Gcl Poly Energy Holdings Stock Market Value
| GCPEF Stock | USD 0.18 0.01 5.88% |
| Symbol | GCL |
GCL Poly '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 GCL Poly'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 GCL Poly.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in GCL Poly on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding GCL Poly Energy Holdings or generate 0.0% return on investment in GCL Poly over 720 days. GCL Poly is related to or competes with ClearVue Technologies, and Meyer Burger. GCL Technology Holdings Limited manufactures and sells polysilicon and wafers products in the Peoples Republic of China ... More
GCL Poly 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 GCL Poly'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 GCL Poly Energy Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 13.93 | |||
| Information Ratio | 0.0846 | |||
| Maximum Drawdown | 65.08 | |||
| Value At Risk | (15.38) | |||
| Potential Upside | 18.18 |
GCL Poly Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GCL Poly's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GCL Poly's standard deviation. In reality, there are many statistical measures that can use GCL Poly historical prices to predict the future GCL Poly's volatility.| Risk Adjusted Performance | 0.0785 | |||
| Jensen Alpha | 1.04 | |||
| Total Risk Alpha | (0.48) | |||
| Sortino Ratio | 0.0631 | |||
| Treynor Ratio | (1.60) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of GCL Poly'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.
GCL Poly Energy Backtested Returns
GCL Poly appears to be out of control, given 3 months investment horizon. GCL Poly Energy holds Efficiency (Sharpe) Ratio of 0.0973, which attests that the company had a 0.0973% return per unit of risk over the last 3 months. By inspecting GCL Poly's technical indicators, you can evaluate if the expected return of 0.99% is justified by implied risk. Please utilize GCL Poly's semi deviation of 6.33, and Downside Deviation of 13.93 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, GCL Poly holds a performance score of 7. The firm retains a Market Volatility (i.e., Beta) of -0.61, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning GCL Poly are expected to decrease at a much lower rate. During the bear market, GCL Poly is likely to outperform the market. Please check GCL Poly's jensen alpha, potential upside, daily balance of power, as well as the relationship between the treynor ratio and expected short fall , to make a quick decision on whether GCL Poly's current trending patterns will revert.
Auto-correlation | -0.4 |
Poor reverse predictability
GCL Poly Energy Holdings has poor reverse predictability. Overlapping area represents the amount of predictability between GCL Poly time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th 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 GCL Poly Energy price movement. The serial correlation of -0.4 indicates that just about 40.0% of current GCL Poly price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
GCL Poly Energy lagged returns against current returns
Autocorrelation, which is GCL Poly 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 GCL Poly's pink sheet expected returns. We can calculate the autocorrelation of GCL Poly returns to help us make a trade decision. For example, suppose you find that GCL Poly 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 |
GCL Poly 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 GCL Poly pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GCL Poly pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GCL Poly pink sheet over time.
Current vs Lagged Prices |
| Timeline |
GCL Poly Lagged Returns
When evaluating GCL Poly's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GCL Poly pink sheet have on its future price. GCL Poly 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, GCL Poly autocorrelation shows the relationship between GCL Poly pink sheet current value and its past values and can show if there is a momentum factor associated with investing in GCL Poly Energy Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in GCL Pink Sheet
GCL Poly financial ratios help investors to determine whether GCL 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 GCL with respect to the benefits of owning GCL Poly security.