Gensource Potash Stock Market Value
| AGCCF Stock | USD 0.07 0.00 0.00% |
| Symbol | Gensource |
Gensource Potash '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 Gensource Potash'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 Gensource Potash.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Gensource Potash on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Gensource Potash or generate 0.0% return on investment in Gensource Potash over 90 days. Gensource Potash is related to or competes with Aurelia Metals, Adriatic Metals, American Helium, Progressive Planet, Troilus Gold, and Almonty Industries. Gensource Potash Corporation, together with its subsidiaries, operates as a fertilizer development company in Canada More
Gensource Potash 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 Gensource Potash'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 Gensource Potash upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1373 | |||
| Maximum Drawdown | 522.22 | |||
| Value At Risk | (22.22) | |||
| Potential Upside | 16.67 |
Gensource Potash Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gensource Potash's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gensource Potash's standard deviation. In reality, there are many statistical measures that can use Gensource Potash historical prices to predict the future Gensource Potash's volatility.| Risk Adjusted Performance | 0.1281 | |||
| Jensen Alpha | 10.25 | |||
| Total Risk Alpha | 17.68 | |||
| Treynor Ratio | 0.9478 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gensource Potash'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.
Gensource Potash Backtested Returns
Gensource Potash is out of control given 3 months investment horizon. Gensource Potash holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. We were able to break down eighteen different technical indicators, which can help you to evaluate if expected returns of 9.2% are justified by taking the suggested risk. Use Gensource Potash Market Risk Adjusted Performance of 0.9578, standard deviation of 67.74, and Risk Adjusted Performance of 0.1281 to evaluate company specific risk that cannot be diversified away. Gensource Potash holds a performance score of 10 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 9.7, 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, Gensource Potash will likely underperform. Use Gensource Potash information ratio, potential upside, day median price, as well as the relationship between the maximum drawdown and kurtosis , to analyze future returns on Gensource Potash.
Auto-correlation | -0.02 |
Very weak reverse predictability
Gensource Potash has very weak reverse predictability. Overlapping area represents the amount of predictability between Gensource Potash time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Gensource Potash price movement. The serial correlation of -0.02 indicates that only 2.0% of current Gensource Potash price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Gensource Potash lagged returns against current returns
Autocorrelation, which is Gensource Potash 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 Gensource Potash's pink sheet expected returns. We can calculate the autocorrelation of Gensource Potash returns to help us make a trade decision. For example, suppose you find that Gensource Potash 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 |
Gensource Potash 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 Gensource Potash pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gensource Potash pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gensource Potash pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Gensource Potash Lagged Returns
When evaluating Gensource Potash's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gensource Potash pink sheet have on its future price. Gensource Potash 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, Gensource Potash autocorrelation shows the relationship between Gensource Potash pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Gensource Potash.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Gensource Pink Sheet
Gensource Potash financial ratios help investors to determine whether Gensource 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 Gensource with respect to the benefits of owning Gensource Potash security.