GCP Infrastructure (UK) Market Value
| GCP Stock | 77.20 0.40 0.52% |
| Symbol | GCP |
GCP Infrastructure '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 GCP Infrastructure'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 GCP Infrastructure.
| 05/18/2025 |
| 08/16/2025 |
If you would invest 0.00 in GCP Infrastructure on May 18, 2025 and sell it all today you would earn a total of 0.00 from holding GCP Infrastructure Investments or generate 0.0% return on investment in GCP Infrastructure over 90 days. GCP Infrastructure is related to or competes with Supermarket Income, Broadcom, AfriTin Mining, Thor Mining, Kaufman Et, Trainline Plc, and Anglo Asian. GCP Infrastructure is entity of United Kingdom More
GCP Infrastructure 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 GCP Infrastructure'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 GCP Infrastructure Investments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9974 | |||
| Information Ratio | 0.0858 | |||
| Maximum Drawdown | 4.15 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 1.93 |
GCP Infrastructure Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GCP Infrastructure's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GCP Infrastructure's standard deviation. In reality, there are many statistical measures that can use GCP Infrastructure historical prices to predict the future GCP Infrastructure's volatility.| Risk Adjusted Performance | 0.1334 | |||
| Jensen Alpha | 0.1781 | |||
| Total Risk Alpha | 0.0481 | |||
| Sortino Ratio | 0.0888 | |||
| Treynor Ratio | 22.35 |
GCP Infrastructure Backtested Returns
At this point, GCP Infrastructure is very steady. GCP Infrastructure holds Efficiency (Sharpe) Ratio of 0.16, which attests that the company had a 0.16 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for GCP Infrastructure, which you can use to evaluate the volatility of the entity. Please check out GCP Infrastructure's market risk adjusted performance of 22.36, and Semi Deviation of 0.7647 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. GCP Infrastructure has a performance score of 12 on a scale of 0 to 100. The firm retains a Market Volatility (i.e., Beta) of 0.008, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GCP Infrastructure's returns are expected to increase less than the market. However, during the bear market, the loss of holding GCP Infrastructure is expected to be smaller as well. GCP Infrastructure now retains a risk of 1.04%. Please check out GCP Infrastructure value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if GCP Infrastructure will be following its current trending patterns.
Auto-correlation | 0.72 |
Good predictability
GCP Infrastructure Investments has good predictability. Overlapping area represents the amount of predictability between GCP Infrastructure time series from 18th of May 2025 to 2nd of July 2025 and 2nd of July 2025 to 16th 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 GCP Infrastructure price movement. The serial correlation of 0.72 indicates that around 72.0% of current GCP Infrastructure price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 3.16 |
GCP Infrastructure lagged returns against current returns
Autocorrelation, which is GCP Infrastructure 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 GCP Infrastructure's stock expected returns. We can calculate the autocorrelation of GCP Infrastructure returns to help us make a trade decision. For example, suppose you find that GCP Infrastructure 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 |
GCP Infrastructure 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 GCP Infrastructure stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GCP Infrastructure stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GCP Infrastructure stock over time.
Current vs Lagged Prices |
| Timeline |
GCP Infrastructure Lagged Returns
When evaluating GCP Infrastructure's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GCP Infrastructure stock have on its future price. GCP Infrastructure 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, GCP Infrastructure autocorrelation shows the relationship between GCP Infrastructure stock current value and its past values and can show if there is a momentum factor associated with investing in GCP Infrastructure 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 GCP Stock
GCP Infrastructure financial ratios help investors to determine whether GCP 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 GCP with respect to the benefits of owning GCP Infrastructure security.