Golden Agri Resources Stock Market Value
| GARPF Stock | USD 0.19 0.05 35.71% |
| Symbol | Golden |
Golden Agri '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 Golden Agri'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 Golden Agri.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Golden Agri on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Golden Agri Resources or generate 0.0% return on investment in Golden Agri over 90 days. Golden Agri is related to or competes with Wilmar International, SLC Agricola, Brasilagro Adr, Alico, Edible Garden, Vital Farms, and Local Bounti. Golden Agri-Resources Ltd, an investment holding company, operates as an integrated palm oil plantation company in Europ... More
Golden Agri 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 Golden Agri'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 Golden Agri Resources upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 17.87 | |||
| Information Ratio | 0.0442 | |||
| Maximum Drawdown | 85.28 | |||
| Value At Risk | (10.53) | |||
| Potential Upside | 23.53 |
Golden Agri Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Golden Agri's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Golden Agri's standard deviation. In reality, there are many statistical measures that can use Golden Agri historical prices to predict the future Golden Agri's volatility.| Risk Adjusted Performance | 0.04 | |||
| Jensen Alpha | 0.3892 | |||
| Total Risk Alpha | 1.79 | |||
| Sortino Ratio | 0.0278 | |||
| Treynor Ratio | 25.16 |
Golden Agri Resources Backtested Returns
Golden Agri appears to be out of control, given 3 months investment horizon. Golden Agri Resources holds Efficiency (Sharpe) Ratio of 0.0575, which attests that the entity had a 0.0575 % return per unit of risk over the last 3 months. By evaluating Golden Agri's technical indicators, you can evaluate if the expected return of 0.67% is justified by implied risk. Please utilize Golden Agri's Risk Adjusted Performance of 0.04, market risk adjusted performance of 25.17, and Downside Deviation of 17.87 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Golden Agri holds a performance score of 4. The company retains a Market Volatility (i.e., Beta) of 0.0154, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Golden Agri's returns are expected to increase less than the market. However, during the bear market, the loss of holding Golden Agri is expected to be smaller as well. Please check Golden Agri's total risk alpha, expected short fall, period momentum indicator, as well as the relationship between the value at risk and rate of daily change , to make a quick decision on whether Golden Agri's current trending patterns will revert.
Auto-correlation | -0.52 |
Good reverse predictability
Golden Agri Resources has good reverse predictability. Overlapping area represents the amount of predictability between Golden Agri time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Golden Agri Resources price movement. The serial correlation of -0.52 indicates that about 52.0% of current Golden Agri price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Golden Agri Resources lagged returns against current returns
Autocorrelation, which is Golden Agri 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 Golden Agri's pink sheet expected returns. We can calculate the autocorrelation of Golden Agri returns to help us make a trade decision. For example, suppose you find that Golden Agri 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 |
Golden Agri 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 Golden Agri pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Golden Agri pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Golden Agri pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Golden Agri Lagged Returns
When evaluating Golden Agri's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Golden Agri pink sheet have on its future price. Golden Agri 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, Golden Agri autocorrelation shows the relationship between Golden Agri pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Golden Agri Resources.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Golden Pink Sheet
Golden Agri financial ratios help investors to determine whether Golden 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 Golden with respect to the benefits of owning Golden Agri security.