Graphene Manufacturing Group Stock Market Value
| GMGMF Stock | USD 0.69 0.03 4.17% |
| 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.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Graphene Manufacturing on January 28, 2025 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 30 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 | 4.55 | |||
| Information Ratio | 0.1903 | |||
| Maximum Drawdown | 30.26 | |||
| Value At Risk | (6.33) | |||
| Potential Upside | 11.59 |
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 | 0.1492 | |||
| Jensen Alpha | 1.1 | |||
| Total Risk Alpha | 1.15 | |||
| Sortino Ratio | 0.2422 | |||
| Treynor Ratio | 0.8094 |
Graphene Manufacturing Backtested Returns
Graphene Manufacturing is out of control given 3 months investment horizon. Graphene Manufacturing holds Efficiency (Sharpe) Ratio of 0.17, which attests that the entity had a 0.17 % return per unit of standard deviation over the last 3 months. We have collected data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.01% are justified by taking the suggested risk. Use Graphene Manufacturing Group risk adjusted performance of 0.1492, and Market Risk Adjusted Performance of 0.8194 to evaluate company specific risk that cannot be diversified away. Graphene Manufacturing holds a performance score of 13 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 1.35, 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, Graphene Manufacturing will likely underperform. Use Graphene Manufacturing Group value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to analyze future returns on Graphene Manufacturing Group.
Auto-correlation | -0.34 |
Poor reverse predictability
Graphene Manufacturing Group has poor reverse predictability. Overlapping area represents the amount of predictability between Graphene Manufacturing time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 -0.34 indicates that nearly 34.0% of current Graphene Manufacturing price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 |
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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.