Glatfelter (Germany) Market Value
| GLN Stock | EUR 20.32 0.00 0.00% |
| Symbol | Glatfelter |
Glatfelter '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 Glatfelter'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 Glatfelter.
| 11/18/2024 |
| 12/18/2024 |
If you would invest 0.00 in Glatfelter on November 18, 2024 and sell it all today you would earn a total of 0.00 from holding Glatfelter or generate 0.0% return on investment in Glatfelter over 30 days. Glatfelter is related to or competes with Stora Enso, Superior Plus, Origin Agritech, INTUITIVE SURGICAL, Intel, Reliance Steel, and Rolls Royce. Glatfelter Company, together with its subsidiaries, manufactures and sells engineered materials worldwide More
Glatfelter 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 Glatfelter'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 Glatfelter upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.96 | |||
| Information Ratio | 0.0282 | |||
| Maximum Drawdown | 12.26 | |||
| Value At Risk | (3.87) | |||
| Potential Upside | 5.73 |
Glatfelter Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Glatfelter's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Glatfelter's standard deviation. In reality, there are many statistical measures that can use Glatfelter historical prices to predict the future Glatfelter's volatility.| Risk Adjusted Performance | 0.0468 | |||
| Jensen Alpha | 0.109 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0244 | |||
| Treynor Ratio | 0.358 |
Glatfelter Backtested Returns
At this point, Glatfelter is not too volatile. Glatfelter holds Efficiency (Sharpe) Ratio of 0.008, which attests that the entity had a 0.008% return per unit of standard deviation over the last 3 months. We have found twenty-four technical indicators for Glatfelter, which you can use to evaluate the volatility of the firm. Please check out Glatfelter's risk adjusted performance of 0.0468, and Market Risk Adjusted Performance of 0.368 to validate if the risk estimate we provide is consistent with the expected return of 0.0184%. The company retains a Market Volatility (i.e., Beta) of 0.36, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Glatfelter's returns are expected to increase less than the market. However, during the bear market, the loss of holding Glatfelter is expected to be smaller as well. Glatfelter right now retains a risk of 2.29%. Please check out Glatfelter information ratio, treynor ratio, and the relationship between the downside deviation and total risk alpha , to decide if Glatfelter will be following its current trending patterns.
Auto-correlation | 1.00 |
Perfect predictability
Glatfelter has perfect predictability. Overlapping area represents the amount of predictability between Glatfelter time series from 18th of November 2024 to 3rd of December 2024 and 3rd of December 2024 to 18th of December 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 Glatfelter price movement. The serial correlation of 1.0 indicates that 100.0% of current Glatfelter price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Glatfelter lagged returns against current returns
Autocorrelation, which is Glatfelter 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 Glatfelter's stock expected returns. We can calculate the autocorrelation of Glatfelter returns to help us make a trade decision. For example, suppose you find that Glatfelter 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 |
Glatfelter 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 Glatfelter stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Glatfelter stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Glatfelter stock over time.
Current vs Lagged Prices |
| Timeline |
Glatfelter Lagged Returns
When evaluating Glatfelter's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Glatfelter stock have on its future price. Glatfelter 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, Glatfelter autocorrelation shows the relationship between Glatfelter stock current value and its past values and can show if there is a momentum factor associated with investing in Glatfelter.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Glatfelter Stock
Glatfelter financial ratios help investors to determine whether Glatfelter Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Glatfelter with respect to the benefits of owning Glatfelter security.