Greenville Federal Financial Stock Market Value
| GVFF Stock | USD 7.00 0.20 2.78% |
| Symbol | Greenville |
Greenville Federal '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 Greenville Federal'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 Greenville Federal.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in Greenville Federal on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding Greenville Federal Financial or generate 0.0% return on investment in Greenville Federal over 720 days. Greenville Federal is related to or competes with Piraeus Bank, Turkiye Garanti, and Uwharrie Capital. Greenville Federal Financial Corporation operates as the bank holding company for Greenville Federal that provides finan... More
Greenville Federal 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 Greenville Federal'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 Greenville Federal Financial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 9.03 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 2.94 |
Greenville Federal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Greenville Federal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Greenville Federal's standard deviation. In reality, there are many statistical measures that can use Greenville Federal historical prices to predict the future Greenville Federal's volatility.| Risk Adjusted Performance | 0.0646 | |||
| Jensen Alpha | 0.0792 | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | 1.55 |
Greenville Federal Backtested Returns
At this point, Greenville Federal is not too volatile. Greenville Federal holds Efficiency (Sharpe) Ratio of 0.0804, which attests that the entity had a 0.0804% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Greenville Federal, which you can use to evaluate the volatility of the firm. Please check out Greenville Federal's Risk Adjusted Performance of 0.0646, standard deviation of 1.21, and Market Risk Adjusted Performance of 1.56 to validate if the risk estimate we provide is consistent with the expected return of 0.0978%. Greenville Federal has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0557, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Greenville Federal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Greenville Federal is expected to be smaller as well. Greenville Federal right now retains a risk of 1.22%. Please check out Greenville Federal potential upside, and the relationship between the information ratio and rate of daily change , to decide if Greenville Federal will be following its current trending patterns.
Auto-correlation | -0.22 |
Weak reverse predictability
Greenville Federal Financial has weak reverse predictability. Overlapping area represents the amount of predictability between Greenville Federal time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Greenville Federal price movement. The serial correlation of -0.22 indicates that over 22.0% of current Greenville Federal price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
Greenville Federal lagged returns against current returns
Autocorrelation, which is Greenville Federal 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 Greenville Federal's pink sheet expected returns. We can calculate the autocorrelation of Greenville Federal returns to help us make a trade decision. For example, suppose you find that Greenville Federal 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 |
Greenville Federal 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 Greenville Federal pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Greenville Federal pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Greenville Federal pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Greenville Federal Lagged Returns
When evaluating Greenville Federal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Greenville Federal pink sheet have on its future price. Greenville Federal 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, Greenville Federal autocorrelation shows the relationship between Greenville Federal pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Greenville Federal Financial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Greenville Pink Sheet
Greenville Federal financial ratios help investors to determine whether Greenville 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 Greenville with respect to the benefits of owning Greenville Federal security.