Genpact Limited Stock Market Value
| G Stock | USD 45.51 0.43 0.95% |
| Symbol | Genpact |
Genpact Limited Price To Book Ratio
Is Data Processing & Outsourced Services space 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 0.141 | Dividend Share 0.628 | Earnings Share 2.94 | Revenue Per Share | Quarterly Revenue Growth 0.074 |
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.
| 04/27/2025 |
| 07/26/2025 |
If you would invest 0.00 in Genpact on April 27, 2025 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 90 days. Genpact is related to or competes with ASGN, Hackett, Gartner, WNS Holdings, and Xerox Corp. 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 | (0.1) | |||
| Maximum Drawdown | 17.95 | |||
| Value At Risk | (2.12) | |||
| Potential Upside | 2.55 |
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) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.64) | |||
| Treynor Ratio | (0.04) |
Genpact Limited Backtested Returns
Genpact Limited holds Efficiency (Sharpe) Ratio of -0.0234, which attests that the entity had a -0.0234 % return per unit of risk over the last 3 months. Genpact Limited exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Genpact's Standard Deviation of 2.35, market risk adjusted performance of (0.03), and insignificant Risk Adjusted Performance to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.92, which attests to possible diversification benefits within a given portfolio. Genpact returns are very sensitive to returns on the market. As the market goes up or down, Genpact is expected to follow. At this point, Genpact Limited has a negative expected return of -0.0563%. Please make sure to check out Genpact's maximum drawdown, daily balance of power, period momentum indicator, as well as the relationship between the skewness and day typical price , to decide if Genpact Limited performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.57 |
Good reverse predictability
Genpact Limited has good reverse predictability. Overlapping area represents the amount of predictability between Genpact time series from 27th of April 2025 to 11th of June 2025 and 11th of June 2025 to 26th of July 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 Genpact Limited price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Genpact price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 2.25 |
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 |
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Check out Genpact Correlation, Genpact Volatility and Genpact Alpha and Beta module to complement your research on Genpact. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
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.