GPT Healthcare (India) Market Value
| GPTHEALTH | 183.16 3.79 2.11% |
| Symbol | GPT |
GPT Healthcare '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 GPT Healthcare'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 GPT Healthcare.
| 05/07/2025 |
| 08/05/2025 |
If you would invest 0.00 in GPT Healthcare on May 7, 2025 and sell it all today you would earn a total of 0.00 from holding GPT Healthcare or generate 0.0% return on investment in GPT Healthcare over 90 days. GPT Healthcare is related to or competes with Max Healthcare, Apollo Hospitals, Fortis Healthcare, Global Health, Aster DM, and Rainbow Childrens. GPT Healthcare is entity of India. It is traded as Stock on NSE exchange. More
GPT Healthcare 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 GPT Healthcare'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 GPT Healthcare upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | 0.0833 | |||
| Maximum Drawdown | 10.25 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 4.64 |
GPT Healthcare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GPT Healthcare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GPT Healthcare's standard deviation. In reality, there are many statistical measures that can use GPT Healthcare historical prices to predict the future GPT Healthcare's volatility.| Risk Adjusted Performance | 0.1227 | |||
| Jensen Alpha | 0.3106 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.1356 | |||
| Treynor Ratio | (1.75) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of GPT Healthcare'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.
GPT Healthcare Backtested Returns
GPT Healthcare appears to be very steady, given 3 months investment horizon. GPT Healthcare holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for GPT Healthcare, which you can use to evaluate the volatility of the firm. Please utilize GPT Healthcare's market risk adjusted performance of (1.74), and Risk Adjusted Performance of 0.1227 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, GPT Healthcare holds a performance score of 13. The company retains a Market Volatility (i.e., Beta) of -0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning GPT Healthcare are expected to decrease at a much lower rate. During the bear market, GPT Healthcare is likely to outperform the market. Please check GPT Healthcare's maximum drawdown, accumulation distribution, relative strength index, as well as the relationship between the semi variance and day typical price , to make a quick decision on whether GPT Healthcare's current trending patterns will revert.
Auto-correlation | -0.54 |
Good reverse predictability
GPT Healthcare has good reverse predictability. Overlapping area represents the amount of predictability between GPT Healthcare time series from 7th of May 2025 to 21st of June 2025 and 21st of June 2025 to 5th 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 GPT Healthcare price movement. The serial correlation of -0.54 indicates that about 54.0% of current GPT Healthcare price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 165.9 |
GPT Healthcare lagged returns against current returns
Autocorrelation, which is GPT Healthcare 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 GPT Healthcare's stock expected returns. We can calculate the autocorrelation of GPT Healthcare returns to help us make a trade decision. For example, suppose you find that GPT Healthcare 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 |
GPT Healthcare 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 GPT Healthcare stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GPT Healthcare stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GPT Healthcare stock over time.
Current vs Lagged Prices |
| Timeline |
GPT Healthcare Lagged Returns
When evaluating GPT Healthcare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GPT Healthcare stock have on its future price. GPT Healthcare 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, GPT Healthcare autocorrelation shows the relationship between GPT Healthcare stock current value and its past values and can show if there is a momentum factor associated with investing in GPT Healthcare.
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 GPT Stock
GPT Healthcare financial ratios help investors to determine whether GPT 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 GPT with respect to the benefits of owning GPT Healthcare security.