G2D Investments (Brazil) Market Value
| G2DI33 Stock | 1.83 0.04 2.23% |
| Symbol | G2D |
G2D Investments '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 G2D Investments' 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 G2D Investments.
| 05/27/2025 |
| 08/25/2025 |
If you would invest 0.00 in G2D Investments on May 27, 2025 and sell it all today you would earn a total of 0.00 from holding G2D Investments or generate 0.0% return on investment in G2D Investments over 90 days. G2D Investments is related to or competes with Technos SA, Unity Software, TechnipFMC Plc, SSC Technologies, Microchip Technology, and Dell Technologies. More
G2D Investments 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 G2D Investments' 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 G2D Investments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.68 | |||
| Information Ratio | 0.0678 | |||
| Maximum Drawdown | 13.77 | |||
| Value At Risk | (3.35) | |||
| Potential Upside | 4.24 |
G2D Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for G2D Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as G2D Investments' standard deviation. In reality, there are many statistical measures that can use G2D Investments historical prices to predict the future G2D Investments' volatility.| Risk Adjusted Performance | 0.0907 | |||
| Jensen Alpha | 0.2863 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0572 | |||
| Treynor Ratio | (0.60) |
G2D Investments Backtested Returns
G2D Investments appears to be risky, given 3 months investment horizon. G2D Investments holds Efficiency (Sharpe) Ratio of 0.14, which attests that the company had a 0.14 % return per unit of return volatility over the last 3 months. We have found thirty technical indicators for G2D Investments, which you can use to evaluate the volatility of the entity. Please utilize G2D Investments' semi deviation of 1.88, and Downside Deviation of 2.68 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, G2D Investments holds a performance score of 11. The firm retains a Market Volatility (i.e., Beta) of -0.41, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning G2D Investments are expected to decrease at a much lower rate. During the bear market, G2D Investments is likely to outperform the market. Please check G2D Investments' downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether G2D Investments' current trending patterns will revert.
Auto-correlation | -0.27 |
Weak reverse predictability
G2D Investments has weak reverse predictability. Overlapping area represents the amount of predictability between G2D Investments time series from 27th of May 2025 to 11th of July 2025 and 11th of July 2025 to 25th 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 G2D Investments price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current G2D Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
G2D Investments lagged returns against current returns
Autocorrelation, which is G2D Investments 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 G2D Investments' stock expected returns. We can calculate the autocorrelation of G2D Investments returns to help us make a trade decision. For example, suppose you find that G2D Investments 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 |
G2D Investments 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 G2D Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if G2D Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in G2D Investments stock over time.
Current vs Lagged Prices |
| Timeline |
G2D Investments Lagged Returns
When evaluating G2D Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of G2D Investments stock have on its future price. G2D Investments 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, G2D Investments autocorrelation shows the relationship between G2D Investments stock current value and its past values and can show if there is a momentum factor associated with investing in G2D Investments.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in G2D Stock
G2D Investments financial ratios help investors to determine whether G2D Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in G2D with respect to the benefits of owning G2D Investments security.