General Stock Market Value

GE
 Stock
  

USD 85.47  2.67  3.03%   

General Electric's market value is the price at which a share of General Electric stock trades on a public exchange. It measures the collective expectations of General Electric investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of General Electric and determine expected loss or profit from investing in General Electric over a given investment horizon. Please check General Electric Correlation, General Electric Volatility and General Electric Alpha and Beta module to complement your research on General Electric.
Symbol


Is General Electric's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of General Electric. If investors know General will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about General Electric listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
3.95
Market Capitalization
96.3 B
Quarterly Revenue Growth YOY
0.028
Return On Assets
0.0115
Return On Equity
(0.14) 
The market value of General Electric is measured differently than its book value, which is the value of General that is recorded on the company's balance sheet. Investors also form their own opinion of General Electric's value that differs from its market value or its book value, called intrinsic value, which is General Electric's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because General Electric's market value can be influenced by many factors that don't directly affect General Electric's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between General Electric's value and its price as these two are different measures arrived at by different means. Investors typically determine General Electric value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, General Electric's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

General Electric '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 General Electric'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 General Electric.
0.00
12/09/2020
No Change 0.00  0.0 
In 1 year 11 months and 21 days
11/29/2022
0.00
If you would invest  0.00  in General Electric on December 9, 2020 and sell it all today you would earn a total of 0.00 from holding General Electric or generate 0.0% return on investment in General Electric over 720 days. General Electric is related to or competes with Carlisle Companies, Fortive Corp, Honeywell International, Johnson Controls, Leggett Platt, 3M, and Oshkosh Truck. General Electric Company operates as a high-tech industrial company in Europe, China, Asia, the Americas, the Middle Eas... More

General Electric 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 General Electric'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 General Electric upside and downside potential and time the market with a certain degree of confidence.

General Electric Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for General Electric's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as General Electric's standard deviation. In reality, there are many statistical measures that can use General Electric historical prices to predict the future General Electric's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of General Electric'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. Please use the tools below to analyze the current value of General Electric in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
83.4685.5387.60
Details
Intrinsic
Valuation
LowReal ValueHigh
76.9292.9695.03
Details
Naive
Forecast
LowNext ValueHigh
84.8686.9389.00
Details
14 Analysts
Consensus
LowTarget PriceHigh
55.00117.55140.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as General Electric. Your research has to be compared to or analyzed against General Electric's peers to derive any actionable benefits. When done correctly, General Electric's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in General Electric.

General Electric Backtested Returns

General Electric appears to be very steady, given 3 months investment horizon. General Electric holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had 0.13% of return per unit of risk over the last 3 months. Our standpoint towards determining the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for General Electric, which you can use to evaluate the future volatility of the firm. Please utilize General Electric's Market Risk Adjusted Performance of 0.1334, downside deviation of 2.01, and Risk Adjusted Performance of 0.1111 to validate if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, General Electric holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of 1.2125, which attests to a somewhat significant risk relative to the market. Let's try to break down what General's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, General Electric will likely underperform. Although it is vital to follow General Electric current price history, it is good to be conservative about what you can do with the information regarding equity current price movements. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By evaluating General Electric technical indicators, you can presently evaluate if the expected return of 0.27% will be sustainable into the future. Please utilizes General Electric downside variance, daily balance of power, and the relationship between the maximum drawdown and skewness to make a quick decision on whether General Electric current trending patterns will revert.

Auto-correlation

    
  -0.49  

Modest reverse predictability

General Electric has modest reverse predictability. Overlapping area represents the amount of predictability between General Electric time series from 9th of December 2020 to 4th of December 2021 and 4th of December 2021 to 29th of November 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of General Electric price movement. The serial correlation of -0.49 indicates that about 49.0% of current General Electric price fluctuation can be explain by its past prices.
Correlation Coefficient-0.49
Spearman Rank Test-0.1
Residual Average0.0
Price Variance142.56

General Electric lagged returns against current returns

Autocorrelation, which is General Electric 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 General Electric's stock expected returns. We can calculate the autocorrelation of General Electric returns to help us make a trade decision. For example, suppose you find that General Electric stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

General Electric 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 General Electric stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if General Electric stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in General Electric stock over time.
   Current vs Lagged Prices   
Share
       Timeline  

General Electric Lagged Returns

When evaluating General Electric's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of General Electric stock have on its future price. General Electric 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, General Electric autocorrelation shows the relationship between General Electric stock current value and its past values and can show if there is a momentum factor associated with investing in General Electric.
   Regressed Prices   
Share
       Timeline  

General Electric Investors Sentiment

The influence of General Electric's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in General. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to General Electric's public news can be used to forecast risks associated with investment in General. The trend in average sentiment can be used to explain how an investor holding General can time the market purely based on public headlines and social activities around General Electric. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
General Electric's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for General Electric's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average General Electric's news discussions. The higher the estimated score, the more favorable is the investor's outlook on General Electric.

General Electric Implied Volatility

    
  22.12  
General Electric's implied volatility exposes the market's sentiment of General Electric stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if General Electric's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that General Electric stock will not fluctuate a lot when General Electric's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards General Electric in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, General Electric's short interest history, or implied volatility extrapolated from General Electric options trading.

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Please check General Electric Correlation, General Electric Volatility and General Electric Alpha and Beta module to complement your research on General Electric. Note that the General Electric information on this page should be used as a complementary analysis to other General Electric's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.

Complementary Tools for General Stock analysis

When running General Electric price analysis, check to measure General Electric'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 General Electric is operating at the current time. Most of General Electric's value examination focuses on studying past and present price action to predict the probability of General Electric's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move General Electric's price. Additionally, you may evaluate how the addition of General Electric to your portfolios can decrease your overall portfolio volatility.
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General Electric technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of General Electric technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of General Electric trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...