Gbt Technologies Stock Market Value
GBT Technologies' market value is the price at which a share of GBT Technologies trades on a public exchange. It measures the collective expectations of GBT Technologies investors about its performance. With this module, you can estimate the performance of a buy and hold strategy of GBT Technologies and determine expected loss or profit from investing in GBT Technologies over a given investment horizon. Check out GBT Technologies Correlation, GBT Technologies Volatility and GBT Technologies Alpha and Beta module to complement your research on GBT Technologies.
| Symbol | GBT |
GBT Technologies '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 GBT Technologies' 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 GBT Technologies.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in GBT Technologies on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding GBT Technologies or generate 0.0% return on investment in GBT Technologies over 30 days. GBT Technologies is related to or competes with Castellum, Soluna Holdings, Kontrol Technologies, Appen, and Usio. GBT Technologies Inc. develops Internet of Things and artificial intelligence enabled networking and tracking technologi... More
GBT Technologies 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 GBT Technologies' 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 GBT Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 81.65 | |||
| Information Ratio | 0.2165 | |||
| Maximum Drawdown | 1100.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 100.0 |
GBT Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GBT Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GBT Technologies' standard deviation. In reality, there are many statistical measures that can use GBT Technologies historical prices to predict the future GBT Technologies' volatility.| Risk Adjusted Performance | 0.1693 | |||
| Jensen Alpha | 48.58 | |||
| Total Risk Alpha | 50.28 | |||
| Sortino Ratio | 0.5919 | |||
| Treynor Ratio | 1.22 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of GBT Technologies' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
GBT Technologies Backtested Returns
GBT Technologies is out of control given 3 months investment horizon. GBT Technologies holds Efficiency (Sharpe) Ratio of 0.22, which attests that the company had a 0.22 % return per unit of volatility over the last 3 months. We were able to break down twenty-one different technical indicators, which can help you to evaluate if expected returns of 48.33% are justified by taking the suggested risk. Use GBT Technologies semi deviation of 26.83, and Market Risk Adjusted Performance of 1.23 to evaluate company specific risk that cannot be diversified away. GBT Technologies holds a performance score of 17 on a scale of zero to a hundred. The firm retains a Market Volatility (i.e., Beta) of 39.77, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, GBT Technologies will likely underperform. Use GBT Technologies variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and semi variance , to analyze future returns on GBT Technologies.
Auto-correlation | -0.09 |
Very weak reverse predictability
GBT Technologies has very weak reverse predictability. Overlapping area represents the amount of predictability between GBT Technologies time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 GBT Technologies price movement. The serial correlation of -0.09 indicates that less than 9.0% of current GBT Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | 0.96 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
GBT Technologies lagged returns against current returns
Autocorrelation, which is GBT Technologies 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 GBT Technologies' pink sheet expected returns. We can calculate the autocorrelation of GBT Technologies returns to help us make a trade decision. For example, suppose you find that GBT Technologies 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 |
GBT Technologies 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 GBT Technologies pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GBT Technologies pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GBT Technologies pink sheet over time.
Current vs Lagged Prices |
| Timeline |
GBT Technologies Lagged Returns
When evaluating GBT Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GBT Technologies pink sheet have on its future price. GBT Technologies 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, GBT Technologies autocorrelation shows the relationship between GBT Technologies pink sheet current value and its past values and can show if there is a momentum factor associated with investing in GBT Technologies.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in GBT Pink Sheet
GBT Technologies financial ratios help investors to determine whether GBT 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 GBT with respect to the benefits of owning GBT Technologies security.