Gtfn Holdings Stock Market Value
| BTOW Stock | USD 0.06 0.00 0.00% |
| Symbol | GTFN |
GTFN Holdings '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 GTFN Holdings' 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 GTFN Holdings.
| 01/04/2024 |
| 12/24/2025 |
If you would invest 0.00 in GTFN Holdings on January 4, 2024 and sell it all today you would earn a total of 0.00 from holding GTFN Holdings or generate 0.0% return on investment in GTFN Holdings over 720 days. GTFN Holdings is related to or competes with Saxon Capital, Theglobe, Symphony International, Legacy Ventures, Exchange Bank, Pekin Life, and First Northern. GTFN Holdings, Inc. produces and distributes motion pictures and television entertainment More
GTFN Holdings 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 GTFN Holdings' 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 GTFN Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1601 | |||
| Maximum Drawdown | 38.81 |
GTFN Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GTFN Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GTFN Holdings' standard deviation. In reality, there are many statistical measures that can use GTFN Holdings historical prices to predict the future GTFN Holdings' volatility.| Risk Adjusted Performance | 0.1297 | |||
| Jensen Alpha | 0.9369 | |||
| Total Risk Alpha | 0.4858 | |||
| Treynor Ratio | 5.3 |
GTFN Holdings Backtested Returns
GTFN Holdings appears to be out of control, given 3 months investment horizon. GTFN Holdings holds Efficiency (Sharpe) Ratio of 0.17, which attests that the entity had a 0.17 % return per unit of return volatility over the last 3 months. By analyzing GTFN Holdings' technical indicators, you can evaluate if the expected return of 0.96% is justified by implied risk. Please utilize GTFN Holdings' Market Risk Adjusted Performance of 5.31, coefficient of variation of 579.88, and Risk Adjusted Performance of 0.1297 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, GTFN Holdings holds a performance score of 13. The company retains a Market Volatility (i.e., Beta) of 0.18, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GTFN Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding GTFN Holdings is expected to be smaller as well. Please check GTFN Holdings' mean deviation and maximum drawdown , to make a quick decision on whether GTFN Holdings' current trending patterns will revert.
Auto-correlation | 0.52 |
Modest predictability
GTFN Holdings has modest predictability. Overlapping area represents the amount of predictability between GTFN Holdings time series from 4th of January 2024 to 29th of December 2024 and 29th of December 2024 to 24th of December 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 GTFN Holdings price movement. The serial correlation of 0.52 indicates that about 52.0% of current GTFN Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
GTFN Holdings lagged returns against current returns
Autocorrelation, which is GTFN Holdings 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 GTFN Holdings' pink sheet expected returns. We can calculate the autocorrelation of GTFN Holdings returns to help us make a trade decision. For example, suppose you find that GTFN Holdings 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 |
GTFN Holdings 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 GTFN Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GTFN Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GTFN Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
GTFN Holdings Lagged Returns
When evaluating GTFN Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GTFN Holdings pink sheet have on its future price. GTFN Holdings 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, GTFN Holdings autocorrelation shows the relationship between GTFN Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in GTFN Holdings.
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 GTFN Pink Sheet Analysis
When running GTFN Holdings' price analysis, check to measure GTFN Holdings' 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 GTFN Holdings is operating at the current time. Most of GTFN Holdings' value examination focuses on studying past and present price action to predict the probability of GTFN Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GTFN Holdings' price. Additionally, you may evaluate how the addition of GTFN Holdings to your portfolios can decrease your overall portfolio volatility.