Gamma Resources Stock Market Value
| GAMA Stock | 0.11 0.02 15.38% |
| Symbol | Gamma |
Gamma Resources Price To Book Ratio
Gamma Resources '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 Gamma Resources' 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 Gamma Resources.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in Gamma Resources on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding Gamma Resources or generate 0.0% return on investment in Gamma Resources over 360 days. Gamma Resources is related to or competes with Evergold Corp, and K9 Gold. Gamma Resources is entity of Canada. It is traded as Stock on V exchange. More
Gamma Resources 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 Gamma Resources' 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 Gamma Resources upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 29.67 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 7.69 |
Gamma Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gamma Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gamma Resources' standard deviation. In reality, there are many statistical measures that can use Gamma Resources historical prices to predict the future Gamma Resources' volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.45) | |||
| Total Risk Alpha | (1.37) | |||
| Treynor Ratio | 0.3771 |
Gamma Resources Backtested Returns
Gamma Resources holds Efficiency (Sharpe) Ratio of -0.0872, which attests that the entity had a -0.0872 % return per unit of risk over the last 3 months. Gamma Resources exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Gamma Resources' Risk Adjusted Performance of (0.07), market risk adjusted performance of 0.3871, and Standard Deviation of 5.24 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -1.63, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Gamma Resources are expected to decrease by larger amounts. On the other hand, during market turmoil, Gamma Resources is expected to outperform it. At this point, Gamma Resources has a negative expected return of -0.47%. Please make sure to check out Gamma Resources' information ratio, total risk alpha, potential upside, as well as the relationship between the jensen alpha and treynor ratio , to decide if Gamma Resources performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Gamma Resources has no correlation between past and present. Overlapping area represents the amount of predictability between Gamma Resources time series from 21st of January 2025 to 20th of July 2025 and 20th of July 2025 to 16th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Gamma Resources price movement. The serial correlation of 0.0 indicates that just 0.0% of current Gamma Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Gamma Resources lagged returns against current returns
Autocorrelation, which is Gamma Resources 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 Gamma Resources' stock expected returns. We can calculate the autocorrelation of Gamma Resources returns to help us make a trade decision. For example, suppose you find that Gamma Resources 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 |
Gamma Resources 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 Gamma Resources stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gamma Resources stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gamma Resources stock over time.
Current vs Lagged Prices |
| Timeline |
Gamma Resources Lagged Returns
When evaluating Gamma Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gamma Resources stock have on its future price. Gamma Resources 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, Gamma Resources autocorrelation shows the relationship between Gamma Resources stock current value and its past values and can show if there is a momentum factor associated with investing in Gamma Resources.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Gamma Stock Analysis
When running Gamma Resources' price analysis, check to measure Gamma Resources' 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 Gamma Resources is operating at the current time. Most of Gamma Resources' value examination focuses on studying past and present price action to predict the probability of Gamma Resources' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gamma Resources' price. Additionally, you may evaluate how the addition of Gamma Resources to your portfolios can decrease your overall portfolio volatility.