Gen Restaurant Group, Stock Market Value
| GENK Stock | 8.22 0.13 1.61% |
| Symbol | GEN |
GEN Restaurant Group, Price To Book Ratio
Is Hotels, Restaurants & Leisure 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 GEN Restaurant. If investors know GEN 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 GEN Restaurant 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 (0.94) | Earnings Share 2.08 | Revenue Per Share 46.076 | Quarterly Revenue Growth 0.159 | Return On Assets 0.0101 |
The market value of GEN Restaurant Group, is measured differently than its book value, which is the value of GEN that is recorded on the company's balance sheet. Investors also form their own opinion of GEN Restaurant's value that differs from its market value or its book value, called intrinsic value, which is GEN Restaurant'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 GEN Restaurant's market value can be influenced by many factors that don't directly affect GEN Restaurant'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 GEN Restaurant's value and its price as these two are different measures arrived at by different means. Investors typically determine if GEN Restaurant is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, GEN Restaurant'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.
GEN Restaurant '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 GEN Restaurant'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 GEN Restaurant.
| 05/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in GEN Restaurant on May 9, 2023 and sell it all today you would earn a total of 0.00 from holding GEN Restaurant Group, or generate 0.0% return on investment in GEN Restaurant over 570 days. GEN Restaurant is related to or competes with Wingstop, RLJ Lodging, Stepstone, Morningstar Unconstrained, Thrivent High, Vanguard Small, and Via Renewables. GEN Restaurant is entity of United States More
GEN Restaurant 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 GEN Restaurant'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 GEN Restaurant Group, upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 25.87 | |||
| Value At Risk | (5.41) | |||
| Potential Upside | 4.89 |
GEN Restaurant Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GEN Restaurant's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GEN Restaurant's standard deviation. In reality, there are many statistical measures that can use GEN Restaurant historical prices to predict the future GEN Restaurant's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.75) | |||
| Treynor Ratio | (0.81) |
GEN Restaurant Group, Backtested Returns
GEN Restaurant Group, holds Efficiency (Sharpe) Ratio of -0.009, which attests that the entity had a -0.009% return per unit of risk over the last 3 months. GEN Restaurant Group, exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out GEN Restaurant's Coefficient Of Variation of (2,267), risk adjusted performance of (0.03), and Market Risk Adjusted Performance of (0.80) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.22, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GEN Restaurant's returns are expected to increase less than the market. However, during the bear market, the loss of holding GEN Restaurant is expected to be smaller as well. At this point, GEN Restaurant Group, has a negative expected return of -0.0342%. Please make sure to check out GEN Restaurant's accumulation distribution, and the relationship between the value at risk and day typical price , to decide if GEN Restaurant Group, performance from the past will be repeated in the future.
Auto-correlation | 0.26 |
Poor predictability
GEN Restaurant Group, has poor predictability. Overlapping area represents the amount of predictability between GEN Restaurant time series from 9th of May 2023 to 18th of February 2024 and 18th of February 2024 to 29th of November 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 GEN Restaurant Group, price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current GEN Restaurant price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 1.92 |
GEN Restaurant Group, lagged returns against current returns
Autocorrelation, which is GEN Restaurant 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 GEN Restaurant's stock expected returns. We can calculate the autocorrelation of GEN Restaurant returns to help us make a trade decision. For example, suppose you find that GEN Restaurant 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 |
GEN Restaurant 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 GEN Restaurant stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GEN Restaurant stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GEN Restaurant stock over time.
Current vs Lagged Prices |
| Timeline |
GEN Restaurant Lagged Returns
When evaluating GEN Restaurant's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GEN Restaurant stock have on its future price. GEN Restaurant 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, GEN Restaurant autocorrelation shows the relationship between GEN Restaurant stock current value and its past values and can show if there is a momentum factor associated with investing in GEN Restaurant Group,.
Regressed Prices |
| Timeline |
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GEN Restaurant 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.