General Silos' market value is the price at which a share of General Silos trades on a public exchange. It measures the collective expectations of General Silos Storage investors about its performance. General Silos is trading at 170.49 as of the 27th of December 2024. This is a 0.36 percent decrease since the beginning of the trading day. The stock's lowest day price was 162.4. With this module, you can estimate the performance of a buy and hold strategy of General Silos Storage and determine expected loss or profit from investing in General Silos over a given investment horizon. Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
General
General Silos '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 General Silos' 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 General Silos.
0.00
09/28/2024
No Change 0.00
0.0
In 3 months and 1 day
12/27/2024
0.00
If you would invest 0.00 in General Silos on September 28, 2024 and sell it all today you would earn a total of 0.00 from holding General Silos Storage or generate 0.0% return on investment in General Silos over 90 days.
General Silos 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 General Silos' 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 General Silos Storage upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for General Silos' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as General Silos' standard deviation. In reality, there are many statistical measures that can use General Silos historical prices to predict the future General Silos' volatility.
General Silos appears to be very steady, given 3 months investment horizon. General Silos Storage holds Efficiency (Sharpe) Ratio of 0.0627, which attests that the entity had a 0.0627% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for General Silos Storage, which you can use to evaluate the volatility of the firm. Please utilize General Silos' Risk Adjusted Performance of 0.0335, downside deviation of 3.79, and Market Risk Adjusted Performance of 4.55 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, General Silos holds a performance score of 4. The company retains a Market Volatility (i.e., Beta) of 0.0276, which attests to not very significant fluctuations relative to the market. As returns on the market increase, General Silos' returns are expected to increase less than the market. However, during the bear market, the loss of holding General Silos is expected to be smaller as well. Please check General Silos' standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether General Silos' current trending patterns will revert.
Auto-correlation
-0.73
Almost perfect reverse predictability
General Silos Storage has almost perfect reverse predictability. Overlapping area represents the amount of predictability between General Silos time series from 28th of September 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 General Silos Storage price movement. The serial correlation of -0.73 indicates that around 73.0% of current General Silos price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.73
Spearman Rank Test
-0.96
Residual Average
0.0
Price Variance
1169.84
General Silos Storage lagged returns against current returns
Autocorrelation, which is General Silos 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 General Silos' stock expected returns. We can calculate the autocorrelation of General Silos returns to help us make a trade decision. For example, suppose you find that General Silos 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
General Silos 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 General Silos stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if General Silos stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in General Silos stock over time.
Current vs Lagged Prices
Timeline
General Silos Lagged Returns
When evaluating General Silos' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of General Silos stock have on its future price. General Silos 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, General Silos autocorrelation shows the relationship between General Silos stock current value and its past values and can show if there is a momentum factor associated with investing in General Silos Storage.
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.