Galenfeha Stock Market Value
| GLFH Stock | USD 10.50 10.47 38,082% |
| Symbol | Galenfeha |
Galenfeha '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 Galenfeha'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 Galenfeha.
| 01/03/2023 |
| 12/23/2024 |
If you would invest 0.00 in Galenfeha on January 3, 2023 and sell it all today you would earn a total of 0.00 from holding Galenfeha or generate 0.0% return on investment in Galenfeha over 720 days. Galenfeha is related to or competes with NXT Energy, Dawson Geophysical, Calfrac Well, MRC Global, and Now. Galenfeha, Inc. engages in the water, utility, and sewage construction activities More
Galenfeha 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 Galenfeha'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 Galenfeha upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 20.0 | |||
| Information Ratio | 0.1232 | |||
| Maximum Drawdown | 66.95 | |||
| Value At Risk | (23.08) | |||
| Potential Upside | 28.71 |
Galenfeha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Galenfeha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Galenfeha's standard deviation. In reality, there are many statistical measures that can use Galenfeha historical prices to predict the future Galenfeha's volatility.| Risk Adjusted Performance | 0.1076 | |||
| Jensen Alpha | 575.26 | |||
| Total Risk Alpha | 446.1 | |||
| Sortino Ratio | 28.86 | |||
| Treynor Ratio | 6.08 |
Galenfeha Backtested Returns
Galenfeha is out of control given 3 months investment horizon. Galenfeha holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13% return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 16.01% are justified by taking the suggested risk. Use Galenfeha Market Risk Adjusted Performance of 6.09, risk adjusted performance of 0.1076, and Coefficient Of Variation of 811.87 to evaluate company specific risk that cannot be diversified away. Galenfeha holds a performance score of 10 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 95.0, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Galenfeha will likely underperform. Use Galenfeha total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to analyze future returns on Galenfeha.
Auto-correlation | 0.20 |
Weak predictability
Galenfeha has weak predictability. Overlapping area represents the amount of predictability between Galenfeha time series from 3rd of January 2023 to 29th of December 2023 and 29th of December 2023 to 23rd 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 Galenfeha price movement. The serial correlation of 0.2 indicates that over 20.0% of current Galenfeha price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.87 |
Galenfeha lagged returns against current returns
Autocorrelation, which is Galenfeha 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 Galenfeha's pink sheet expected returns. We can calculate the autocorrelation of Galenfeha returns to help us make a trade decision. For example, suppose you find that Galenfeha 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 |
Galenfeha 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 Galenfeha pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Galenfeha pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Galenfeha pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Galenfeha Lagged Returns
When evaluating Galenfeha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Galenfeha pink sheet have on its future price. Galenfeha 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, Galenfeha autocorrelation shows the relationship between Galenfeha pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Galenfeha.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Galenfeha Pink Sheet
Galenfeha financial ratios help investors to determine whether Galenfeha 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 Galenfeha with respect to the benefits of owning Galenfeha security.