GUILD ESPORTS (Germany) Market Value
| GU0 Stock | EUR 0 0 75.00% |
| Symbol | GUILD |
GUILD ESPORTS '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 GUILD ESPORTS'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 GUILD ESPORTS.
| 05/16/2025 |
| 08/14/2025 |
If you would invest 0.00 in GUILD ESPORTS on May 16, 2025 and sell it all today you would earn a total of 0.00 from holding GUILD ESPORTS PLC or generate 0.0% return on investment in GUILD ESPORTS over 90 days. GUILD ESPORTS is related to or competes with Spirent Communications, Bank of America, Hana Microelectronics, T MOBILE, Nucletron Electronic, Shenandoah Telecommunicatio, and WillScot Mobile. The company was formerly known as The Lords Esports plc and changed its name to Guild Esports Plc in April 2020 More
GUILD ESPORTS 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 GUILD ESPORTS'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 GUILD ESPORTS PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 56.12 | |||
| Information Ratio | 0.2132 | |||
| Maximum Drawdown | 1094.44 | |||
| Value At Risk | (57.14) | |||
| Potential Upside | 166.67 |
GUILD ESPORTS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GUILD ESPORTS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GUILD ESPORTS's standard deviation. In reality, there are many statistical measures that can use GUILD ESPORTS historical prices to predict the future GUILD ESPORTS's volatility.| Risk Adjusted Performance | 0.1636 | |||
| Jensen Alpha | 24.09 | |||
| Total Risk Alpha | 14.38 | |||
| Sortino Ratio | 0.5291 | |||
| Treynor Ratio | 0.416 |
GUILD ESPORTS PLC Backtested Returns
GUILD ESPORTS is out of control given 3 months investment horizon. GUILD ESPORTS PLC holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21 % return per unit of risk over the last 3 months. We were able to interpolate twenty-eight different technical indicators, which can help you to evaluate if expected returns of 29.78% are justified by taking the suggested risk. Use GUILD ESPORTS PLC Semi Deviation of 24.35, market risk adjusted performance of 0.426, and Risk Adjusted Performance of 0.1636 to evaluate company specific risk that cannot be diversified away. GUILD ESPORTS holds a performance score of 16 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 71.57, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, GUILD ESPORTS will likely underperform. Use GUILD ESPORTS PLC information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to analyze future returns on GUILD ESPORTS PLC.
Auto-correlation | -0.2 |
Insignificant reverse predictability
GUILD ESPORTS PLC has insignificant reverse predictability. Overlapping area represents the amount of predictability between GUILD ESPORTS time series from 16th of May 2025 to 30th of June 2025 and 30th of June 2025 to 14th 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 GUILD ESPORTS PLC price movement. The serial correlation of -0.2 indicates that over 20.0% of current GUILD ESPORTS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
GUILD ESPORTS PLC lagged returns against current returns
Autocorrelation, which is GUILD ESPORTS 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 GUILD ESPORTS's stock expected returns. We can calculate the autocorrelation of GUILD ESPORTS returns to help us make a trade decision. For example, suppose you find that GUILD ESPORTS 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 |
GUILD ESPORTS 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 GUILD ESPORTS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GUILD ESPORTS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GUILD ESPORTS stock over time.
Current vs Lagged Prices |
| Timeline |
GUILD ESPORTS Lagged Returns
When evaluating GUILD ESPORTS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GUILD ESPORTS stock have on its future price. GUILD ESPORTS 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, GUILD ESPORTS autocorrelation shows the relationship between GUILD ESPORTS stock current value and its past values and can show if there is a momentum factor associated with investing in GUILD ESPORTS PLC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in GUILD Stock
GUILD ESPORTS financial ratios help investors to determine whether GUILD 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 GUILD with respect to the benefits of owning GUILD ESPORTS security.