GAZTRTECHNIUADR15EO01's market value is the price at which a share of GAZTRTECHNIUADR15EO01 trades on a public exchange. It measures the collective expectations of GAZTRTECHNIUADR15EO01 investors about its performance. GAZTRTECHNIUADR15EO01 is trading at 33.40 as of the 6th of August 2025. This is a 0.60% up since the beginning of the trading day. The stock's lowest day price was 33.4. With this module, you can estimate the performance of a buy and hold strategy of GAZTRTECHNIUADR15EO01 and determine expected loss or profit from investing in GAZTRTECHNIUADR15EO01 over a given investment horizon. Check out Trending Equities 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
GAZTRTECHNIUADR15EO01
GAZTRTECHNIUADR15EO01 '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 GAZTRTECHNIUADR15EO01'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 GAZTRTECHNIUADR15EO01.
0.00
05/08/2025
No Change 0.00
0.0
In 3 months and 1 day
08/06/2025
0.00
If you would invest 0.00 in GAZTRTECHNIUADR15EO01 on May 8, 2025 and sell it all today you would earn a total of 0.00 from holding GAZTRTECHNIUADR15EO01 or generate 0.0% return on investment in GAZTRTECHNIUADR15EO01 over 90 days.
GAZTRTECHNIUADR15EO01 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 GAZTRTECHNIUADR15EO01'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 GAZTRTECHNIUADR15EO01 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 GAZTRTECHNIUADR15EO01's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GAZTRTECHNIUADR15EO01's standard deviation. In reality, there are many statistical measures that can use GAZTRTECHNIUADR15EO01 historical prices to predict the future GAZTRTECHNIUADR15EO01's volatility.
GAZTRTECHNIUADR15EO01 appears to be very steady, given 3 months investment horizon. GAZTRTECHNIUADR15EO01 holds Efficiency (Sharpe) Ratio of 0.16, which attests that the company had a 0.16 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for GAZTRTECHNIUADR15EO01, which you can use to evaluate the volatility of the entity. Please utilize GAZTRTECHNIUADR15EO01's mean deviation of 1.22, and Semi Deviation of 1.21 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, GAZTRTECHNIUADR15EO01 holds a performance score of 12. The firm retains a Market Volatility (i.e., Beta) of -0.25, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning GAZTRTECHNIUADR15EO01 are expected to decrease at a much lower rate. During the bear market, GAZTRTECHNIUADR15EO01 is likely to outperform the market. Please check GAZTRTECHNIUADR15EO01's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether GAZTRTECHNIUADR15EO01's current trending patterns will revert.
Auto-correlation
-0.16
Insignificant reverse predictability
GAZTRTECHNIUADR15EO01 has insignificant reverse predictability. Overlapping area represents the amount of predictability between GAZTRTECHNIUADR15EO01 time series from 8th of May 2025 to 22nd of June 2025 and 22nd of June 2025 to 6th of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of GAZTRTECHNIUADR15EO01 price movement. The serial correlation of -0.16 indicates that over 16.0% of current GAZTRTECHNIUADR15EO01 price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.16
Spearman Rank Test
-0.12
Residual Average
0.0
Price Variance
0.38
GAZTRTECHNIUADR15EO01 lagged returns against current returns
Autocorrelation, which is GAZTRTECHNIUADR15EO01 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 GAZTRTECHNIUADR15EO01's stock expected returns. We can calculate the autocorrelation of GAZTRTECHNIUADR15EO01 returns to help us make a trade decision. For example, suppose you find that GAZTRTECHNIUADR15EO01 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
GAZTRTECHNIUADR15EO01 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 GAZTRTECHNIUADR15EO01 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GAZTRTECHNIUADR15EO01 stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GAZTRTECHNIUADR15EO01 stock over time.
Current vs Lagged Prices
Timeline
GAZTRTECHNIUADR15EO01 Lagged Returns
When evaluating GAZTRTECHNIUADR15EO01's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GAZTRTECHNIUADR15EO01 stock have on its future price. GAZTRTECHNIUADR15EO01 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, GAZTRTECHNIUADR15EO01 autocorrelation shows the relationship between GAZTRTECHNIUADR15EO01 stock current value and its past values and can show if there is a momentum factor associated with investing in GAZTRTECHNIUADR15EO01.