Glucose Health Stock Market Value
| GLUC Stock | USD 0.14 0.03 17.65% |
| Symbol | Glucose |
Glucose Health '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 Glucose Health'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 Glucose Health.
| 08/19/2023 |
| 12/11/2024 |
If you would invest 0.00 in Glucose Health on August 19, 2023 and sell it all today you would earn a total of 0.00 from holding Glucose Health or generate 0.0% return on investment in Glucose Health over 480 days. Glucose Health is related to or competes with BRF SA, Pilgrims Pride, John B, Seneca Foods, Bridgford Foods, Central Garden, and Bellring Brands. Glucose Health, Inc. engages in the formulation, manufacturing, marketing, and distribution of soluble fiber infused nut... More
Glucose Health 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 Glucose Health'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 Glucose Health upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 16.48 | |||
| Information Ratio | 0.0149 | |||
| Maximum Drawdown | 77.94 | |||
| Value At Risk | (21.74) | |||
| Potential Upside | 40.0 |
Glucose Health Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Glucose Health's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Glucose Health's standard deviation. In reality, there are many statistical measures that can use Glucose Health historical prices to predict the future Glucose Health's volatility.| Risk Adjusted Performance | 0.0258 | |||
| Jensen Alpha | 0.3721 | |||
| Total Risk Alpha | (2.27) | |||
| Sortino Ratio | 0.015 | |||
| Treynor Ratio | (4.33) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Glucose Health'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.
Glucose Health Backtested Returns
Glucose Health appears to be out of control, given 3 months investment horizon. Glucose Health holds Efficiency (Sharpe) Ratio of 0.0503, which attests that the entity had a 0.0503% return per unit of risk over the last 3 months. By evaluating Glucose Health's technical indicators, you can evaluate if the expected return of 0.83% is justified by implied risk. Please utilize Glucose Health's Market Risk Adjusted Performance of (4.32), risk adjusted performance of 0.0258, and Downside Deviation of 16.48 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Glucose Health holds a performance score of 3. The company retains a Market Volatility (i.e., Beta) of -0.0838, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Glucose Health are expected to decrease at a much lower rate. During the bear market, Glucose Health is likely to outperform the market. Please check Glucose Health's value at risk and the relationship between the expected short fall and price action indicator , to make a quick decision on whether Glucose Health's current trending patterns will revert.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
Glucose Health has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Glucose Health time series from 19th of August 2023 to 15th of April 2024 and 15th of April 2024 to 11th 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 Glucose Health price movement. The serial correlation of -0.71 indicates that around 71.0% of current Glucose Health price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Glucose Health lagged returns against current returns
Autocorrelation, which is Glucose Health 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 Glucose Health's pink sheet expected returns. We can calculate the autocorrelation of Glucose Health returns to help us make a trade decision. For example, suppose you find that Glucose Health 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 |
Glucose Health 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 Glucose Health pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Glucose Health pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Glucose Health pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Glucose Health Lagged Returns
When evaluating Glucose Health's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Glucose Health pink sheet have on its future price. Glucose Health 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, Glucose Health autocorrelation shows the relationship between Glucose Health pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Glucose Health.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Glucose Pink Sheet
Glucose Health financial ratios help investors to determine whether Glucose 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 Glucose with respect to the benefits of owning Glucose Health security.