Great Wall's market value is the price at which a share of Great Wall trades on a public exchange. It measures the collective expectations of Great Wall Motor investors about its performance. Great Wall is trading at 17.00 as of the 18th of January 2025; that is 4.94 percent increase since the beginning of the trading day. The stock's open price was 16.2. With this module, you can estimate the performance of a buy and hold strategy of Great Wall Motor and determine expected loss or profit from investing in Great Wall over a given investment horizon. Check out Great Wall Correlation, Great Wall Volatility and Great Wall Alpha and Beta module to complement your research on Great Wall.
Please note, there is a significant difference between Great Wall's value and its price as these two are different measures arrived at by different means. Investors typically determine if Great Wall is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Great Wall's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Great Wall '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 Great Wall'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 Great Wall.
0.00
12/19/2024
No Change 0.00
0.0
In 31 days
01/18/2025
0.00
If you would invest 0.00 in Great Wall on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Great Wall Motor or generate 0.0% return on investment in Great Wall over 30 days. Great Wall is related to or competes with Mullen Automotive, Tesla, Ford, Nio, Nissan, Geely Automobile, and Geely Automobile. Great Wall Motor Company Limited researches and develops, manufactures, and sells automobiles, and automotive parts and ... More
Great Wall 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 Great Wall'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 Great Wall Motor upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Great Wall's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Great Wall's standard deviation. In reality, there are many statistical measures that can use Great Wall historical prices to predict the future Great Wall's volatility.
At this stage we consider Great Pink Sheet to be somewhat reliable. Great Wall Motor holds Efficiency (Sharpe) Ratio of 0.0234, which attests that the entity had a 0.0234% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Great Wall Motor, which you can use to evaluate the volatility of the firm. Please check out Great Wall's insignificant Risk Adjusted Performance, standard deviation of 4.22, and Market Risk Adjusted Performance of 0.1779 to validate if the risk estimate we provide is consistent with the expected return of 0.0982%. Great Wall has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.4, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Great Wall are expected to decrease at a much lower rate. During the bear market, Great Wall is likely to outperform the market. Great Wall Motor right now retains a risk of 4.19%. Please check out Great Wall maximum drawdown, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Great Wall will be following its current trending patterns.
Auto-correlation
-0.34
Poor reverse predictability
Great Wall Motor has poor reverse predictability. Overlapping area represents the amount of predictability between Great Wall time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 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 Great Wall Motor price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Great Wall price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.34
Spearman Rank Test
-0.2
Residual Average
0.0
Price Variance
0.26
Great Wall Motor lagged returns against current returns
Autocorrelation, which is Great Wall 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 Great Wall's pink sheet expected returns. We can calculate the autocorrelation of Great Wall returns to help us make a trade decision. For example, suppose you find that Great Wall 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
Great Wall 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 Great Wall pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Great Wall pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Great Wall pink sheet over time.
Current vs Lagged Prices
Timeline
Great Wall Lagged Returns
When evaluating Great Wall's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Great Wall pink sheet have on its future price. Great Wall 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, Great Wall autocorrelation shows the relationship between Great Wall pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Great Wall Motor.
Regressed Prices
Timeline
Also Currently Popular
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.
When running Great Wall's price analysis, check to measure Great Wall's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Great Wall is operating at the current time. Most of Great Wall's value examination focuses on studying past and present price action to predict the probability of Great Wall's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Great Wall's price. Additionally, you may evaluate how the addition of Great Wall to your portfolios can decrease your overall portfolio volatility.