Graphene Manufacturing Group Stock Market Value
| GMGMF Stock | USD 0.57 0.03 5.56% |
| Symbol | Graphene |
Graphene Manufacturing '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 Graphene Manufacturing'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 Graphene Manufacturing.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Graphene Manufacturing on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Graphene Manufacturing Group or generate 0.0% return on investment in Graphene Manufacturing over 90 days. Graphene Manufacturing is related to or competes with Iofina Plc, Nano One, Gevo, Olin, Neo Performance, Ingevity Corp, and G6 Materials. Graphene Manufacturing Group Pty Ltd, together with its subsidiaries, manufactures and supplies graphene More
Graphene Manufacturing 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 Graphene Manufacturing'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 Graphene Manufacturing Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.72 | |||
| Information Ratio | 0.1148 | |||
| Maximum Drawdown | 37.36 | |||
| Value At Risk | (7.25) | |||
| Potential Upside | 13.43 |
Graphene Manufacturing Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Graphene Manufacturing's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Graphene Manufacturing's standard deviation. In reality, there are many statistical measures that can use Graphene Manufacturing historical prices to predict the future Graphene Manufacturing's volatility.| Risk Adjusted Performance | 0.0962 | |||
| Jensen Alpha | 0.7915 | |||
| Total Risk Alpha | 1.55 | |||
| Sortino Ratio | 0.1383 | |||
| Treynor Ratio | 0.6835 |
Graphene Manufacturing Backtested Returns
Graphene Manufacturing appears to be out of control, given 3 months investment horizon. Graphene Manufacturing holds Efficiency (Sharpe) Ratio of 0.1, which attests that the entity had a 0.1 % return per unit of standard deviation over the last 3 months. By evaluating Graphene Manufacturing's technical indicators, you can evaluate if the expected return of 0.69% is justified by implied risk. Please utilize Graphene Manufacturing's market risk adjusted performance of 0.6935, and Risk Adjusted Performance of 0.0962 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Graphene Manufacturing holds a performance score of 7. The company retains a Market Volatility (i.e., Beta) of 1.0, which attests to possible diversification benefits within a given portfolio. Graphene Manufacturing returns are very sensitive to returns on the market. As the market goes up or down, Graphene Manufacturing is expected to follow. Please check Graphene Manufacturing's value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to make a quick decision on whether Graphene Manufacturing's current trending patterns will revert.
Auto-correlation | 0.26 |
Poor predictability
Graphene Manufacturing Group has poor predictability. Overlapping area represents the amount of predictability between Graphene Manufacturing 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 Graphene Manufacturing price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Graphene Manufacturing price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Graphene Manufacturing lagged returns against current returns
Autocorrelation, which is Graphene Manufacturing 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 Graphene Manufacturing's otc stock expected returns. We can calculate the autocorrelation of Graphene Manufacturing returns to help us make a trade decision. For example, suppose you find that Graphene Manufacturing 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 |
Graphene Manufacturing 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 Graphene Manufacturing otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Graphene Manufacturing otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Graphene Manufacturing otc stock over time.
Current vs Lagged Prices |
| Timeline |
Graphene Manufacturing Lagged Returns
When evaluating Graphene Manufacturing's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Graphene Manufacturing otc stock have on its future price. Graphene Manufacturing 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, Graphene Manufacturing autocorrelation shows the relationship between Graphene Manufacturing otc stock current value and its past values and can show if there is a momentum factor associated with investing in Graphene Manufacturing Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Graphene OTC Stock
Graphene Manufacturing financial ratios help investors to determine whether Graphene 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 Graphene with respect to the benefits of owning Graphene Manufacturing security.