Genpact Limited Stock Market Value
| G Stock | USD 31.65 0.11 0.35% |
| Symbol | Genpact |
Genpact Limited Price To Book Ratio
Is Genpact's industry 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 Genpact. If investors know Genpact 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 Genpact 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 2.311 | Dividend Share 0.55 | Earnings Share 3.41 | Revenue Per Share 24.552 | Quarterly Revenue Growth 0.04 |
The market value of Genpact Limited is measured differently than its book value, which is the value of Genpact that is recorded on the company's balance sheet. Investors also form their own opinion of Genpact's value that differs from its market value or its book value, called intrinsic value, which is Genpact'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 Genpact's market value can be influenced by many factors that don't directly affect Genpact'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 Genpact's value and its price as these two are different measures arrived at by different means. Investors typically determine if Genpact is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Genpact'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.
Genpact '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 Genpact'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 Genpact.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Genpact on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Genpact Limited or generate 0.0% return on investment in Genpact over 30 days. Genpact is related to or competes with Formula Systems, CSP, Nayax, Hackett, and Clarivate Plc. Genpact Limited provides business process outsourcing and information technology services in India, rest of Asia, North ... More
Genpact 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 Genpact'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 Genpact Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 7.27 | |||
| Value At Risk | (2.42) | |||
| Potential Upside | 2.27 |
Genpact Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Genpact's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Genpact's standard deviation. In reality, there are many statistical measures that can use Genpact historical prices to predict the future Genpact's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | (0.12) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Genpact's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Genpact Limited Backtested Returns
Genpact Limited holds Efficiency (Sharpe) Ratio of -0.14, which attests that the entity had a -0.14% return per unit of risk over the last 3 months. Genpact Limited exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Genpact's Market Risk Adjusted Performance of (0.11), risk adjusted performance of (0.05), and Standard Deviation of 1.46 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.13, which attests to a somewhat significant risk relative to the market. Genpact returns are very sensitive to returns on the market. As the market goes up or down, Genpact is expected to follow. Genpact Limited has an expected return of -0.2%. Please make sure to check out Genpact skewness, and the relationship between the treynor ratio and daily balance of power , to decide if Genpact Limited performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.01 |
Virtually no predictability
Genpact Limited has virtually no predictability. Overlapping area represents the amount of predictability between Genpact time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 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 Genpact Limited price movement. The serial correlation of 0.01 indicates that just 1.0% of current Genpact price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
Genpact Limited lagged returns against current returns
Autocorrelation, which is Genpact 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 Genpact's stock expected returns. We can calculate the autocorrelation of Genpact returns to help us make a trade decision. For example, suppose you find that Genpact 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 |
Genpact 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 Genpact stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Genpact stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Genpact stock over time.
Current vs Lagged Prices |
| Timeline |
Genpact Lagged Returns
When evaluating Genpact's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Genpact stock have on its future price. Genpact 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, Genpact autocorrelation shows the relationship between Genpact stock current value and its past values and can show if there is a momentum factor associated with investing in Genpact Limited.
Regressed Prices |
| Timeline |
Genpact Investors Sentiment
The influence of Genpact's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Genpact. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Genpact's public news can be used to forecast risks associated with an investment in Genpact. The trend in average sentiment can be used to explain how an investor holding Genpact can time the market purely based on public headlines and social activities around Genpact Limited. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Genpact's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Genpact's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Genpact's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Genpact.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Genpact in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Genpact's short interest history, or implied volatility extrapolated from Genpact options trading.
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Complementary Tools for Genpact Stock analysis
When running Genpact's price analysis, check to measure Genpact's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Genpact is operating at the current time. Most of Genpact's value examination focuses on studying past and present price action to predict the probability of Genpact's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Genpact's price. Additionally, you may evaluate how the addition of Genpact to your portfolios can decrease your overall portfolio volatility.
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Genpact 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.