Green Leaf Innovations Stock Market Value
| GRLF Stock | USD 0.0001 0.00 0.00% |
| Symbol | Green |
Green Leaf '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 Green Leaf's 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 Green Leaf.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Green Leaf on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Green Leaf Innovations or generate 0.0% return on investment in Green Leaf over 90 days. Green Leaf Innovations, Inc. provides services and products to the legal marijuana industry More
Green Leaf 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 Green Leaf's 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 Green Leaf Innovations upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 53.03 | |||
| Information Ratio | 0.1767 | |||
| Maximum Drawdown | 150.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 100.0 |
Green Leaf Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Green Leaf's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Green Leaf's standard deviation. In reality, there are many statistical measures that can use Green Leaf historical prices to predict the future Green Leaf's volatility.| Risk Adjusted Performance | 0.1616 | |||
| Jensen Alpha | 7.6 | |||
| Total Risk Alpha | 12.88 | |||
| Sortino Ratio | 0.1433 | |||
| Treynor Ratio | 7.13 |
Green Leaf Innovations Backtested Returns
Green Leaf is out of control given 3 months investment horizon. Green Leaf Innovations holds Efficiency (Sharpe) Ratio of 0.17, which attests that the entity had a 0.17 % return per unit of risk over the last 3 months. We were able to break down and interpolate twenty-four different technical indicators, which can help you to evaluate if expected returns of 7.5% are justified by taking the suggested risk. Use Green Leaf Innovations Risk Adjusted Performance of 0.1616, market risk adjusted performance of 7.14, and Downside Deviation of 53.03 to evaluate company specific risk that cannot be diversified away. Green Leaf holds a performance score of 13 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 1.05, which attests to a somewhat significant risk relative to the market. Green Leaf returns are very sensitive to returns on the market. As the market goes up or down, Green Leaf is expected to follow. Use Green Leaf Innovations information ratio and the relationship between the treynor ratio and kurtosis , to analyze future returns on Green Leaf Innovations.
Auto-correlation | 0.07 |
Virtually no predictability
Green Leaf Innovations has virtually no predictability. Overlapping area represents the amount of predictability between Green Leaf time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Green Leaf Innovations price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Green Leaf price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Green Leaf Innovations lagged returns against current returns
Autocorrelation, which is Green Leaf 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 Green Leaf's pink sheet expected returns. We can calculate the autocorrelation of Green Leaf returns to help us make a trade decision. For example, suppose you find that Green Leaf 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 |
Green Leaf 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 Green Leaf pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Green Leaf pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Green Leaf pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Green Leaf Lagged Returns
When evaluating Green Leaf's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Green Leaf pink sheet have on its future price. Green Leaf 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, Green Leaf autocorrelation shows the relationship between Green Leaf pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Green Leaf Innovations.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Green Pink Sheet
Green Leaf financial ratios help investors to determine whether Green 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 Green with respect to the benefits of owning Green Leaf security.