Galderma Group (Switzerland) Market Value
| GALD Stock | 149.10 1.60 1.08% |
| Symbol | Galderma |
Galderma Group '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 Galderma Group'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 Galderma Group.
| 08/22/2025 |
| 11/20/2025 |
If you would invest 0.00 in Galderma Group on August 22, 2025 and sell it all today you would earn a total of 0.00 from holding Galderma Group N or generate 0.0% return on investment in Galderma Group over 90 days.
Galderma Group 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 Galderma Group'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 Galderma Group N upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.79 | |||
| Information Ratio | 0.0764 | |||
| Maximum Drawdown | 7.24 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 2.51 |
Galderma Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Galderma Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Galderma Group's standard deviation. In reality, there are many statistical measures that can use Galderma Group historical prices to predict the future Galderma Group's volatility.| Risk Adjusted Performance | 0.0753 | |||
| Jensen Alpha | 0.136 | |||
| Total Risk Alpha | 0.0794 | |||
| Sortino Ratio | 0.0707 | |||
| Treynor Ratio | 0.2233 |
Galderma Group N Backtested Returns
At this stage we consider Galderma Stock to be very steady. Galderma Group N holds Efficiency (Sharpe) Ratio of 0.0992, which attests that the entity had a 0.0992 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Galderma Group N, which you can use to evaluate the volatility of the firm. Please check out Galderma Group's Downside Deviation of 1.79, market risk adjusted performance of 0.2333, and Risk Adjusted Performance of 0.0753 to validate if the risk estimate we provide is consistent with the expected return of 0.16%. Galderma Group has a performance score of 7 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.71, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Galderma Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Galderma Group is expected to be smaller as well. Galderma Group N right now retains a risk of 1.64%. Please check out Galderma Group coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if Galderma Group will be following its current trending patterns.
Auto-correlation | -0.34 |
Poor reverse predictability
Galderma Group N has poor reverse predictability. Overlapping area represents the amount of predictability between Galderma Group time series from 22nd of August 2025 to 6th of October 2025 and 6th of October 2025 to 20th of November 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 Galderma Group N price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Galderma Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 22.63 |
Galderma Group N lagged returns against current returns
Autocorrelation, which is Galderma Group 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 Galderma Group's stock expected returns. We can calculate the autocorrelation of Galderma Group returns to help us make a trade decision. For example, suppose you find that Galderma Group 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 |
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Galderma Group 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 Galderma Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Galderma Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Galderma Group stock over time.
Current vs Lagged Prices |
| Timeline |
Galderma Group Lagged Returns
When evaluating Galderma Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Galderma Group stock have on its future price. Galderma Group 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, Galderma Group autocorrelation shows the relationship between Galderma Group stock current value and its past values and can show if there is a momentum factor associated with investing in Galderma Group N.
Regressed Prices |
| Timeline |
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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.Additional Tools for Galderma Stock Analysis
When running Galderma Group's price analysis, check to measure Galderma Group'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 Galderma Group is operating at the current time. Most of Galderma Group's value examination focuses on studying past and present price action to predict the probability of Galderma Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Galderma Group's price. Additionally, you may evaluate how the addition of Galderma Group to your portfolios can decrease your overall portfolio volatility.