Golden Agri-Resources' market value is the price at which a share of Golden Agri-Resources trades on a public exchange. It measures the collective expectations of Golden Agri Resources investors about its performance. Golden Agri-Resources is trading at 0.23 as of the 3rd of February 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 0.23. With this module, you can estimate the performance of a buy and hold strategy of Golden Agri Resources and determine expected loss or profit from investing in Golden Agri-Resources over a given investment horizon. Check out Golden Agri-Resources Correlation, Golden Agri-Resources Volatility and Golden Agri-Resources Alpha and Beta module to complement your research on Golden Agri-Resources.
Please note, there is a significant difference between Golden Agri-Resources' value and its price as these two are different measures arrived at by different means. Investors typically determine if Golden Agri-Resources is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Golden Agri-Resources' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Golden Agri-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 Golden Agri-Resources' 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 Golden Agri-Resources.
0.00
02/14/2023
No Change 0.00
0.0
In 1 year 11 months and 22 days
02/03/2025
0.00
If you would invest 0.00 in Golden Agri-Resources on February 14, 2023 and sell it all today you would earn a total of 0.00 from holding Golden Agri Resources or generate 0.0% return on investment in Golden Agri-Resources over 720 days. Golden Agri-Resources is related to or competes with Wilmar International, SLC Agricola, Brasilagro Adr, Alico, Edible Garden, Vital Farms, and Local Bounti. Golden Agri-Resources Ltd, an investment holding company, operates as an integrated palm oil plantation company in Europ... More
Golden Agri-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 Golden Agri-Resources' 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 Golden Agri Resources upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Golden Agri-Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Golden Agri-Resources' standard deviation. In reality, there are many statistical measures that can use Golden Agri-Resources historical prices to predict the future Golden Agri-Resources' volatility.
Golden Agri-Resources appears to be out of control, given 3 months investment horizon. Golden Agri Resources holds Efficiency (Sharpe) Ratio of 0.0482, which attests that the entity had a 0.0482 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Golden Agri Resources, which you can use to evaluate the volatility of the firm. Please utilize Golden Agri-Resources' Market Risk Adjusted Performance of (0.17), risk adjusted performance of 0.0491, and Standard Deviation of 8.56 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Golden Agri-Resources holds a performance score of 3. The company retains a Market Volatility (i.e., Beta) of -2.21, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Golden Agri-Resources are expected to decrease by larger amounts. On the other hand, during market turmoil, Golden Agri-Resources is expected to outperform it. Please check Golden Agri-Resources' standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and rate of daily change , to make a quick decision on whether Golden Agri-Resources' current trending patterns will revert.
Auto-correlation
-0.16
Insignificant reverse predictability
Golden Agri Resources has insignificant reverse predictability. Overlapping area represents the amount of predictability between Golden Agri-Resources time series from 14th of February 2023 to 9th of February 2024 and 9th of February 2024 to 3rd 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 Golden Agri Resources price movement. The serial correlation of -0.16 indicates that over 16.0% of current Golden Agri-Resources price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.16
Spearman Rank Test
0.22
Residual Average
0.0
Price Variance
0.0
Golden Agri Resources lagged returns against current returns
Autocorrelation, which is Golden Agri-Resources 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 Golden Agri-Resources' pink sheet expected returns. We can calculate the autocorrelation of Golden Agri-Resources returns to help us make a trade decision. For example, suppose you find that Golden Agri-Resources 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
Golden Agri-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 Golden Agri-Resources pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Golden Agri-Resources pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Golden Agri-Resources pink sheet over time.
Current vs Lagged Prices
Timeline
Golden Agri-Resources Lagged Returns
When evaluating Golden Agri-Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Golden Agri-Resources pink sheet have on its future price. Golden Agri-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, Golden Agri-Resources autocorrelation shows the relationship between Golden Agri-Resources pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Golden Agri Resources.
Other Information on Investing in Golden Pink Sheet
Golden Agri-Resources financial ratios help investors to determine whether Golden 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 Golden with respect to the benefits of owning Golden Agri-Resources security.