Graphite One Stock Market Value
| GPHOF Stock | USD 0.69 0.01 1.47% |
| Symbol | Graphite |
Graphite One '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 Graphite One'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 Graphite One.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Graphite One on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Graphite One or generate 0.0% return on investment in Graphite One over 90 days. Graphite One is related to or competes with Lomiko Metals, IGO, Syrah Resources, Silver X, and Amarc Resources. Graphite One Inc. operates as mineral exploration company in the United States More
Graphite One 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 Graphite One'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 Graphite One upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.06 | |||
| Information Ratio | 0.1128 | |||
| Maximum Drawdown | 22.66 | |||
| Value At Risk | (5.26) | |||
| Potential Upside | 8.16 |
Graphite One Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Graphite One's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Graphite One's standard deviation. In reality, there are many statistical measures that can use Graphite One historical prices to predict the future Graphite One's volatility.| Risk Adjusted Performance | 0.0856 | |||
| Jensen Alpha | 0.3796 | |||
| Total Risk Alpha | 0.8914 | |||
| Sortino Ratio | 0.1168 | |||
| Treynor Ratio | 2.73 |
Graphite One Backtested Returns
Graphite One appears to be abnormally volatile, given 3 months investment horizon. Graphite One holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of standard deviation over the last 3 months. By evaluating Graphite One's technical indicators, you can evaluate if the expected return of 0.66% is justified by implied risk. Please utilize Graphite One's market risk adjusted performance of 2.74, and Risk Adjusted Performance of 0.0856 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Graphite One holds a performance score of 12. The company retains a Market Volatility (i.e., Beta) of 0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Graphite One's returns are expected to increase less than the market. However, during the bear market, the loss of holding Graphite One is expected to be smaller as well. Please check Graphite One'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 Graphite One's current trending patterns will revert.
Auto-correlation | 0.16 |
Very weak predictability
Graphite One has very weak predictability. Overlapping area represents the amount of predictability between Graphite One time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Graphite One price movement. The serial correlation of 0.16 indicates that over 16.0% of current Graphite One price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Graphite One lagged returns against current returns
Autocorrelation, which is Graphite One 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 Graphite One's otc stock expected returns. We can calculate the autocorrelation of Graphite One returns to help us make a trade decision. For example, suppose you find that Graphite One 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 |
Graphite One 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 Graphite One otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Graphite One otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Graphite One otc stock over time.
Current vs Lagged Prices |
| Timeline |
Graphite One Lagged Returns
When evaluating Graphite One's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Graphite One otc stock have on its future price. Graphite One 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, Graphite One autocorrelation shows the relationship between Graphite One otc stock current value and its past values and can show if there is a momentum factor associated with investing in Graphite One.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Graphite OTC Stock
Graphite One financial ratios help investors to determine whether Graphite 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 Graphite with respect to the benefits of owning Graphite One security.