Geo Energy Resources Stock Market Value
| GRYRF Stock | USD 0.20 0.03 17.65% |
| Symbol | Geo |
Geo Energy '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 Geo Energy'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 Geo Energy.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Geo Energy on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Geo Energy Resources or generate 0.0% return on investment in Geo Energy over 90 days. Geo Energy is related to or competes with Yanzhou Coal, Indo Tambangraya, Bukit Asam, Thungela Resources, Adaro Energy, Yanzhou Coal, and Yancoal Australia. Geo Energy Resources Limited, an investment holding company, engages in the mining, production, and trading of coal More
Geo Energy 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 Geo Energy'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 Geo Energy Resources upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0661 | |||
| Maximum Drawdown | 32.73 |
Geo Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Geo Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Geo Energy's standard deviation. In reality, there are many statistical measures that can use Geo Energy historical prices to predict the future Geo Energy's volatility.| Risk Adjusted Performance | 0.0428 | |||
| Jensen Alpha | 0.0661 | |||
| Total Risk Alpha | 0.6241 | |||
| Treynor Ratio | (0.20) |
Geo Energy Resources Backtested Returns
At this point, Geo Energy is out of control. Geo Energy Resources holds Efficiency (Sharpe) Ratio of 0.02, which attests that the entity had a 0.02 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Geo Energy Resources, which you can use to evaluate the volatility of the firm. Please check out Geo Energy's Market Risk Adjusted Performance of (0.19), risk adjusted performance of 0.0428, and Standard Deviation of 3.83 to validate if the risk estimate we provide is consistent with the expected return of 0.0769%. Geo Energy has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.72, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Geo Energy are expected to decrease at a much lower rate. During the bear market, Geo Energy is likely to outperform the market. Geo Energy Resources right now retains a risk of 3.84%. Please check out Geo Energy information ratio, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if Geo Energy will be following its current trending patterns.
Auto-correlation | -0.29 |
Weak reverse predictability
Geo Energy Resources has weak reverse predictability. Overlapping area represents the amount of predictability between Geo Energy 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 Geo Energy Resources price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Geo Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Geo Energy Resources lagged returns against current returns
Autocorrelation, which is Geo Energy 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 Geo Energy's pink sheet expected returns. We can calculate the autocorrelation of Geo Energy returns to help us make a trade decision. For example, suppose you find that Geo Energy 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 |
Geo Energy 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 Geo Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Geo Energy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Geo Energy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Geo Energy Lagged Returns
When evaluating Geo Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Geo Energy pink sheet have on its future price. Geo Energy 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, Geo Energy autocorrelation shows the relationship between Geo Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Geo Energy Resources.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Geo Pink Sheet
Geo Energy financial ratios help investors to determine whether Geo 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 Geo with respect to the benefits of owning Geo Energy security.