Glanbia Plc (Germany) Market Value
| GL9 Stock | EUR 12.10 0.30 2.42% |
| Symbol | Glanbia |
Glanbia Plc '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 Glanbia Plc'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 Glanbia Plc.
| 05/10/2025 |
| 08/08/2025 |
If you would invest 0.00 in Glanbia Plc on May 10, 2025 and sell it all today you would earn a total of 0.00 from holding Glanbia plc or generate 0.0% return on investment in Glanbia Plc over 90 days. Glanbia Plc is related to or competes with PACIFIC ONLINE, SPORTING, TITANIUM TRANSPORTGROUP, DICKS Sporting, ANTA Sports, BOS BETTER, and SOEDER SPORTFISKE. It operates through three segments Glanbia Performance Nutrition, Glanbia Nutritionals, and Glanbia Ireland More
Glanbia Plc 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 Glanbia Plc'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 Glanbia plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.29 | |||
| Information Ratio | 0.012 | |||
| Maximum Drawdown | 21.42 | |||
| Value At Risk | (7.52) | |||
| Potential Upside | 5.9 |
Glanbia Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Glanbia Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Glanbia Plc's standard deviation. In reality, there are many statistical measures that can use Glanbia Plc historical prices to predict the future Glanbia Plc's volatility.| Risk Adjusted Performance | 0.038 | |||
| Jensen Alpha | 0.1019 | |||
| Total Risk Alpha | (0.31) | |||
| Sortino Ratio | 0.0108 | |||
| Treynor Ratio | 0.3511 |
Glanbia plc Backtested Returns
At this point, Glanbia Plc is somewhat reliable. Glanbia plc holds Efficiency (Sharpe) Ratio of 0.0388, which attests that the entity had a 0.0388 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Glanbia plc, which you can use to evaluate the volatility of the firm. Please check out Glanbia Plc's risk adjusted performance of 0.038, and Market Risk Adjusted Performance of 0.3611 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. Glanbia Plc has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.39, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Glanbia Plc's returns are expected to increase less than the market. However, during the bear market, the loss of holding Glanbia Plc is expected to be smaller as well. Glanbia plc right now retains a risk of 3.65%. Please check out Glanbia Plc semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if Glanbia Plc will be following its current trending patterns.
Auto-correlation | 0.10 |
Insignificant predictability
Glanbia plc has insignificant predictability. Overlapping area represents the amount of predictability between Glanbia Plc time series from 10th of May 2025 to 24th of June 2025 and 24th of June 2025 to 8th 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 Glanbia plc price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Glanbia Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Glanbia plc lagged returns against current returns
Autocorrelation, which is Glanbia Plc 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 Glanbia Plc's stock expected returns. We can calculate the autocorrelation of Glanbia Plc returns to help us make a trade decision. For example, suppose you find that Glanbia Plc 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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Glanbia Plc 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 Glanbia Plc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Glanbia Plc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Glanbia Plc stock over time.
Current vs Lagged Prices |
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Glanbia Plc Lagged Returns
When evaluating Glanbia Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Glanbia Plc stock have on its future price. Glanbia Plc 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, Glanbia Plc autocorrelation shows the relationship between Glanbia Plc stock current value and its past values and can show if there is a momentum factor associated with investing in Glanbia plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Glanbia Stock
Glanbia Plc financial ratios help investors to determine whether Glanbia 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 Glanbia with respect to the benefits of owning Glanbia Plc security.