GCP Infrastructure Investments (LSE:GCP) Momentum Rank : 4 (As of May. 26, 2024)

View and export this data going back to 2010. Start your Free Trial

What is GCP Infrastructure Investments Momentum Rank?

GCP Infrastructure Investments has the Momentum Rank of 4.

For Momentum Rank, we considered the residual momentum concept that was widely studied by Blitz and his colleagues as well as by Nobel Prize laureates Fama and French. However, we did not find any significant differences in the performances of stocks with different ranks of residual momentum. Therefore, we use traditional momentum instead.

Momentum Rank is determined using the standardized momentum ratio and other momentum indicators. The standardized momentum ratio is the average of the performances from 12 months ago to 1 month ago and 6 months ago to 1 month ago, divided by the beta of the stock over the past 12 months. To calculate the momentum ratio today, we would use the average of the two performance numbers.

For momentum, we found that stock price performance does not have a monotonic correlation with the momentum ratio. The stocks with the highest momentum ratios perform worse than those at about the 70th percentile. Therefore, for the momentum rank, we ranked the stocks at about the 70th percentile of the momentum ratio as the highest at 10.

Please click GF Score to see more details on the GF Score's 5 Key Aspects of Analysis.

Competitive Comparison of GCP Infrastructure Investments's Momentum Rank

For the Asset Management subindustry, GCP Infrastructure Investments's Momentum Rank, along with its competitors' market caps and Momentum Rank data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.

GCP Infrastructure Investments's Momentum Rank Distribution in the Asset Management Industry

For the Asset Management industry and Financial Services sector, GCP Infrastructure Investments's Momentum Rank distribution charts can be found below:

* The bar in red indicates where GCP Infrastructure Investments's Momentum Rank falls into.

GCP Infrastructure Investments Momentum Rank Related Terms

Thank you for viewing the detailed overview of GCP Infrastructure Investments's Momentum Rank provided by GuruFocus.com. Please click on the following links to see related term pages.

GCP Infrastructure Investments (LSE:GCP) Business Description

Industry

GURUFOCUS.COM » STOCK LIST » Financial Services » Asset Management » GCP Infrastructure Investments Ltd (LSE:GCP) » Definitions » Momentum Rank

Comparable Companies

Traded in Other Exchanges

GCPl:UK

Address

IFC 5, Saint Helier, JEY, JE1 1ST

Website

http://www.gcpinfra.com

GCP Infrastructure Investments Ltd is a closed-ended investment company. The company's investment objectives are to provide its shareholders with regular, sustained, long-term distributions and to preserve the capital value of its investment assets over the long term, by generating exposure to subordinated private finance initiative (PFI) debt and similar assets. It mainly makes investments in subordinated debt instruments issued by infrastructure project companies and assets with a similar economic effect. The company also acquires the senior debt of infrastructure project companies. The company makes use of leverage to finance the acquisition of investments and enhance returns to investors as well as the gearing of investments.