Graphex Group Limited Stock Market Value
| GRFX Stock | USD 0.22 0.01 4.76% |
| Symbol | Graphex |
Graphex Group Limited Price To Book Ratio
Is Diversified Metals & Mining space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Graphex Group. If investors know Graphex will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Graphex Group listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Graphex Group Limited is measured differently than its book value, which is the value of Graphex that is recorded on the company's balance sheet. Investors also form their own opinion of Graphex Group's value that differs from its market value or its book value, called intrinsic value, which is Graphex Group's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Graphex Group's market value can be influenced by many factors that don't directly affect Graphex Group's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Graphex Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Graphex Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Graphex Group's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Graphex Group '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 Graphex Group's 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 Graphex Group.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Graphex Group on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Graphex Group Limited or generate 0.0% return on investment in Graphex Group over 90 days. Graphex Group is related to or competes with Leading Edge, Ardea Resources, and Macmahon Holdings. Graphex Group Limited engages in the development, manufacturing, and marketing of graphene products in the Peoples Repub... More
Graphex Group 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 Graphex Group's 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 Graphex Group Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.98 | |||
| Information Ratio | 0.0714 | |||
| Maximum Drawdown | 79.0 | |||
| Value At Risk | (14.29) | |||
| Potential Upside | 35.0 |
Graphex Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Graphex Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Graphex Group's standard deviation. In reality, there are many statistical measures that can use Graphex Group historical prices to predict the future Graphex Group's volatility.| Risk Adjusted Performance | 0.0608 | |||
| Jensen Alpha | 0.5438 | |||
| Total Risk Alpha | 2.92 | |||
| Sortino Ratio | 0.0829 | |||
| Treynor Ratio | (0.49) |
Graphex Group Limited Backtested Returns
Graphex Group is out of control given 3 months investment horizon. Graphex Group Limited holds Efficiency (Sharpe) Ratio of 0.0758, which attests that the entity had a 0.0758 % return per unit of standard deviation over the last 3 months. We were able to analyze and collect data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.01% are justified by taking the suggested risk. Use Graphex Group Limited risk adjusted performance of 0.0608, and Market Risk Adjusted Performance of (0.48) to evaluate company specific risk that cannot be diversified away. Graphex Group holds a performance score of 5 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -1.57, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Graphex Group are expected to decrease by larger amounts. On the other hand, during market turmoil, Graphex Group is expected to outperform it. Use Graphex Group Limited information ratio and the relationship between the value at risk and period momentum indicator , to analyze future returns on Graphex Group Limited.
Auto-correlation | -0.05 |
Very weak reverse predictability
Graphex Group Limited has very weak reverse predictability. Overlapping area represents the amount of predictability between Graphex Group 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 Graphex Group Limited price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Graphex Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Graphex Group Limited lagged returns against current returns
Autocorrelation, which is Graphex Group 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 Graphex Group's stock expected returns. We can calculate the autocorrelation of Graphex Group returns to help us make a trade decision. For example, suppose you find that Graphex Group has exhibited high autocorrelation historically, and you observe that the 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 |
Graphex Group 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 Graphex Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Graphex Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Graphex Group stock over time.
Current vs Lagged Prices |
| Timeline |
Graphex Group Lagged Returns
When evaluating Graphex Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Graphex Group stock have on its future price. Graphex Group 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, Graphex Group autocorrelation shows the relationship between Graphex Group stock current value and its past values and can show if there is a momentum factor associated with investing in Graphex Group Limited.
Regressed Prices |
| Timeline |
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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.Additional Tools for Graphex Stock Analysis
When running Graphex Group's price analysis, check to measure Graphex Group's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Graphex Group is operating at the current time. Most of Graphex Group's value examination focuses on studying past and present price action to predict the probability of Graphex Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Graphex Group's price. Additionally, you may evaluate how the addition of Graphex Group to your portfolios can decrease your overall portfolio volatility.