Great American Food Stock Market Value
| GAMN Stock | USD 0.09 0.07 260.00% |
| Symbol | Great |
Great American '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 Great American'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 Great American.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Great American on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Great American Food or generate 0.0% return on investment in Great American over 180 days. The Great American Food Chain, Inc., a restaurant holding company, engages in the development and expansion of independe... More
Great American 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 Great American'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 Great American Food upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1228 | |||
| Maximum Drawdown | 233.33 |
Great American Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Great American's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Great American's standard deviation. In reality, there are many statistical measures that can use Great American historical prices to predict the future Great American's volatility.| Risk Adjusted Performance | 0.0976 | |||
| Jensen Alpha | 4.06 | |||
| Total Risk Alpha | 1.2 | |||
| Treynor Ratio | (0.44) |
Great American Food Backtested Returns
Great American is out of control given 3 months investment horizon. Great American Food holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15 % return per unit of risk over the last 3 months. We have collected data for nineteen different technical indicators, which can help you to evaluate if expected returns of 6.75% are justified by taking the suggested risk. Use Great American Food Market Risk Adjusted Performance of (0.43), risk adjusted performance of 0.0976, and Standard Deviation of 28.73 to evaluate company specific risk that cannot be diversified away. Great American holds a performance score of 11 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -8.13, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Great American are expected to decrease by larger amounts. On the other hand, during market turmoil, Great American is expected to outperform it. Use Great American Food mean deviation, jensen alpha, as well as the relationship between the Jensen Alpha and rate of daily change , to analyze future returns on Great American Food.
Auto-correlation | -0.55 |
Good reverse predictability
Great American Food has good reverse predictability. Overlapping area represents the amount of predictability between Great American time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Great American Food price movement. The serial correlation of -0.55 indicates that about 55.0% of current Great American price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Great American Food lagged returns against current returns
Autocorrelation, which is Great American 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 Great American's pink sheet expected returns. We can calculate the autocorrelation of Great American returns to help us make a trade decision. For example, suppose you find that Great American 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 |
Great American 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 Great American pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Great American pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Great American pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Great American Lagged Returns
When evaluating Great American's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Great American pink sheet have on its future price. Great American 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, Great American autocorrelation shows the relationship between Great American pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Great American Food.
Regressed Prices |
| Timeline |
Pair Trading with Great American
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Great American position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Great American will appreciate offsetting losses from the drop in the long position's value.Moving together with Great Pink Sheet
Moving against Great Pink Sheet
| 0.84 | CMPGY | Compass Group PLC | PairCorr |
| 0.83 | CMPGF | Compass Group PLC | PairCorr |
| 0.4 | CMG | Chipotle Mexican Grill | PairCorr |
| 0.37 | DECAU | Denali Capital Acqui | PairCorr |
The ability to find closely correlated positions to Great American could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Great American when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Great American - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Great American Food to buy it.
The correlation of Great American is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Great American moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Great American Food moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Great American can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Great Pink Sheet
Great American financial ratios help investors to determine whether Great 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 Great with respect to the benefits of owning Great American security.