Greene Concepts Stock Market Value
| INKW Stock | USD 0 0.0001 7.69% |
| Symbol | Greene |
Greene Concepts '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 Greene Concepts' 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 Greene Concepts.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Greene Concepts on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Greene Concepts or generate 0.0% return on investment in Greene Concepts over 90 days. Greene Concepts is related to or competes with Zevia Pbc, Vita Coco, National Beverage, and Keurig Dr. Greene Concepts, Inc., through its subsidiary, Mammoth Ventures Inc More
Greene Concepts 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 Greene Concepts' 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 Greene Concepts upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.76 | |||
| Information Ratio | 0.0863 | |||
| Maximum Drawdown | 51.43 | |||
| Value At Risk | (14.29) | |||
| Potential Upside | 23.08 |
Greene Concepts Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Greene Concepts' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Greene Concepts' standard deviation. In reality, there are many statistical measures that can use Greene Concepts historical prices to predict the future Greene Concepts' volatility.| Risk Adjusted Performance | 0.0712 | |||
| Jensen Alpha | 0.8826 | |||
| Total Risk Alpha | 2.47 | |||
| Sortino Ratio | 0.0824 | |||
| Treynor Ratio | 0.7644 |
Greene Concepts Backtested Returns
Greene Concepts appears to be out of control, given 3 months investment horizon. Greene Concepts holds Efficiency (Sharpe) Ratio of 0.0786, which attests that the entity had a 0.0786 % return per unit of risk over the last 3 months. By evaluating Greene Concepts' technical indicators, you can evaluate if the expected return of 0.82% is justified by implied risk. Please utilize Greene Concepts' Downside Deviation of 10.76, risk adjusted performance of 0.0712, and Market Risk Adjusted Performance of 0.7744 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Greene Concepts holds a performance score of 6. The company retains a Market Volatility (i.e., Beta) of 0.97, which attests to possible diversification benefits within a given portfolio. Greene Concepts returns are very sensitive to returns on the market. As the market goes up or down, Greene Concepts is expected to follow. Please check Greene Concepts' total risk alpha, as well as the relationship between the downside variance and rate of daily change , to make a quick decision on whether Greene Concepts' current trending patterns will revert.
Auto-correlation | -0.6 |
Good reverse predictability
Greene Concepts has good reverse predictability. Overlapping area represents the amount of predictability between Greene Concepts 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 Greene Concepts price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Greene Concepts price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Greene Concepts lagged returns against current returns
Autocorrelation, which is Greene Concepts 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 Greene Concepts' pink sheet expected returns. We can calculate the autocorrelation of Greene Concepts returns to help us make a trade decision. For example, suppose you find that Greene Concepts 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 |
Greene Concepts 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 Greene Concepts pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Greene Concepts pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Greene Concepts pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Greene Concepts Lagged Returns
When evaluating Greene Concepts' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Greene Concepts pink sheet have on its future price. Greene Concepts 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, Greene Concepts autocorrelation shows the relationship between Greene Concepts pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Greene Concepts.
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.Additional Tools for Greene Pink Sheet Analysis
When running Greene Concepts' price analysis, check to measure Greene Concepts' 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 Greene Concepts is operating at the current time. Most of Greene Concepts' value examination focuses on studying past and present price action to predict the probability of Greene Concepts' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Greene Concepts' price. Additionally, you may evaluate how the addition of Greene Concepts to your portfolios can decrease your overall portfolio volatility.