Performance of (0.021952) to validate the risk estimate we provide.

The company retains a Market Volatility (i.e., Beta) of 0.9424, which attests to possible diversification benefits within a given portfolio. Let's try to break down what Global's beta means in this case. Global Water returns are very sensitive to returns on the market. As the market goes up or down, Global Water is expected to follow. Even though it is essential to pay attention to Global Water Resources current price history, it is always good to be careful when utilizing equity current price movements. Our philosophy towards determining any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Global Water Resources exposes twenty-one different technical indicators, which can help you to evaluate its performance. Global Water Resources has an expected return of -0.0598%. Please be advised to check out Global Water standard deviation, value at risk, as well as the relationship between the Value At Risk and kurtosis to decide if Global Water Resources performance from the past will be repeated at some point in the near future.

Auto-correlation

-0.04

Very weak reverse predictability

Global Water Resources has very weak reverse predictability. Overlapping area represents the amount of predictability between Global Water time series from 27th of February 2023 to 14th of March 2023 and 14th of March 2023 to 29th of March 2023. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Global Water Resources price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Global Water price fluctuation can be explain by its past prices.

	Correlation Coefficient	-0.04
	Spearman Rank Test	0.45
	Residual Average	0.0
	Price Variance	0.04

Global Water Resources lagged returns against current returns

Autocorrelation, which is Global Water 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 Global Water's stock expected returns. We can calculate the autocorrelation of Global Water returns to help us make a trade decision. For example, suppose you find that Global Water 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

Timeline

Global Water 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 Global Water stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Global Water stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Global Water stock over time.

Current vs Lagged Prices

Timeline

Global Water Lagged Returns

When evaluating Global Water's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Global Water stock have on its future price. Global Water 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, Global Water autocorrelation shows the relationship between Global Water stock current value and its past values and can show if there is a momentum factor associated with investing in Global Water Resources.

Regressed Prices

Timeline

Global Water Investors Sentiment

The influence of Global Water's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Global. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Investor biases related to Global Water's public news can be used to forecast risks associated with investment in Global. The trend in average sentiment can be used to explain how an investor holding Global can time the market purely based on public headlines and social activities around Global Water Resources. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.

Global Water's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Global Water's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Global Water's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Global Water.

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 Global Water 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, Global Water's short interest history, or implied volatility extrapolated from Global Water options trading.

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Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Global Water Resources using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Check out Global Water Correlation, Global Water Volatility and Global Water Alpha and Beta module to complement your research on Global Water. For more information on how to buy Global Stock please use our How to Invest in Global Water guide. You can also try Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.

Complementary Tools for analysis

When running Global Water Resources price analysis, check to measure Global Water'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 Global Water is operating at the current time. Most of Global Water's value examination focuses on studying past and present price action to predict the probability of Global Water's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Global Water's price. Additionally, you may evaluate how the addition of Global Water to your portfolios can decrease your overall portfolio volatility.

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Global Water 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.

Volatility Indicators

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Value Movement

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A focus of Global Water technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Global Water 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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Global Stock Market Value

Global Water Resources company Valuation

Global Water 'What if' Analysis

Global Water Upside/Downside Indicators

Global Water Market Risk Indicators

Global Water Resources Backtested Returns

Auto-correlation

Very weak reverse predictability

Global Water Resources lagged returns against current returns

Global Water regressed lagged prices vs. current prices

Global Water Lagged Returns

Global Water Investors Sentiment

Becoming a Better Investor with Macroaxis

Build Optimal Portfolios

Align your risk with return expectations

Complementary Tools for analysis

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