Gcm Grosvenor Stock Market Value
| GCMG Stock | USD 12.54 0.03 0.24% |
| Symbol | GCM |
GCM Grosvenor 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 GCM Grosvenor. If investors know GCM 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 GCM Grosvenor 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 (0.37) | Dividend Share 0.44 | Earnings Share 0.03 | Revenue Per Share | Quarterly Revenue Growth 0.424 |
The market value of GCM Grosvenor is measured differently than its book value, which is the value of GCM that is recorded on the company's balance sheet. Investors also form their own opinion of GCM Grosvenor's value that differs from its market value or its book value, called intrinsic value, which is GCM Grosvenor'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 GCM Grosvenor's market value can be influenced by many factors that don't directly affect GCM Grosvenor'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 GCM Grosvenor's value and its price as these two are different measures arrived at by different means. Investors typically determine if GCM Grosvenor is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, GCM Grosvenor'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.
GCM Grosvenor '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 GCM Grosvenor'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 GCM Grosvenor.
| 01/31/2025 |
| 05/01/2025 |
If you would invest 0.00 in GCM Grosvenor on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding GCM Grosvenor or generate 0.0% return on investment in GCM Grosvenor over 90 days. GCM Grosvenor is related to or competes with MFS Investment, Eaton Vance, Nuveen California, Federated Premier, and Blackrock Muniholdings. Grosvenor Capital Management, L.P. is global alternative asset management solutions provider More
GCM Grosvenor 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 GCM Grosvenor'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 GCM Grosvenor upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0339 | |||
| Maximum Drawdown | 7.37 | |||
| Value At Risk | (3.08) | |||
| Potential Upside | 2.18 |
GCM Grosvenor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GCM Grosvenor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GCM Grosvenor's standard deviation. In reality, there are many statistical measures that can use GCM Grosvenor historical prices to predict the future GCM Grosvenor's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | 0.0425 | |||
| Treynor Ratio | 0.8971 |
GCM Grosvenor Backtested Returns
GCM Grosvenor holds Efficiency (Sharpe) Ratio of -0.061, which attests that the company had a -0.061 % return per unit of risk over the last 3 months. GCM Grosvenor exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out GCM Grosvenor's standard deviation of 1.53, and Coefficient Of Variation of (1,952) to validate the risk estimate we provide. The firm retains a Market Volatility (i.e., Beta) of -0.0986, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning GCM Grosvenor are expected to decrease at a much lower rate. During the bear market, GCM Grosvenor is likely to outperform the market. At this point, GCM Grosvenor has a negative expected return of -0.0959%. Please make sure to check out GCM Grosvenor's maximum drawdown, as well as the relationship between the accumulation distribution and day typical price , to decide if GCM Grosvenor performance from the past will be repeated in the future.
Auto-correlation | 0.43 |
Average predictability
GCM Grosvenor has average predictability. Overlapping area represents the amount of predictability between GCM Grosvenor time series from 31st of January 2025 to 17th of March 2025 and 17th of March 2025 to 1st of May 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 GCM Grosvenor price movement. The serial correlation of 0.43 indicates that just about 43.0% of current GCM Grosvenor price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
GCM Grosvenor lagged returns against current returns
Autocorrelation, which is GCM Grosvenor 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 GCM Grosvenor's stock expected returns. We can calculate the autocorrelation of GCM Grosvenor returns to help us make a trade decision. For example, suppose you find that GCM Grosvenor 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 |
GCM Grosvenor 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 GCM Grosvenor stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GCM Grosvenor stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GCM Grosvenor stock over time.
Current vs Lagged Prices |
| Timeline |
GCM Grosvenor Lagged Returns
When evaluating GCM Grosvenor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GCM Grosvenor stock have on its future price. GCM Grosvenor 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, GCM Grosvenor autocorrelation shows the relationship between GCM Grosvenor stock current value and its past values and can show if there is a momentum factor associated with investing in GCM Grosvenor.
Regressed Prices |
| Timeline |
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Check out GCM Grosvenor Correlation, GCM Grosvenor Volatility and GCM Grosvenor Alpha and Beta module to complement your research on GCM Grosvenor. For more detail on how to invest in GCM Stock please use our How to Invest in GCM Grosvenor guide.You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
GCM Grosvenor 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.