Goldcliff Resource Stock Market Value
| GCFFF Stock | USD 0.01 0.00 0.00% |
| Symbol | Goldcliff |
Goldcliff Resource '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 Goldcliff Resource's 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 Goldcliff Resource.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Goldcliff Resource on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Goldcliff Resource or generate 0.0% return on investment in Goldcliff Resource over 30 days. Goldcliff Resource is related to or competes with Red Pine, Grande Portage, Lavras Gold, White Gold, Getchell Gold, Phenom Resources, and Revival Gold. Goldcliff Resource Corporation engages in the acquisition and exploration of mineral assets More
Goldcliff Resource 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 Goldcliff Resource's 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 Goldcliff Resource upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0156 | |||
| Maximum Drawdown | 30.56 | |||
| Value At Risk | (4.70) | |||
| Potential Upside | 5.41 |
Goldcliff Resource Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Goldcliff Resource's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Goldcliff Resource's standard deviation. In reality, there are many statistical measures that can use Goldcliff Resource historical prices to predict the future Goldcliff Resource's volatility.| Risk Adjusted Performance | 0.0319 | |||
| Jensen Alpha | 0.1559 | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | (0.74) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Goldcliff Resource'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.
Goldcliff Resource Backtested Returns
We consider Goldcliff Resource out of control. Goldcliff Resource holds Efficiency (Sharpe) Ratio of 0.0393, which attests that the entity had a 0.0393% return per unit of risk over the last 3 months. We have found eighteen technical indicators for Goldcliff Resource, which you can use to evaluate the volatility of the firm. Please check out Goldcliff Resource's Market Risk Adjusted Performance of (0.73), risk adjusted performance of 0.0319, and Standard Deviation of 3.96 to validate if the risk estimate we provide is consistent with the expected return of 0.16%. Goldcliff Resource has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Goldcliff Resource are expected to decrease at a much lower rate. During the bear market, Goldcliff Resource is likely to outperform the market. Goldcliff Resource right now retains a risk of 4.09%. Please check out Goldcliff Resource jensen alpha, as well as the relationship between the potential upside and rate of daily change , to decide if Goldcliff Resource will be following its current trending patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Goldcliff Resource has no correlation between past and present. Overlapping area represents the amount of predictability between Goldcliff Resource time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 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 Goldcliff Resource price movement. The serial correlation of 0.0 indicates that just 0.0% of current Goldcliff Resource price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.99 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Goldcliff Resource lagged returns against current returns
Autocorrelation, which is Goldcliff Resource 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 Goldcliff Resource's pink sheet expected returns. We can calculate the autocorrelation of Goldcliff Resource returns to help us make a trade decision. For example, suppose you find that Goldcliff Resource 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 |
Goldcliff Resource 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 Goldcliff Resource pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Goldcliff Resource pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Goldcliff Resource pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Goldcliff Resource Lagged Returns
When evaluating Goldcliff Resource's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Goldcliff Resource pink sheet have on its future price. Goldcliff Resource 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, Goldcliff Resource autocorrelation shows the relationship between Goldcliff Resource pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Goldcliff Resource.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Goldcliff Resource Correlation, Goldcliff Resource Volatility and Goldcliff Resource Alpha and Beta module to complement your research on Goldcliff Resource. Note that the Goldcliff Resource information on this page should be used as a complementary analysis to other Goldcliff Resource'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 the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Complementary Tools for Goldcliff Pink Sheet analysis
When running Goldcliff Resource's price analysis, check to measure Goldcliff Resource'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 Goldcliff Resource is operating at the current time. Most of Goldcliff Resource's value examination focuses on studying past and present price action to predict the probability of Goldcliff Resource's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Goldcliff Resource's price. Additionally, you may evaluate how the addition of Goldcliff Resource to your portfolios can decrease your overall portfolio volatility.
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Goldcliff Resource 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.