G1 Secure (Israel) Market Value
| GOSS Stock | 505.90 3.10 0.61% |
| Symbol | GOSS |
G1 Secure '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 G1 Secure'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 G1 Secure.
| 01/08/2023 |
| 12/28/2024 |
If you would invest 0.00 in G1 Secure on January 8, 2023 and sell it all today you would earn a total of 0.00 from holding G1 Secure Solutions or generate 0.0% return on investment in G1 Secure over 720 days. G1 Secure is related to or competes with Bet Shemesh, Atreyu Capital, Klil Industries, Elbit Systems, and Tower Semiconductor. More
G1 Secure 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 G1 Secure'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 G1 Secure Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.61 | |||
| Information Ratio | 0.0223 | |||
| Maximum Drawdown | 10.45 | |||
| Value At Risk | (3.83) | |||
| Potential Upside | 3.66 |
G1 Secure Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for G1 Secure's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as G1 Secure's standard deviation. In reality, there are many statistical measures that can use G1 Secure historical prices to predict the future G1 Secure's volatility.| Risk Adjusted Performance | 0.0357 | |||
| Jensen Alpha | 0.0673 | |||
| Total Risk Alpha | 0.0099 | |||
| Sortino Ratio | 0.0189 | |||
| Treynor Ratio | 0.3733 |
G1 Secure Solutions Backtested Returns
G1 Secure appears to be very steady, given 3 months investment horizon. G1 Secure Solutions retains Efficiency (Sharpe Ratio) of 0.15, which attests that the company had a 0.15% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for G1 Secure, which you can use to evaluate the volatility of the entity. Please utilize G1 Secure's Standard Deviation of 2.22, market risk adjusted performance of 0.3833, and Semi Deviation of 2.32 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, G1 Secure holds a performance score of 11. The firm owns a Beta (Systematic Risk) of 0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, G1 Secure's returns are expected to increase less than the market. However, during the bear market, the loss of holding G1 Secure is expected to be smaller as well. Please check G1 Secure's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether G1 Secure's current price history will revert.
Auto-correlation | -0.17 |
Insignificant reverse predictability
G1 Secure Solutions has insignificant reverse predictability. Overlapping area represents the amount of predictability between G1 Secure time series from 8th of January 2023 to 3rd of January 2024 and 3rd of January 2024 to 28th 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 G1 Secure Solutions price movement. The serial correlation of -0.17 indicates that over 17.0% of current G1 Secure price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 942.53 |
G1 Secure Solutions lagged returns against current returns
Autocorrelation, which is G1 Secure 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 G1 Secure's stock expected returns. We can calculate the autocorrelation of G1 Secure returns to help us make a trade decision. For example, suppose you find that G1 Secure 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 |
G1 Secure 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 G1 Secure stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if G1 Secure stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in G1 Secure stock over time.
Current vs Lagged Prices |
| Timeline |
G1 Secure Lagged Returns
When evaluating G1 Secure's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of G1 Secure stock have on its future price. G1 Secure 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, G1 Secure autocorrelation shows the relationship between G1 Secure stock current value and its past values and can show if there is a momentum factor associated with investing in G1 Secure Solutions.
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.Other Information on Investing in GOSS Stock
G1 Secure financial ratios help investors to determine whether GOSS 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 GOSS with respect to the benefits of owning G1 Secure security.