Graphite One Stock Market Value
| GPH Stock | CAD 0.78 0.04 5.41% |
| Symbol | Graphite |
Graphite One Price To Book Ratio
Graphite One '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 Graphite One'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 Graphite One.
| 05/06/2022 |
| 04/25/2024 |
If you would invest 0.00 in Graphite One on May 6, 2022 and sell it all today you would earn a total of 0.00 from holding Graphite One or generate 0.0% return on investment in Graphite One over 720 days. Graphite One is related to or competes with Noram Lithium, Argentina Lithium, and Lithium Chile. Graphite One Inc. engages in the acquisition, exploration, and evaluation of graphitic mineral properties in the United ... More
Graphite One 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 Graphite One'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 Graphite One upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 21.3 | |||
| Value At Risk | (6.06) | |||
| Potential Upside | 3.85 |
Graphite One Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Graphite One's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Graphite One's standard deviation. In reality, there are many statistical measures that can use Graphite One historical prices to predict the future Graphite One's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.41) | |||
| Total Risk Alpha | (0.82) | |||
| Treynor Ratio | (1.46) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Graphite One'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.
Graphite One Backtested Returns
Graphite One holds Efficiency (Sharpe) Ratio of -0.13, which attests that the entity had a -0.13% return per unit of standard deviation over the last 3 months. Graphite One exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Graphite One's risk adjusted performance of (0.06), and Market Risk Adjusted Performance of (1.45) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Graphite One's returns are expected to increase less than the market. However, during the bear market, the loss of holding Graphite One is expected to be smaller as well. Graphite One has an expected return of -0.44%. Please make sure to check out Graphite One standard deviation, kurtosis, period momentum indicator, as well as the relationship between the maximum drawdown and day median price , to decide if Graphite One performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.07 |
Very weak reverse predictability
Graphite One has very weak reverse predictability. Overlapping area represents the amount of predictability between Graphite One time series from 6th of May 2022 to 1st of May 2023 and 1st of May 2023 to 25th 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 Graphite One price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Graphite One price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Graphite One lagged returns against current returns
Autocorrelation, which is Graphite One 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 Graphite One's stock expected returns. We can calculate the autocorrelation of Graphite One returns to help us make a trade decision. For example, suppose you find that Graphite One 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Graphite One 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 Graphite One stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Graphite One stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Graphite One stock over time.
Current vs Lagged Prices |
| Timeline |
Graphite One Lagged Returns
When evaluating Graphite One's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Graphite One stock have on its future price. Graphite One 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, Graphite One autocorrelation shows the relationship between Graphite One stock current value and its past values and can show if there is a momentum factor associated with investing in Graphite One.
Regressed Prices |
| Timeline |
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Complementary Tools for Graphite Stock analysis
When running Graphite One's price analysis, check to measure Graphite One'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 Graphite One is operating at the current time. Most of Graphite One's value examination focuses on studying past and present price action to predict the probability of Graphite One's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Graphite One's price. Additionally, you may evaluate how the addition of Graphite One to your portfolios can decrease your overall portfolio volatility.
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