Gelstat Corp Stock Market Value
| GSAC Stock | USD 0.0003 0.00 0.00% |
| Symbol | GelStat |
GelStat Corp '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 GelStat Corp'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 GelStat Corp.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in GelStat Corp on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding GelStat Corp or generate 0.0% return on investment in GelStat Corp over 90 days. GelStat Corporation, a consumer health care company, engages in the research, development, and marketing of over-the-cou... More
GelStat Corp 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 GelStat Corp'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 GelStat Corp upside and downside potential and time the market with a certain degree of confidence.
GelStat Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GelStat Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GelStat Corp's standard deviation. In reality, there are many statistical measures that can use GelStat Corp historical prices to predict the future GelStat Corp's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | 0.8819 | |||
| Treynor Ratio | (0.16) |
GelStat Corp Backtested Returns
GelStat Corp holds Efficiency (Sharpe) Ratio of -0.0164, which attests that the entity had a -0.0164 % return per unit of risk over the last 3 months. GelStat Corp exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out GelStat Corp's Market Risk Adjusted Performance of (0.15), standard deviation of 8.19, and Risk Adjusted Performance of (0.01) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.88, which attests to possible diversification benefits within a given portfolio. GelStat Corp returns are very sensitive to returns on the market. As the market goes up or down, GelStat Corp is expected to follow. At this point, GelStat Corp has a negative expected return of -0.13%. Please make sure to check out GelStat Corp's treynor ratio, as well as the relationship between the kurtosis and day typical price , to decide if GelStat Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.04 |
Very weak reverse predictability
GelStat Corp has very weak reverse predictability. Overlapping area represents the amount of predictability between GelStat Corp 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 GelStat Corp price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current GelStat Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
GelStat Corp lagged returns against current returns
Autocorrelation, which is GelStat Corp 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 GelStat Corp's pink sheet expected returns. We can calculate the autocorrelation of GelStat Corp returns to help us make a trade decision. For example, suppose you find that GelStat Corp 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 |
GelStat Corp 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 GelStat Corp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GelStat Corp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GelStat Corp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
GelStat Corp Lagged Returns
When evaluating GelStat Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GelStat Corp pink sheet have on its future price. GelStat Corp 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, GelStat Corp autocorrelation shows the relationship between GelStat Corp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in GelStat Corp.
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.Other Information on Investing in GelStat Pink Sheet
GelStat Corp financial ratios help investors to determine whether GelStat 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 GelStat with respect to the benefits of owning GelStat Corp security.