Gabriel Resources Stock Market Value
| GBRRF Stock | USD 0.01 0 27.00% |
| Symbol | Gabriel |
Gabriel Resources '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 Gabriel Resources' pink sheet 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 Gabriel Resources.
| 02/11/2024 |
| 05/11/2024 |
If you would invest 0.00 in Gabriel Resources on February 11, 2024 and sell it all today you would earn a total of 0.00 from holding Gabriel Resources or generate 0.0% return on investment in Gabriel Resources over 90 days. Gabriel Resources is related to or competes with Amarc Resources, and Aurelia Metals. Gabriel Resources Ltd. engages in the exploration, evaluation, and development of precious metal mining properties in Ro... More
Gabriel Resources 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 Gabriel Resources' pink sheet 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 Gabriel Resources upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 150.0 | |||
| Value At Risk | (48.00) | |||
| Potential Upside | 10.17 |
Gabriel Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gabriel Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gabriel Resources' standard deviation. In reality, there are many statistical measures that can use Gabriel Resources historical prices to predict the future Gabriel Resources' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.95) | |||
| Total Risk Alpha | (4.02) | |||
| Treynor Ratio | 0.1843 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gabriel Resources' 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.
Gabriel Resources Backtested Returns
Gabriel Resources holds Efficiency (Sharpe) Ratio of -0.0696, which attests that the entity had a -0.0696% return per unit of standard deviation over the last 3 months. Gabriel Resources exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Gabriel Resources' risk adjusted performance of (0.04), and Market Risk Adjusted Performance of 0.1943 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -8.53, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Gabriel Resources are expected to decrease by larger amounts. On the other hand, during market turmoil, Gabriel Resources is expected to outperform it. Gabriel Resources has an expected return of -1.42%. Please make sure to check out Gabriel Resources variance and the relationship between the treynor ratio and price action indicator , to decide if Gabriel Resources performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.31 |
Below average predictability
Gabriel Resources has below average predictability. Overlapping area represents the amount of predictability between Gabriel Resources time series from 11th of February 2024 to 27th of March 2024 and 27th of March 2024 to 11th of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Gabriel Resources price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Gabriel Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Gabriel Resources lagged returns against current returns
Autocorrelation, which is Gabriel Resources pink sheet'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 Gabriel Resources' pink sheet expected returns. We can calculate the autocorrelation of Gabriel Resources returns to help us make a trade decision. For example, suppose you find that Gabriel Resources has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Gabriel Resources 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 Gabriel Resources pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gabriel Resources pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gabriel Resources pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Gabriel Resources Lagged Returns
When evaluating Gabriel Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gabriel Resources pink sheet have on its future price. Gabriel Resources 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, Gabriel Resources autocorrelation shows the relationship between Gabriel Resources pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Gabriel Resources.
Regressed Prices |
| Timeline |
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Complementary Tools for Gabriel Pink Sheet analysis
When running Gabriel Resources' price analysis, check to measure Gabriel Resources' 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 Gabriel Resources is operating at the current time. Most of Gabriel Resources' value examination focuses on studying past and present price action to predict the probability of Gabriel Resources' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gabriel Resources' price. Additionally, you may evaluate how the addition of Gabriel Resources to your portfolios can decrease your overall portfolio volatility.
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Gabriel Resources technical pink sheet 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, pink sheet market cycles, or different charting patterns.