Genpact Limited Stock Market Value
| G Stock | USD 46.67 0.01 0.02% |
| 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 0.156 | Dividend Share 0.595 | Earnings Share 3.64 | Revenue Per Share 25.964 | Quarterly Revenue Growth 0.066 |
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.
| 10/14/2024 |
| 11/13/2024 |
If you would invest 0.00 in Genpact on October 14, 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 Cognizant Technology, Thoughtworks Holding, WNS Holdings, CLARIVATE PLC, Broadridge Financial, CDW Corp, and International Business. 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.
| Downside Deviation | 1.03 | |||
| Information Ratio | 0.1366 | |||
| Maximum Drawdown | 8.31 | |||
| Value At Risk | (1.56) | |||
| Potential Upside | 2.75 |
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 | 0.191 | |||
| Jensen Alpha | 0.2492 | |||
| Total Risk Alpha | 0.0462 | |||
| Sortino Ratio | 0.2138 | |||
| Treynor Ratio | 0.4634 |
Genpact Limited Backtested Returns
Genpact appears to be very steady, given 3 months investment horizon. Genpact Limited holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Genpact Limited, which you can use to evaluate the volatility of the firm. Please utilize Genpact's Downside Deviation of 1.03, market risk adjusted performance of 0.4734, and Risk Adjusted Performance of 0.191 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Genpact holds a performance score of 16. The company retains a Market Volatility (i.e., Beta) of 0.82, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Genpact's returns are expected to increase less than the market. However, during the bear market, the loss of holding Genpact is expected to be smaller as well. Please check Genpact's total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Genpact's current trending patterns will revert.
Auto-correlation | -0.66 |
Very good reverse predictability
Genpact Limited has very good reverse predictability. Overlapping area represents the amount of predictability between Genpact time series from 14th of October 2024 to 29th of October 2024 and 29th of October 2024 to 13th of November 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 -0.66 indicates that around 66.0% of current Genpact price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 11.59 |
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 |
Currently Active Assets on Macroaxis
Check out Genpact Correlation, Genpact Volatility and Genpact Alpha and Beta module to complement your research on Genpact. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
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.