GRAPHITE ONE (Germany) Market Value
| 2JCA Stock | EUR 0.67 0.03 4.69% |
| Symbol | GRAPHITE |
GRAPHITE ONE '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 GRAPHITE ONE's stock 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 GRAPHITE ONE.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in GRAPHITE ONE on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding GRAPHITE ONE INC or generate 0.0% return on investment in GRAPHITE ONE over 30 days. GRAPHITE ONE is related to or competes with CALTAGIRONE EDITORE, CREDIT AGRICOLE, Takarék Jelzálogbank, BANK OCHINA, COREBRIDGE FINANCIAL, and Commonwealth Bank. Graphite One Inc. engages in the acquisition, exploration, and evaluation of graphitic mineral properties in the United ... More
GRAPHITE ONE 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 GRAPHITE ONE's stock 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 GRAPHITE ONE INC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.99 | |||
| Information Ratio | 0.0883 | |||
| Maximum Drawdown | 36.22 | |||
| Value At Risk | (9.43) | |||
| Potential Upside | 9.84 |
GRAPHITE ONE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GRAPHITE ONE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GRAPHITE ONE's standard deviation. In reality, there are many statistical measures that can use GRAPHITE ONE historical prices to predict the future GRAPHITE ONE's volatility.| Risk Adjusted Performance | 0.0742 | |||
| Jensen Alpha | 0.5304 | |||
| Total Risk Alpha | 0.5787 | |||
| Sortino Ratio | 0.0762 | |||
| Treynor Ratio | 0.7335 |
GRAPHITE ONE INC Backtested Returns
GRAPHITE ONE appears to be out of control, given 3 months investment horizon. GRAPHITE ONE INC retains Efficiency (Sharpe Ratio) of 0.0805, which attests that the entity had a 0.0805 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for GRAPHITE ONE, which you can use to evaluate the volatility of the firm. Please utilize GRAPHITE ONE's Semi Deviation of 5.49, coefficient of variation of 1124.96, and Market Risk Adjusted Performance of 0.7435 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, GRAPHITE ONE holds a performance score of 6. The company owns a Beta (Systematic Risk) of 0.72, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, GRAPHITE ONE's returns are expected to increase less than the market. However, during the bear market, the loss of holding GRAPHITE ONE is expected to be smaller as well. Please check GRAPHITE ONE's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether GRAPHITE ONE's current price history will revert.
Auto-correlation | 0.25 |
Poor predictability
GRAPHITE ONE INC has poor predictability. Overlapping area represents the amount of predictability between GRAPHITE ONE 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 GRAPHITE ONE INC price movement. The serial correlation of 0.25 indicates that over 25.0% of current GRAPHITE ONE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
GRAPHITE ONE INC lagged returns against current returns
Autocorrelation, which is GRAPHITE ONE stock'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 GRAPHITE ONE's stock expected returns. We can calculate the autocorrelation of GRAPHITE ONE returns to help us make a trade decision. For example, suppose you find that GRAPHITE ONE has exhibited high autocorrelation historically, and you observe that the stock 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 |
GRAPHITE ONE 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 GRAPHITE ONE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GRAPHITE ONE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GRAPHITE ONE stock over time.
Current vs Lagged Prices |
| Timeline |
GRAPHITE ONE Lagged Returns
When evaluating GRAPHITE ONE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GRAPHITE ONE stock have on its future price. GRAPHITE ONE 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, GRAPHITE ONE autocorrelation shows the relationship between GRAPHITE ONE stock current value and its past values and can show if there is a momentum factor associated with investing in GRAPHITE ONE INC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in GRAPHITE Stock
GRAPHITE ONE financial ratios help investors to determine whether GRAPHITE Stock 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 GRAPHITE with respect to the benefits of owning GRAPHITE ONE security.