Graphene Solar Technologies Stock Market Value
| GSTX Stock | USD 0 0 48.33% |
| Symbol | Graphene |
Graphene Solar '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 Graphene Solar'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 Graphene Solar.
| 03/16/2024 |
| 05/15/2024 |
If you would invest 0.00 in Graphene Solar on March 16, 2024 and sell it all today you would earn a total of 0.00 from holding Graphene Solar Technologies or generate 0.0% return on investment in Graphene Solar over 60 days. Graphene Solar is related to or competes with Chesapeake Energy, Chesapeake Energy, Atlas Corp, PureCycle Technologies, GCM Grosvenor, and AST SpaceMobile. Graphene Solar Technologies Limited produces high purity quartz sand in the United States More
Graphene Solar 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 Graphene Solar'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 Graphene Solar Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 40.19 | |||
| Information Ratio | 0.0649 | |||
| Maximum Drawdown | 198.52 | |||
| Value At Risk | (48.33) | |||
| Potential Upside | 69.41 |
Graphene Solar Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Graphene Solar's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Graphene Solar's standard deviation. In reality, there are many statistical measures that can use Graphene Solar historical prices to predict the future Graphene Solar's volatility.| Risk Adjusted Performance | 0.0515 | |||
| Jensen Alpha | 2.1 | |||
| Total Risk Alpha | (1.71) | |||
| Sortino Ratio | 0.055 | |||
| Treynor Ratio | 0.9343 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Graphene Solar'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.
Graphene Solar Techn Backtested Returns
Graphene Solar is out of control given 3 months investment horizon. Graphene Solar Techn holds Efficiency (Sharpe) Ratio of 0.0493, which attests that the entity had a 0.0493% return per unit of standard deviation over the last 3 months. We were able to interpolate and analyze data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.67% are justified by taking the suggested risk. Use Graphene Solar Technologies risk adjusted performance of 0.0515, and Market Risk Adjusted Performance of 0.9443 to evaluate company specific risk that cannot be diversified away. Graphene Solar holds a performance score of 3 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 2.44, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Graphene Solar will likely underperform. Use Graphene Solar Technologies information ratio and the relationship between the value at risk and period momentum indicator , to analyze future returns on Graphene Solar Technologies.
Auto-correlation | -0.53 |
Good reverse predictability
Graphene Solar Technologies has good reverse predictability. Overlapping area represents the amount of predictability between Graphene Solar time series from 16th of March 2024 to 15th of April 2024 and 15th of April 2024 to 15th 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 Graphene Solar Techn price movement. The serial correlation of -0.53 indicates that about 53.0% of current Graphene Solar price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Graphene Solar Techn lagged returns against current returns
Autocorrelation, which is Graphene Solar 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 Graphene Solar's pink sheet expected returns. We can calculate the autocorrelation of Graphene Solar returns to help us make a trade decision. For example, suppose you find that Graphene Solar 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 |
Graphene Solar 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 Graphene Solar pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Graphene Solar pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Graphene Solar pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Graphene Solar Lagged Returns
When evaluating Graphene Solar's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Graphene Solar pink sheet have on its future price. Graphene Solar 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, Graphene Solar autocorrelation shows the relationship between Graphene Solar pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Graphene Solar Technologies.
Regressed Prices |
| Timeline |
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Complementary Tools for Graphene Pink Sheet analysis
When running Graphene Solar's price analysis, check to measure Graphene Solar'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 Graphene Solar is operating at the current time. Most of Graphene Solar's value examination focuses on studying past and present price action to predict the probability of Graphene Solar's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Graphene Solar's price. Additionally, you may evaluate how the addition of Graphene Solar to your portfolios can decrease your overall portfolio volatility.
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Graphene Solar 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.