Guru Organic Energy Stock Market Value
| GUROF Stock | USD 1.25 0.04 3.31% |
| Symbol | GURU |
GURU Organic '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 GURU Organic'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 GURU Organic.
| 10/09/2024 |
| 11/08/2024 |
If you would invest 0.00 in GURU Organic on October 9, 2024 and sell it all today you would earn a total of 0.00 from holding GURU Organic Energy or generate 0.0% return on investment in GURU Organic over 30 days. GURU Organic is related to or competes with National Beverage, Celsius Holdings, Monster Beverage, Coca Cola, Keurig Dr, Vita Coco, and PepsiCo. GURU Organic Energy Corp., a beverage company, provides plant-based energy drinks More
GURU Organic 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 GURU Organic'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 GURU Organic Energy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 9.38 | |||
| Value At Risk | (2.34) | |||
| Potential Upside | 0.7194 |
GURU Organic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GURU Organic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GURU Organic's standard deviation. In reality, there are many statistical measures that can use GURU Organic historical prices to predict the future GURU Organic's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | (1.70) |
GURU Organic Energy Backtested Returns
GURU Organic Energy holds Efficiency (Sharpe) Ratio of -0.12, which attests that the entity had a -0.12% return per unit of volatility over the last 3 months. GURU Organic Energy exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out GURU Organic's market risk adjusted performance of (1.69), and Risk Adjusted Performance of (0.09) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0954, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GURU Organic's returns are expected to increase less than the market. However, during the bear market, the loss of holding GURU Organic is expected to be smaller as well. At this point, GURU Organic Energy has a negative expected return of -0.16%. Please make sure to check out GURU Organic's skewness, as well as the relationship between the day median price and relative strength index , to decide if GURU Organic Energy performance from the past will be repeated at future time.
Auto-correlation | -0.22 |
Weak reverse predictability
GURU Organic Energy has weak reverse predictability. Overlapping area represents the amount of predictability between GURU Organic time series from 9th of October 2024 to 24th of October 2024 and 24th of October 2024 to 8th of November 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 GURU Organic Energy price movement. The serial correlation of -0.22 indicates that over 22.0% of current GURU Organic price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
GURU Organic Energy lagged returns against current returns
Autocorrelation, which is GURU Organic 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 GURU Organic's pink sheet expected returns. We can calculate the autocorrelation of GURU Organic returns to help us make a trade decision. For example, suppose you find that GURU Organic 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 |
GURU Organic 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 GURU Organic pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GURU Organic pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GURU Organic pink sheet over time.
Current vs Lagged Prices |
| Timeline |
GURU Organic Lagged Returns
When evaluating GURU Organic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GURU Organic pink sheet have on its future price. GURU Organic 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, GURU Organic autocorrelation shows the relationship between GURU Organic pink sheet current value and its past values and can show if there is a momentum factor associated with investing in GURU Organic Energy.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in GURU Pink Sheet
GURU Organic financial ratios help investors to determine whether GURU Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in GURU with respect to the benefits of owning GURU Organic security.