Gold Bull Resources Stock Market Value
| GBRCF Stock | USD 0.34 0.01 3.03% |
| Symbol | Gold |
Gold Bull '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 Gold Bull'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 Gold Bull.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in Gold Bull on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Gold Bull Resources or generate 0.0% return on investment in Gold Bull over 30 days. Gold Bull is related to or competes with Robex Resources, Rackla Metals, Rupert Resources, Steppe Gold, Grande Portage, and Cerrado Gold. Gold Bull Resources Corp. operates as a gold focused exploration and development company More
Gold Bull 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 Gold Bull'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 Gold Bull Resources upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.72 | |||
| Information Ratio | 0.0908 | |||
| Maximum Drawdown | 105.88 | |||
| Value At Risk | (8.57) | |||
| Potential Upside | 9.68 |
Gold Bull Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gold Bull's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gold Bull's standard deviation. In reality, there are many statistical measures that can use Gold Bull historical prices to predict the future Gold Bull's volatility.| Risk Adjusted Performance | 0.0755 | |||
| Jensen Alpha | 1.1 | |||
| Total Risk Alpha | 1.51 | |||
| Sortino Ratio | 0.1474 | |||
| Treynor Ratio | (1.88) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gold Bull'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.
Gold Bull Resources Backtested Returns
Gold Bull is out of control given 3 months investment horizon. Gold Bull Resources holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We were able to break down twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.41% are justified by taking the suggested risk. Use Gold Bull Resources Market Risk Adjusted Performance of (1.87), downside deviation of 7.72, and Risk Adjusted Performance of 0.0755 to evaluate company specific risk that cannot be diversified away. Gold Bull holds a performance score of 8 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -0.59, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Gold Bull are expected to decrease at a much lower rate. During the bear market, Gold Bull is likely to outperform the market. Use Gold Bull Resources jensen alpha, potential upside, daily balance of power, as well as the relationship between the treynor ratio and expected short fall , to analyze future returns on Gold Bull Resources.
Auto-correlation | -0.1 |
Very weak reverse predictability
Gold Bull Resources has very weak reverse predictability. Overlapping area represents the amount of predictability between Gold Bull time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 Gold Bull Resources price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Gold Bull price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Gold Bull Resources lagged returns against current returns
Autocorrelation, which is Gold Bull 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 Gold Bull's otc stock expected returns. We can calculate the autocorrelation of Gold Bull returns to help us make a trade decision. For example, suppose you find that Gold Bull 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 |
Gold Bull 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 Gold Bull otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gold Bull otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gold Bull otc stock over time.
Current vs Lagged Prices |
| Timeline |
Gold Bull Lagged Returns
When evaluating Gold Bull's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gold Bull otc stock have on its future price. Gold Bull 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, Gold Bull autocorrelation shows the relationship between Gold Bull otc stock current value and its past values and can show if there is a momentum factor associated with investing in Gold Bull Resources.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Gold OTC Stock
Gold Bull financial ratios help investors to determine whether Gold 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 Gold with respect to the benefits of owning Gold Bull security.