General Environmental Management Stock Market Value
| GEVI Stock | USD 0.86 0.04 4.44% |
| Symbol | General |
General Environmental '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 General Environmental'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 General Environmental.
| 06/01/2024 |
| 11/28/2024 |
If you would invest 0.00 in General Environmental on June 1, 2024 and sell it all today you would earn a total of 0.00 from holding General Environmental Management or generate 0.0% return on investment in General Environmental over 180 days. General Environmental is related to or competes with Element Solutions, Orion Engineered, Minerals Technologies, Ingevity Corp, Hawkins, Crown Electrokinetics, and Core Molding. General Enterprise Ventures, Inc., an integrated technology company, provides crypto-currency mining services in Wyoming More
General Environmental 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 General Environmental'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 General Environmental Management upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.22 | |||
| Information Ratio | 0.0957 | |||
| Maximum Drawdown | 32.71 | |||
| Value At Risk | (7.78) | |||
| Potential Upside | 12.5 |
General Environmental Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for General Environmental's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as General Environmental's standard deviation. In reality, there are many statistical measures that can use General Environmental historical prices to predict the future General Environmental's volatility.| Risk Adjusted Performance | 0.0984 | |||
| Jensen Alpha | 0.7846 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.0905 | |||
| Treynor Ratio | (0.73) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of General Environmental'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.
General Environmental Backtested Returns
General Environmental appears to be abnormally volatile, given 3 months investment horizon. General Environmental holds Efficiency (Sharpe) Ratio of 0.0577, which attests that the entity had a 0.0577% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for General Environmental, which you can use to evaluate the volatility of the firm. Please utilize General Environmental's Downside Deviation of 6.22, risk adjusted performance of 0.0984, and Market Risk Adjusted Performance of (0.72) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, General Environmental holds a performance score of 4. The company retains a Market Volatility (i.e., Beta) of -0.92, which attests to possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning General Environmental are expected to decrease slowly. On the other hand, during market turmoil, General Environmental is expected to outperform it slightly. Please check General Environmental's treynor ratio and the relationship between the semi variance and price action indicator , to make a quick decision on whether General Environmental's current trending patterns will revert.
Auto-correlation | 0.55 |
Modest predictability
General Environmental Management has modest predictability. Overlapping area represents the amount of predictability between General Environmental time series from 1st of June 2024 to 30th of August 2024 and 30th of August 2024 to 28th of November 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 General Environmental price movement. The serial correlation of 0.55 indicates that about 55.0% of current General Environmental price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
General Environmental lagged returns against current returns
Autocorrelation, which is General Environmental 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 General Environmental's pink sheet expected returns. We can calculate the autocorrelation of General Environmental returns to help us make a trade decision. For example, suppose you find that General Environmental 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 |
General Environmental 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 General Environmental pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if General Environmental pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in General Environmental pink sheet over time.
Current vs Lagged Prices |
| Timeline |
General Environmental Lagged Returns
When evaluating General Environmental's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of General Environmental pink sheet have on its future price. General Environmental 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, General Environmental autocorrelation shows the relationship between General Environmental pink sheet current value and its past values and can show if there is a momentum factor associated with investing in General Environmental Management.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in General Pink Sheet
General Environmental financial ratios help investors to determine whether General 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 General with respect to the benefits of owning General Environmental security.