The Gabelli Utility Preferred Stock Market Value
| GUT-PC Preferred Stock | USD 22.44 0.04 0.18% |
| Symbol | Gabelli |
Gabelli Utility '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 Gabelli Utility's preferred 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 Gabelli Utility.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in Gabelli Utility on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding The Gabelli Utility or generate 0.0% return on investment in Gabelli Utility over 90 days. Gabelli Utility is related to or competes with Gabelli Multimedia, Gabelli Equity, Virtus AllianzGI, Gabelli Equity, Oxford Lane, GAMCO Natural, and Gabelli Equity. The Gabelli Utility Trust is a closed-ended equity mutual fund launched by GAMCO Investors, Inc More
Gabelli Utility 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 Gabelli Utility's preferred 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 The Gabelli Utility upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.38) | |||
| Maximum Drawdown | 5.62 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 1.07 |
Gabelli Utility Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gabelli Utility's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gabelli Utility's standard deviation. In reality, there are many statistical measures that can use Gabelli Utility historical prices to predict the future Gabelli Utility's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | (0.86) |
Gabelli Utility Backtested Returns
Gabelli Utility holds Efficiency (Sharpe) Ratio of -0.0876, which attests that the entity had a -0.0876 % return per unit of risk over the last 3 months. Gabelli Utility exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Gabelli Utility's Market Risk Adjusted Performance of (0.85), risk adjusted performance of (0.07), and Standard Deviation of 0.7146 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0843, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gabelli Utility's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gabelli Utility is expected to be smaller as well. At this point, Gabelli Utility has a negative expected return of -0.0626%. Please make sure to check out Gabelli Utility's skewness, day typical price, and the relationship between the maximum drawdown and daily balance of power , to decide if Gabelli Utility performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.40 |
Average predictability
The Gabelli Utility has average predictability. Overlapping area represents the amount of predictability between Gabelli Utility 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 Gabelli Utility price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Gabelli Utility price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Gabelli Utility lagged returns against current returns
Autocorrelation, which is Gabelli Utility preferred 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 Gabelli Utility's preferred stock expected returns. We can calculate the autocorrelation of Gabelli Utility returns to help us make a trade decision. For example, suppose you find that Gabelli Utility has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Gabelli Utility 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 Gabelli Utility preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gabelli Utility preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gabelli Utility preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Gabelli Utility Lagged Returns
When evaluating Gabelli Utility's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gabelli Utility preferred stock have on its future price. Gabelli Utility 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, Gabelli Utility autocorrelation shows the relationship between Gabelli Utility preferred stock current value and its past values and can show if there is a momentum factor associated with investing in The Gabelli Utility.
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 Gabelli Preferred Stock
Gabelli Utility financial ratios help investors to determine whether Gabelli Preferred 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 Gabelli with respect to the benefits of owning Gabelli Utility security.