GSE Systems Stock Market Value

GVP
 Stock
  

USD 0.70  0.01  1.45%   

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


Is GSE Systems' 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 GSE Systems. If investors know GSE Systems 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 GSE Systems 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
(0.043) 
Market Capitalization
15.2 M
Quarterly Revenue Growth YOY
(0.19) 
Return On Assets
(0.14) 
Return On Equity
(0.88) 
The market value of GSE Systems is measured differently than its book value, which is the value of GSE Systems that is recorded on the company's balance sheet. Investors also form their own opinion of GSE Systems' value that differs from its market value or its book value, called intrinsic value, which is GSE Systems' 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 GSE Systems' market value can be influenced by many factors that don't directly affect GSE Systems' 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 GSE Systems' value and its price as these two are different measures arrived at by different means. Investors typically determine GSE Systems value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, GSE Systems' 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.

GSE Systems '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 GSE Systems' 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 GSE Systems.
0.00
12/16/2020
No Change 0.00  0.0 
In 1 year 11 months and 21 days
12/06/2022
0.00
If you would invest  0.00  in GSE Systems on December 16, 2020 and sell it all today you would earn a total of 0.00 from holding GSE Systems or generate 0.0% return on investment in GSE Systems over 720 days. GSE Systems is related to or competes with Merck, and New Mountain. GSE Systems, Inc. provides professional and technical engineering, staffing services, and simulation software to the pow... More

GSE Systems 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 GSE Systems' 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 GSE Systems upside and downside potential and time the market with a certain degree of confidence.

GSE Systems Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for GSE Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GSE Systems' standard deviation. In reality, there are many statistical measures that can use GSE Systems historical prices to predict the future GSE Systems' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of GSE Systems' 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 GSE Systems in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.030.695.55
Details
Intrinsic
Valuation
LowReal ValueHigh
0.040.885.74
Details
Naive
Forecast
LowNext ValueHigh
0.0157510.795.65
Details
1 Analysts
Consensus
LowTarget PriceHigh
1.501.501.50
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as GSE Systems. Your research has to be compared to or analyzed against GSE Systems' peers to derive any actionable benefits. When done correctly, GSE Systems' 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 GSE Systems.

GSE Systems Backtested Returns

GSE Systems holds Efficiency (Sharpe) Ratio of -0.11, which attests that the entity had -0.11% of return per unit of return volatility over the last 3 months. Macroaxis approach to determining the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. GSE Systems exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out GSE Systems risk adjusted performance of (0.18), and Market Risk Adjusted Performance of (1.41) to validate the risk estimate we provide.
The company retains a Market Volatility (i.e., Beta) of 0.4174, which attests to possible diversification benefits within a given portfolio. Let's try to break down what GSE Systems's beta means in this case. As returns on the market increase, GSE Systems returns are expected to increase less than the market. However, during the bear market, the loss on holding GSE Systems will be expected to be smaller as well. Even though it is essential to pay attention to GSE Systems current price history, it is always good to be careful when utilizing equity current price movements. Our approach to determining any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. GSE Systems exposes twenty-one different technical indicators, which can help you to evaluate its performance. GSE Systems has an expected return of -0.54%. Please be advised to check out GSE Systems variance, as well as the relationship between the value at risk and skewness to decide if GSE Systems performance from the past will be repeated in the future.

Auto-correlation

    
  0.24  

Weak predictability

GSE Systems has weak predictability. Overlapping area represents the amount of predictability between GSE Systems time series from 16th of December 2020 to 11th of December 2021 and 11th of December 2021 to 6th of December 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 GSE Systems price movement. The serial correlation of 0.24 indicates that over 24.0% of current GSE Systems price fluctuation can be explain by its past prices.
Correlation Coefficient0.24
Spearman Rank Test0.19
Residual Average0.0
Price Variance0.11

GSE Systems lagged returns against current returns

Autocorrelation, which is GSE Systems 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 GSE Systems' stock expected returns. We can calculate the autocorrelation of GSE Systems returns to help us make a trade decision. For example, suppose you find that GSE Systems 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   
Share
       Timeline  

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

GSE Systems Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in GSE Systems without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Please check GSE Systems Correlation, GSE Systems Volatility and GSE Systems Alpha and Beta module to complement your research on GSE Systems. You can also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.

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When running GSE Systems price analysis, check to measure GSE Systems' 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 GSE Systems is operating at the current time. Most of GSE Systems' value examination focuses on studying past and present price action to predict the probability of GSE Systems' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move GSE Systems' price. Additionally, you may evaluate how the addition of GSE Systems to your portfolios can decrease your overall portfolio volatility.
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GSE Systems 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 GSE Systems technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of GSE Systems 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...