GERATHERM MEDICAL (Germany) Market Value
| GME Stock | 3.26 0.10 3.16% |
| Symbol | GERATHERM |
GERATHERM MEDICAL '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 GERATHERM MEDICAL'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 GERATHERM MEDICAL.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in GERATHERM MEDICAL on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding GERATHERM MEDICAL or generate 0.0% return on investment in GERATHERM MEDICAL over 90 days. GERATHERM MEDICAL is related to or competes with Apple, Apple, Apple, Apple, Microsoft, Microsoft, and Microsoft. More
GERATHERM MEDICAL 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 GERATHERM MEDICAL'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 GERATHERM MEDICAL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.56 | |||
| Information Ratio | 0.0272 | |||
| Maximum Drawdown | 14.33 | |||
| Value At Risk | (3.49) | |||
| Potential Upside | 4.84 |
GERATHERM MEDICAL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GERATHERM MEDICAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GERATHERM MEDICAL's standard deviation. In reality, there are many statistical measures that can use GERATHERM MEDICAL historical prices to predict the future GERATHERM MEDICAL's volatility.| Risk Adjusted Performance | 0.0906 | |||
| Jensen Alpha | 0.2791 | |||
| Total Risk Alpha | (0.40) | |||
| Sortino Ratio | 0.0276 | |||
| Treynor Ratio | (5.93) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of GERATHERM MEDICAL'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.
GERATHERM MEDICAL Backtested Returns
GERATHERM MEDICAL appears to be relatively risky, given 3 months investment horizon. GERATHERM MEDICAL holds Efficiency (Sharpe) Ratio of 0.0934, which attests that the entity had a 0.0934 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for GERATHERM MEDICAL, which you can use to evaluate the volatility of the firm. Please utilize GERATHERM MEDICAL's market risk adjusted performance of (5.92), and Risk Adjusted Performance of 0.0906 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, GERATHERM MEDICAL holds a performance score of 7. The company retains a Market Volatility (i.e., Beta) of -0.0455, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning GERATHERM MEDICAL are expected to decrease at a much lower rate. During the bear market, GERATHERM MEDICAL is likely to outperform the market. Please check GERATHERM MEDICAL's expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to make a quick decision on whether GERATHERM MEDICAL's current trending patterns will revert.
Auto-correlation | 0.30 |
Below average predictability
GERATHERM MEDICAL has below average predictability. Overlapping area represents the amount of predictability between GERATHERM MEDICAL time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th of July 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 GERATHERM MEDICAL price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current GERATHERM MEDICAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
GERATHERM MEDICAL lagged returns against current returns
Autocorrelation, which is GERATHERM MEDICAL 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 GERATHERM MEDICAL's stock expected returns. We can calculate the autocorrelation of GERATHERM MEDICAL returns to help us make a trade decision. For example, suppose you find that GERATHERM MEDICAL 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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GERATHERM MEDICAL 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 GERATHERM MEDICAL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GERATHERM MEDICAL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GERATHERM MEDICAL stock over time.
Current vs Lagged Prices |
| Timeline |
GERATHERM MEDICAL Lagged Returns
When evaluating GERATHERM MEDICAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GERATHERM MEDICAL stock have on its future price. GERATHERM MEDICAL 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, GERATHERM MEDICAL autocorrelation shows the relationship between GERATHERM MEDICAL stock current value and its past values and can show if there is a momentum factor associated with investing in GERATHERM MEDICAL.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for GERATHERM Stock Analysis
When running GERATHERM MEDICAL's price analysis, check to measure GERATHERM MEDICAL'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 GERATHERM MEDICAL is operating at the current time. Most of GERATHERM MEDICAL's value examination focuses on studying past and present price action to predict the probability of GERATHERM MEDICAL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GERATHERM MEDICAL's price. Additionally, you may evaluate how the addition of GERATHERM MEDICAL to your portfolios can decrease your overall portfolio volatility.