Graph Blockchain Stock Market Value
| REGRF Stock | USD 0.03 0.01 25.00% |
| Symbol | Graph |
Graph Blockchain '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 Graph Blockchain'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 Graph Blockchain.
| 12/23/2024 |
| 01/22/2025 |
If you would invest 0.00 in Graph Blockchain on December 23, 2024 and sell it all today you would earn a total of 0.00 from holding Graph Blockchain or generate 0.0% return on investment in Graph Blockchain over 30 days. Graph Blockchain is related to or competes with Progress Software, Eventbrite, Aware, Creative Realities, BASE, Computer Modelling, and Blackline Safety. Graph Blockchain Inc. operates as a blockchain development company More
Graph Blockchain 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 Graph Blockchain'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 Graph Blockchain upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 24.73 | |||
| Information Ratio | 0.0832 | |||
| Maximum Drawdown | 95.24 | |||
| Value At Risk | (15.54) | |||
| Potential Upside | 25.0 |
Graph Blockchain Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Graph Blockchain's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Graph Blockchain's standard deviation. In reality, there are many statistical measures that can use Graph Blockchain historical prices to predict the future Graph Blockchain's volatility.| Risk Adjusted Performance | 0.0818 | |||
| Jensen Alpha | 1.21 | |||
| Total Risk Alpha | 0.7758 | |||
| Sortino Ratio | 0.0486 | |||
| Treynor Ratio | 2.26 |
Graph Blockchain Backtested Returns
Graph Blockchain is out of control given 3 months investment horizon. Graph Blockchain holds Efficiency (Sharpe) Ratio of 0.0858, which attests that the entity had a 0.0858 % return per unit of standard deviation over the last 3 months. We were able to interpolate data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.24% are justified by taking the suggested risk. Use Graph Blockchain market risk adjusted performance of 2.27, and Risk Adjusted Performance of 0.0818 to evaluate company specific risk that cannot be diversified away. Graph Blockchain holds a performance score of 6 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 0.54, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Graph Blockchain's returns are expected to increase less than the market. However, during the bear market, the loss of holding Graph Blockchain is expected to be smaller as well. Use Graph Blockchain downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to analyze future returns on Graph Blockchain.
Auto-correlation | 1.00 |
Perfect predictability
Graph Blockchain has perfect predictability. Overlapping area represents the amount of predictability between Graph Blockchain time series from 23rd of December 2024 to 7th of January 2025 and 7th of January 2025 to 22nd 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 Graph Blockchain price movement. The serial correlation of 1.0 indicates that 100.0% of current Graph Blockchain price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Graph Blockchain lagged returns against current returns
Autocorrelation, which is Graph Blockchain 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 Graph Blockchain's pink sheet expected returns. We can calculate the autocorrelation of Graph Blockchain returns to help us make a trade decision. For example, suppose you find that Graph Blockchain 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 |
Graph Blockchain 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 Graph Blockchain pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Graph Blockchain pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Graph Blockchain pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Graph Blockchain Lagged Returns
When evaluating Graph Blockchain's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Graph Blockchain pink sheet have on its future price. Graph Blockchain 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, Graph Blockchain autocorrelation shows the relationship between Graph Blockchain pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Graph Blockchain.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Graph Pink Sheet
Graph Blockchain financial ratios help investors to determine whether Graph 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 Graph with respect to the benefits of owning Graph Blockchain security.