Gold Reserve Stock Market Value
| GDRZF Stock | USD 2.12 0.04 1.92% |
| Symbol | Gold |
Gold Reserve '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 Reserve'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 Reserve.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Gold Reserve on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Gold Reserve or generate 0.0% return on investment in Gold Reserve over 90 days. Gold Reserve is related to or competes with Lundin Gold, Liberty Gold, Minera Alamos, Aurion Resources, Minaurum Gold, Rio2, and Wesdome Gold. Gold Reserve Inc., an exploration stage company, acquires, explores, and develops mining properties More
Gold Reserve 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 Reserve'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 Reserve upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.48 | |||
| Information Ratio | 0.1035 | |||
| Maximum Drawdown | 20.47 | |||
| Value At Risk | (6.45) | |||
| Potential Upside | 9.3 |
Gold Reserve Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gold Reserve's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gold Reserve's standard deviation. In reality, there are many statistical measures that can use Gold Reserve historical prices to predict the future Gold Reserve's volatility.| Risk Adjusted Performance | 0.0807 | |||
| Jensen Alpha | 0.3244 | |||
| Total Risk Alpha | 1.01 | |||
| Sortino Ratio | 0.1132 | |||
| Treynor Ratio | (0.59) |
Gold Reserve Backtested Returns
Gold Reserve appears to be dangerous, given 3 months investment horizon. Gold Reserve 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. By evaluating Gold Reserve's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please utilize Gold Reserve's Downside Deviation of 4.48, risk adjusted performance of 0.0807, and Market Risk Adjusted Performance of (0.58) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Gold Reserve holds a performance score of 8. The company retains a Market Volatility (i.e., Beta) of -0.68, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Gold Reserve are expected to decrease at a much lower rate. During the bear market, Gold Reserve is likely to outperform the market. Please check Gold Reserve's downside variance, and the relationship between the sortino ratio and accumulation distribution , to make a quick decision on whether Gold Reserve's current trending patterns will revert.
Auto-correlation | 0.23 |
Weak predictability
Gold Reserve has weak predictability. Overlapping area represents the amount of predictability between Gold Reserve 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 Gold Reserve price movement. The serial correlation of 0.23 indicates that over 23.0% of current Gold Reserve price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Gold Reserve lagged returns against current returns
Autocorrelation, which is Gold Reserve 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 Reserve's otc stock expected returns. We can calculate the autocorrelation of Gold Reserve returns to help us make a trade decision. For example, suppose you find that Gold Reserve 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 Reserve 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 Reserve otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gold Reserve 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 Reserve otc stock over time.
Current vs Lagged Prices |
| Timeline |
Gold Reserve Lagged Returns
When evaluating Gold Reserve's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gold Reserve otc stock have on its future price. Gold Reserve 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 Reserve autocorrelation shows the relationship between Gold Reserve otc stock current value and its past values and can show if there is a momentum factor associated with investing in Gold Reserve.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Gold OTC Stock
Gold Reserve 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 Reserve security.