Gladstone Capital Stock Market Value
| GLAD Stock | USD 27.67 0.38 1.39% |
| Symbol | Gladstone |
Gladstone Capital Price To Book Ratio
Is Asset Management & Custody Banks 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 Gladstone Capital. If investors know Gladstone 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 Gladstone Capital 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 0.389 | Earnings Share 4.34 | Revenue Per Share 4.54 | Quarterly Revenue Growth 0.126 | Return On Assets 0.058 |
The market value of Gladstone Capital is measured differently than its book value, which is the value of Gladstone that is recorded on the company's balance sheet. Investors also form their own opinion of Gladstone Capital's value that differs from its market value or its book value, called intrinsic value, which is Gladstone Capital'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 Gladstone Capital's market value can be influenced by many factors that don't directly affect Gladstone Capital'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 Gladstone Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Gladstone Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Gladstone Capital'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.
Gladstone Capital '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 Gladstone Capital'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 Gladstone Capital.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Gladstone Capital on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Gladstone Capital or generate 0.0% return on investment in Gladstone Capital over 30 days. Gladstone Capital is related to or competes with Ares Capital, Hercules Capital, and Main Street. Gladstone Capital Corporation is a business development company specializing in lower middle market, growth capital, add... More
Gladstone Capital 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 Gladstone Capital'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 Gladstone Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7692 | |||
| Information Ratio | 0.2199 | |||
| Maximum Drawdown | 4.12 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.92 |
Gladstone Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gladstone Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gladstone Capital's standard deviation. In reality, there are many statistical measures that can use Gladstone Capital historical prices to predict the future Gladstone Capital's volatility.| Risk Adjusted Performance | 0.275 | |||
| Jensen Alpha | 0.2602 | |||
| Total Risk Alpha | 0.1789 | |||
| Sortino Ratio | 0.2619 | |||
| Treynor Ratio | 0.646 |
Gladstone Capital Backtested Returns
Gladstone Capital appears to be very steady, given 3 months investment horizon. Gladstone Capital holds Efficiency (Sharpe) Ratio of 0.38, which attests that the entity had a 0.38% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Gladstone Capital, which you can use to evaluate the volatility of the firm. Please utilize Gladstone Capital's market risk adjusted performance of 0.656, and Risk Adjusted Performance of 0.275 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Gladstone Capital holds a performance score of 30. The company retains a Market Volatility (i.e., Beta) of 0.49, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gladstone Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gladstone Capital is expected to be smaller as well. Please check Gladstone Capital's mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to make a quick decision on whether Gladstone Capital's current trending patterns will revert.
Auto-correlation | 0.85 |
Very good predictability
Gladstone Capital has very good predictability. Overlapping area represents the amount of predictability between Gladstone Capital time series from 30th of October 2024 to 14th of November 2024 and 14th of November 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 Gladstone Capital price movement. The serial correlation of 0.85 indicates that around 85.0% of current Gladstone Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.5 |
Gladstone Capital lagged returns against current returns
Autocorrelation, which is Gladstone Capital 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 Gladstone Capital's stock expected returns. We can calculate the autocorrelation of Gladstone Capital returns to help us make a trade decision. For example, suppose you find that Gladstone Capital 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 |
Gladstone Capital 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 Gladstone Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gladstone Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gladstone Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Gladstone Capital Lagged Returns
When evaluating Gladstone Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gladstone Capital stock have on its future price. Gladstone Capital 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, Gladstone Capital autocorrelation shows the relationship between Gladstone Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Gladstone Capital.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Gladstone Capital offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Gladstone Capital's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Gladstone Capital Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Gladstone Capital Stock:Check out Gladstone Capital Correlation, Gladstone Capital Volatility and Gladstone Capital Alpha and Beta module to complement your research on Gladstone Capital. For information on how to trade Gladstone Stock refer to our How to Trade Gladstone Stock guide.You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Gladstone Capital 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.