Graham Holdings (Germany) Market Value
| WPOB Stock | EUR 890.00 5.00 0.56% |
| Symbol | Graham |
Graham Holdings '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 Graham Holdings' 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 Graham Holdings.
| 11/03/2024 |
| 12/03/2024 |
If you would invest 0.00 in Graham Holdings on November 3, 2024 and sell it all today you would earn a total of 0.00 from holding Graham Holdings Co or generate 0.0% return on investment in Graham Holdings over 30 days. Graham Holdings is related to or competes with Direct Line, QBE Insurance, SBI Insurance, REVO INSURANCE, INSURANCE AUST, Hanover Insurance, and DALATA HOTEL. Graham Holdings Company, through its subsidiaries, operates as a diversified education and media company worldwide More
Graham Holdings 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 Graham Holdings' 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 Graham Holdings Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.02 | |||
| Information Ratio | 0.0999 | |||
| Maximum Drawdown | 13.01 | |||
| Value At Risk | (2.75) | |||
| Potential Upside | 6.25 |
Graham Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Graham Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Graham Holdings' standard deviation. In reality, there are many statistical measures that can use Graham Holdings historical prices to predict the future Graham Holdings' volatility.| Risk Adjusted Performance | 0.1227 | |||
| Jensen Alpha | 0.1448 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.1187 | |||
| Treynor Ratio | 0.1934 |
Graham Holdings Backtested Returns
Graham Holdings appears to be very steady, given 3 months investment horizon. Graham Holdings holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Graham Holdings, which you can use to evaluate the volatility of the firm. Please utilize Graham Holdings' risk adjusted performance of 0.1227, and Market Risk Adjusted Performance of 0.2034 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Graham Holdings holds a performance score of 14. The company retains a Market Volatility (i.e., Beta) of 1.83, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Graham Holdings will likely underperform. Please check Graham Holdings' coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to make a quick decision on whether Graham Holdings' current trending patterns will revert.
Auto-correlation | 0.44 |
Average predictability
Graham Holdings Co has average predictability. Overlapping area represents the amount of predictability between Graham Holdings time series from 3rd of November 2024 to 18th of November 2024 and 18th of November 2024 to 3rd 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 Graham Holdings price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Graham Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 210.33 |
Graham Holdings lagged returns against current returns
Autocorrelation, which is Graham Holdings 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 Graham Holdings' stock expected returns. We can calculate the autocorrelation of Graham Holdings returns to help us make a trade decision. For example, suppose you find that Graham Holdings 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 |
Graham Holdings 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 Graham Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Graham Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Graham Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Graham Holdings Lagged Returns
When evaluating Graham Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Graham Holdings stock have on its future price. Graham Holdings 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, Graham Holdings autocorrelation shows the relationship between Graham Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Graham Holdings Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Graham Stock
When determining whether Graham Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Graham Holdings' 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 Graham Holdings Co Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Graham Holdings Co Stock:Check out Graham Holdings Correlation, Graham Holdings Volatility and Graham Holdings Alpha and Beta module to complement your research on Graham Holdings. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Graham Holdings 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.