Gbank Financial Holdings Stock Market Value
| GBFH Stock | USD 34.70 0.45 1.28% |
| Symbol | GBank |
GBank Financial '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 GBank Financial's otc 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 GBank Financial.
| 11/26/2024 |
| 12/26/2024 |
If you would invest 0.00 in GBank Financial on November 26, 2024 and sell it all today you would earn a total of 0.00 from holding GBank Financial Holdings or generate 0.0% return on investment in GBank Financial over 30 days. GBank Financial is related to or competes with Banco Bradesco, Itau Unibanco, Deutsche Bank, and Banco Santander. GBank Financial Holdings Inc. operates as a bank holding company for Bank of George that provides banking products and s... More
GBank Financial 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 GBank Financial's otc 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 GBank Financial Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.65 | |||
| Information Ratio | 0.2217 | |||
| Maximum Drawdown | 17.1 | |||
| Value At Risk | (4.43) | |||
| Potential Upside | 8.19 |
GBank Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GBank Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GBank Financial's standard deviation. In reality, there are many statistical measures that can use GBank Financial historical prices to predict the future GBank Financial's volatility.| Risk Adjusted Performance | 0.1947 | |||
| Jensen Alpha | 0.8512 | |||
| Total Risk Alpha | 0.702 | |||
| Sortino Ratio | 0.3133 | |||
| Treynor Ratio | 2.25 |
GBank Financial Holdings Backtested Returns
GBank Financial appears to be not too volatile, given 3 months investment horizon. GBank Financial Holdings holds Efficiency (Sharpe) Ratio of 0.25, which attests that the company had a 0.25% return per unit of standard deviation over the last 3 months. By analyzing GBank Financial's technical indicators, you can evaluate if the expected return of 0.91% is justified by implied risk. Please utilize GBank Financial's semi deviation of 1.93, and Mean Deviation of 2.59 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, GBank Financial holds a performance score of 19. The firm retains a Market Volatility (i.e., Beta) of 0.38, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, GBank Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding GBank Financial is expected to be smaller as well. Please check GBank Financial's semi deviation, sortino ratio, semi variance, as well as the relationship between the standard deviation and value at risk , to make a quick decision on whether GBank Financial's current trending patterns will revert.
Auto-correlation | 0.31 |
Below average predictability
GBank Financial Holdings has below average predictability. Overlapping area represents the amount of predictability between GBank Financial time series from 26th of November 2024 to 11th of December 2024 and 11th of December 2024 to 26th of December 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 GBank Financial Holdings price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current GBank Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
GBank Financial Holdings lagged returns against current returns
Autocorrelation, which is GBank Financial otc 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 GBank Financial's otc stock expected returns. We can calculate the autocorrelation of GBank Financial returns to help us make a trade decision. For example, suppose you find that GBank Financial has exhibited high autocorrelation historically, and you observe that the otc 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 |
GBank Financial 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 GBank Financial otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GBank Financial otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GBank Financial otc stock over time.
Current vs Lagged Prices |
| Timeline |
GBank Financial Lagged Returns
When evaluating GBank Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GBank Financial otc stock have on its future price. GBank Financial 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, GBank Financial autocorrelation shows the relationship between GBank Financial otc stock current value and its past values and can show if there is a momentum factor associated with investing in GBank Financial Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in GBank OTC Stock
GBank Financial financial ratios help investors to determine whether GBank OTC Stock 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 GBank with respect to the benefits of owning GBank Financial security.