Genesis Electronics Group Stock Market Value
| GEGI Stock | USD 0.0001 0.00 0.00% |
| Symbol | Genesis |
Genesis Electronics '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 Genesis Electronics' 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 Genesis Electronics.
| 03/12/2023 |
| 03/01/2025 |
If you would invest 0.00 in Genesis Electronics on March 12, 2023 and sell it all today you would earn a total of 0.00 from holding Genesis Electronics Group or generate 0.0% return on investment in Genesis Electronics over 720 days. Genesis Electronics is related to or competes with Volkswagen, Volcon, Volkswagen, Polestar Automotive, GreenPower, Cenntro Electric, and Phoenix. Genesis Electronics Group, Inc., through its subsidiaries, engages in the development of solar and alternative energy ap... More
Genesis Electronics 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 Genesis Electronics' 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 Genesis Electronics Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0578 | |||
| Maximum Drawdown | 150.0 |
Genesis Electronics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Genesis Electronics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Genesis Electronics' standard deviation. In reality, there are many statistical measures that can use Genesis Electronics historical prices to predict the future Genesis Electronics' volatility.| Risk Adjusted Performance | 0.0514 | |||
| Jensen Alpha | 0.7228 | |||
| Total Risk Alpha | 1.26 | |||
| Treynor Ratio | (0.21) |
Genesis Electronics Backtested Returns
Genesis Electronics appears to be out of control, given 3 months investment horizon. Genesis Electronics holds Efficiency (Sharpe) Ratio of 0.0569, which attests that the entity had a 0.0569 % return per unit of risk over the last 3 months. By evaluating Genesis Electronics' technical indicators, you can evaluate if the expected return of 0.82% is justified by implied risk. Please utilize Genesis Electronics' Market Risk Adjusted Performance of (0.20), standard deviation of 14.41, and Risk Adjusted Performance of 0.0514 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Genesis Electronics holds a performance score of 4. The company retains a Market Volatility (i.e., Beta) of -3.78, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Genesis Electronics are expected to decrease by larger amounts. On the other hand, during market turmoil, Genesis Electronics is expected to outperform it. Please check Genesis Electronics' maximum drawdown, as well as the relationship between the rate of daily change and relative strength index , to make a quick decision on whether Genesis Electronics' current trending patterns will revert.
Auto-correlation | -0.38 |
Poor reverse predictability
Genesis Electronics Group has poor reverse predictability. Overlapping area represents the amount of predictability between Genesis Electronics time series from 12th of March 2023 to 6th of March 2024 and 6th of March 2024 to 1st 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 Genesis Electronics price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Genesis Electronics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Genesis Electronics lagged returns against current returns
Autocorrelation, which is Genesis Electronics 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 Genesis Electronics' pink sheet expected returns. We can calculate the autocorrelation of Genesis Electronics returns to help us make a trade decision. For example, suppose you find that Genesis Electronics 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 |
Genesis Electronics 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 Genesis Electronics pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Genesis Electronics pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Genesis Electronics pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Genesis Electronics Lagged Returns
When evaluating Genesis Electronics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Genesis Electronics pink sheet have on its future price. Genesis Electronics 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, Genesis Electronics autocorrelation shows the relationship between Genesis Electronics pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Genesis Electronics Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Genesis Pink Sheet
Genesis Electronics financial ratios help investors to determine whether Genesis 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 Genesis with respect to the benefits of owning Genesis Electronics security.