Genpact Stock Market Value

G
 Stock
  

USD 47.80  0.51  1.08%   

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


Is Genpact'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 Genpact. If investors know Genpact 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 Genpact 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
-0.28
Market Capitalization
8.6 B
Quarterly Revenue Growth YOY
0.1
Return On Assets
0.0646
Return On Equity
0.19
The market value of Genpact is measured differently than its book value, which is the value of Genpact that is recorded on the company's balance sheet. Investors also form their own opinion of Genpact's value that differs from its market value or its book value, called intrinsic value, which is Genpact'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 Genpact's market value can be influenced by many factors that don't directly affect Genpact'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 Genpact's value and its price as these two are different measures arrived at by different means. Investors typically determine Genpact value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Genpact'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.

Genpact '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 Genpact'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 Genpact.
0.00
07/12/2022
No Change 0.00  0.0 
In 30 days
08/11/2022
0.00
If you would invest  0.00  in Genpact on July 12, 2022 and sell it all today you would earn a total of 0.00 from holding Genpact or generate 0.0% return on investment in Genpact over 30 days. Genpact is related to or competes with Affirm Holdings, Allovir, JP Morgan, Coca Cola, McDonalds Corp, Disney, and American Express. Genpact Limited provides business process outsourcing and information technology services in India, rest of Asia, North ...More

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

Genpact Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Genpact's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Genpact's standard deviation. In reality, there are many statistical measures that can use Genpact historical prices to predict the future Genpact's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Genpact'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 Genpact in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
46.2247.7949.36
Details
Intrinsic
Valuation
LowReal ValueHigh
43.0255.4957.06
Details
Naive
Forecast
LowNext ValueHigh
44.6746.2447.82
Details
8 Analysts
Consensus
LowTarget PriceHigh
45.0056.4362.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Genpact. Your research has to be compared to or analyzed against Genpact's peers to derive any actionable benefits. When done correctly, Genpact'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 Genpact.

Genpact Backtested Returns

We consider Genpact very steady. Genpact holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had 0.12% 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 Genpact, which you can use to evaluate the future volatility of the firm. Please check out Genpact Risk Adjusted Performance of 0.2164, downside deviation of 1.79, and Market Risk Adjusted Performance of 0.2799 to validate if the risk estimate we provide is consistent with the expected return of 0.19%.
Genpact has a performance score of 9 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.9499, which attests to possible diversification benefits within a given portfolio. Let's try to break down what Genpact's beta means in this case. Genpact returns are very sensitive to returns on the market. As the market goes up or down, Genpact is expected to follow. Although it is important to respect Genpact current price history, it is better to be realistic regarding the information on the equity's 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 Genpact technical indicators, you can presently evaluate if the expected return of 0.19% will be sustainable into the future. Genpact right now retains a risk of 1.58%. Please check out Genpact downside variance, daily balance of power, and the relationship between the maximum drawdown and skewness to decide if Genpact will be following its current trending patterns.

Auto-correlation

    
  0.07  

Virtually no predictability

Genpact has virtually no predictability. Overlapping area represents the amount of predictability between Genpact time series from 12th of July 2022 to 27th of July 2022 and 27th of July 2022 to 11th of August 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 Genpact price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Genpact price fluctuation can be explain by its past prices.
Correlation Coefficient0.07
Spearman Rank Test0.17
Residual Average0.0
Price Variance0.38

Genpact lagged returns against current returns

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

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

Genpact Lagged Returns

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

Genpact Investors Sentiment

The influence of Genpact'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 Genpact. 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 Genpact's public news can be used to forecast risks associated with investment in Genpact. The trend in average sentiment can be used to explain how an investor holding Genpact can time the market purely based on public headlines and social activities around Genpact. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Genpact'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 Genpact'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 Genpact's news discussions. The higher the estimate score, the more favorable is the investor's outlook on Genpact.

Genpact Implied Volatility

    
  32.47  
Genpact's implied volatility exposes the market's sentiment of Genpact stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Genpact'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 Genpact stock will not fluctuate a lot when Genpact'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 Genpact 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, Genpact's short interest history, or implied volatility extrapolated from Genpact options trading.

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Please check Genpact Hype Analysis, Genpact Correlation, Genpact Valuation, Genpact Volatility, as well as analyze Genpact Alpha and Beta and Genpact Performance. Note that the Genpact information on this page should be used as a complementary analysis to other Genpact'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 Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..

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