Golub Capital Bdc Stock Market Value
| GBDC Stock | USD 15.05 0.02 0.13% |
| Symbol | Golub |
Golub Capital BDC Price To Book Ratio
Is Asset Management & Custody Banks 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 Golub Capital. If investors know Golub 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 Golub Capital 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 (0.89) | Earnings Share 1.36 | Revenue Per Share 3.747 | Quarterly Revenue Growth 0.107 | Return On Assets 0.0471 |
The market value of Golub Capital BDC is measured differently than its book value, which is the value of Golub that is recorded on the company's balance sheet. Investors also form their own opinion of Golub Capital's value that differs from its market value or its book value, called intrinsic value, which is Golub Capital'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 Golub Capital's market value can be influenced by many factors that don't directly affect Golub Capital'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 Golub Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Golub Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Golub Capital'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.
Golub Capital '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 Golub Capital'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 Golub Capital.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Golub Capital on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Golub Capital BDC or generate 0.0% return on investment in Golub Capital over 30 days. Golub Capital is related to or competes with BlackRock TCP, Carlyle Secured, Triplepoint Venture, New Mountain, Fidus Investment, Sixth Street, and WhiteHorse Finance. is a business development company and operates as an externally managed closed-end non-diversified management investment... More
Golub Capital 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 Golub Capital'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 Golub Capital BDC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8145 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.6 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.45 |
Golub Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Golub Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Golub Capital's standard deviation. In reality, there are many statistical measures that can use Golub Capital historical prices to predict the future Golub Capital's volatility.| Risk Adjusted Performance | 0.0596 | |||
| Jensen Alpha | 0.0068 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.1028 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Golub Capital's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Golub Capital BDC Backtested Returns
At this point, Golub Capital is very steady. Golub Capital BDC holds Efficiency (Sharpe) Ratio of 0.061, which attests that the entity had a 0.061% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Golub Capital BDC, which you can use to evaluate the volatility of the firm. Please check out Golub Capital's Market Risk Adjusted Performance of 0.1128, risk adjusted performance of 0.0596, and Downside Deviation of 0.8145 to validate if the risk estimate we provide is consistent with the expected return of 0.0484%. Golub Capital has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.53, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Golub Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Golub Capital is expected to be smaller as well. Golub Capital BDC right now retains a risk of 0.79%. Please check out Golub Capital treynor ratio, downside variance, and the relationship between the total risk alpha and value at risk , to decide if Golub Capital will be following its current trending patterns.
Auto-correlation | -0.1 |
Very weak reverse predictability
Golub Capital BDC has very weak reverse predictability. Overlapping area represents the amount of predictability between Golub Capital time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th of December 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 Golub Capital BDC price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Golub Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Golub Capital BDC lagged returns against current returns
Autocorrelation, which is Golub Capital 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 Golub Capital's stock expected returns. We can calculate the autocorrelation of Golub Capital returns to help us make a trade decision. For example, suppose you find that Golub Capital 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 |
Golub Capital 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 Golub Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Golub Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Golub Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Golub Capital Lagged Returns
When evaluating Golub Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Golub Capital stock have on its future price. Golub Capital 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, Golub Capital autocorrelation shows the relationship between Golub Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Golub Capital BDC.
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.When determining whether Golub Capital BDC offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Golub Capital's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Golub Capital Bdc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Golub Capital Bdc Stock:Check out Golub Capital Correlation, Golub Capital Volatility and Golub Capital Alpha and Beta module to complement your research on Golub Capital. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Golub Capital 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.