G6 Materials Corp Stock Market Value
| GPHBF Stock | USD 0.17 0.01 6.25% |
| Symbol | GPHBF |
G6 Materials '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 G6 Materials' 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 G6 Materials.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in G6 Materials on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding G6 Materials Corp or generate 0.0% return on investment in G6 Materials over 90 days. G6 Materials is related to or competes with Graphene Manufacturing, 5E Advanced, FutureFuel Corp, Olin, Nano One, Trinseo SA, and Westlake Chemical. G6 Materials Corp., through its subsidiaries, develops, manufactures, and sells proprietary products based on graphene a... More
G6 Materials 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 G6 Materials' 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 G6 Materials Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 18.31 | |||
| Information Ratio | 0.2052 | |||
| Maximum Drawdown | 105.85 | |||
| Value At Risk | (25.81) | |||
| Potential Upside | 48.84 |
G6 Materials Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for G6 Materials' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as G6 Materials' standard deviation. In reality, there are many statistical measures that can use G6 Materials historical prices to predict the future G6 Materials' volatility.| Risk Adjusted Performance | 0.1842 | |||
| Jensen Alpha | 4.89 | |||
| Total Risk Alpha | 6.93 | |||
| Sortino Ratio | 0.2386 | |||
| Treynor Ratio | 0.7347 |
G6 Materials Corp Backtested Returns
G6 Materials is out of control given 3 months investment horizon. G6 Materials Corp retains Efficiency (Sharpe Ratio) of 0.2, which attests that the company had a 0.2 % return per unit of price deviation over the last 3 months. We have analyzed twenty-seven different technical indicators, which can help you to evaluate if expected returns of 4.27% are justified by taking the suggested risk. Use G6 Materials Corp Standard Deviation of 21.3, market risk adjusted performance of 0.7447, and Semi Deviation of 14.08 to evaluate company specific risk that cannot be diversified away. G6 Materials holds a performance score of 15 on a scale of zero to a hundred. The firm owns a Beta (Systematic Risk) of 5.8, 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, G6 Materials will likely underperform. Use G6 Materials Corp sortino ratio, semi variance, and the relationship between the information ratio and value at risk , to analyze future returns on G6 Materials Corp.
Auto-correlation | -0.57 |
Good reverse predictability
G6 Materials Corp has good reverse predictability. Overlapping area represents the amount of predictability between G6 Materials 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 G6 Materials Corp price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current G6 Materials price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
G6 Materials Corp lagged returns against current returns
Autocorrelation, which is G6 Materials 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 G6 Materials' pink sheet expected returns. We can calculate the autocorrelation of G6 Materials returns to help us make a trade decision. For example, suppose you find that G6 Materials 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 |
G6 Materials 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 G6 Materials pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if G6 Materials pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in G6 Materials pink sheet over time.
Current vs Lagged Prices |
| Timeline |
G6 Materials Lagged Returns
When evaluating G6 Materials' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of G6 Materials pink sheet have on its future price. G6 Materials 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, G6 Materials autocorrelation shows the relationship between G6 Materials pink sheet current value and its past values and can show if there is a momentum factor associated with investing in G6 Materials Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in GPHBF Pink Sheet
G6 Materials financial ratios help investors to determine whether GPHBF 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 GPHBF with respect to the benefits of owning G6 Materials security.