Gold Reserve Stock Market Value
| GDRZF Stock | USD 3.28 0.02 0.61% |
| Symbol | Gold |
Gold Reserve '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 Gold Reserve's otc 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 Gold Reserve.
| 03/06/2024 |
| 05/05/2024 |
If you would invest 0.00 in Gold Reserve on March 6, 2024 and sell it all today you would earn a total of 0.00 from holding Gold Reserve or generate 0.0% return on investment in Gold Reserve over 60 days. Gold Reserve is related to or competes with Chesapeake Energy, Chesapeake Energy, Advantage Solutions, Atlas Corp, PureCycle Technologies, GCM Grosvenor, and AST SpaceMobile. Gold Reserve Inc., an exploration stage company, acquires, explores, and develops mining properties More
Gold Reserve 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 Gold Reserve's otc 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 Gold Reserve upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.63 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 8.08 | |||
| Value At Risk | (2.28) | |||
| Potential Upside | 1.97 |
Gold Reserve Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gold Reserve's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gold Reserve's standard deviation. In reality, there are many statistical measures that can use Gold Reserve historical prices to predict the future Gold Reserve's volatility.| Risk Adjusted Performance | 0.0294 | |||
| Jensen Alpha | 0.042 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.4459 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gold Reserve'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.
Gold Reserve Backtested Returns
We consider Gold Reserve slightly risky. Gold Reserve holds Efficiency (Sharpe) Ratio of 0.0464, which attests that the entity had a 0.0464% return per unit of risk over the last 3 months. We have found thirty technical indicators for Gold Reserve, which you can use to evaluate the volatility of the firm. Please check out Gold Reserve's Downside Deviation of 1.63, risk adjusted performance of 0.0294, and Market Risk Adjusted Performance of 0.4559 to validate if the risk estimate we provide is consistent with the expected return of 0.0764%. Gold Reserve has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gold Reserve's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gold Reserve is expected to be smaller as well. Gold Reserve right now retains a risk of 1.65%. Please check out Gold Reserve downside variance, and the relationship between the sortino ratio and accumulation distribution , to decide if Gold Reserve will be following its current trending patterns.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Gold Reserve has insignificant reverse predictability. Overlapping area represents the amount of predictability between Gold Reserve time series from 6th of March 2024 to 5th of April 2024 and 5th of April 2024 to 5th 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 Gold Reserve price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Gold Reserve price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Gold Reserve lagged returns against current returns
Autocorrelation, which is Gold Reserve otc 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 Gold Reserve's otc stock expected returns. We can calculate the autocorrelation of Gold Reserve returns to help us make a trade decision. For example, suppose you find that Gold Reserve has exhibited high autocorrelation historically, and you observe that the otc stock 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 |
Gold Reserve 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 Gold Reserve otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gold Reserve otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gold Reserve otc stock over time.
Current vs Lagged Prices |
| Timeline |
Gold Reserve Lagged Returns
When evaluating Gold Reserve's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gold Reserve otc stock have on its future price. Gold Reserve 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, Gold Reserve autocorrelation shows the relationship between Gold Reserve otc stock current value and its past values and can show if there is a momentum factor associated with investing in Gold Reserve.
Regressed Prices |
| Timeline |
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 Gold Reserve 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, Gold Reserve's short interest history, or implied volatility extrapolated from Gold Reserve options trading.
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Try AI Portfolio ArchitectCheck out Gold Reserve Correlation, Gold Reserve Volatility and Gold Reserve Alpha and Beta module to complement your research on Gold Reserve. Note that the Gold Reserve information on this page should be used as a complementary analysis to other Gold Reserve'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 Global Correlations module to find global opportunities by holding instruments from different markets.
Complementary Tools for Gold OTC Stock analysis
When running Gold Reserve's price analysis, check to measure Gold Reserve'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 Gold Reserve is operating at the current time. Most of Gold Reserve's value examination focuses on studying past and present price action to predict the probability of Gold Reserve's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gold Reserve's price. Additionally, you may evaluate how the addition of Gold Reserve to your portfolios can decrease your overall portfolio volatility.
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Gold Reserve technical otc 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, otc market cycles, or different charting patterns.