Green Shift Commodities Stock Market Value
| GCOM Stock | 0.05 0.02 66.67% |
| Symbol | Green |
Green Shift Commodities Price To Book Ratio
Green Shift '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 Green Shift'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 Green Shift.
| 01/26/2024 |
| 01/15/2026 |
If you would invest 0.00 in Green Shift on January 26, 2024 and sell it all today you would earn a total of 0.00 from holding Green Shift Commodities or generate 0.0% return on investment in Green Shift over 720 days. Green Shift is related to or competes with Metalquest Mining. Green Shift is entity of Canada. It is traded as Stock on V exchange. More
Green Shift 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 Green Shift'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 Green Shift Commodities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 25.13 | |||
| Information Ratio | 0.0638 | |||
| Maximum Drawdown | 66.67 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 33.33 |
Green Shift Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Green Shift's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Green Shift's standard deviation. In reality, there are many statistical measures that can use Green Shift historical prices to predict the future Green Shift's volatility.| Risk Adjusted Performance | 0.06 | |||
| Jensen Alpha | 0.7989 | |||
| Total Risk Alpha | (1.36) | |||
| Sortino Ratio | 0.0404 | |||
| Treynor Ratio | 0.3788 |
Green Shift Commodities Backtested Returns
Green Shift is out of control given 3 months investment horizon. Green Shift Commodities holds Efficiency (Sharpe) Ratio of 0.094, which attests that the entity had a 0.094 % return per unit of risk over the last 3 months. We were able to break down and interpolate data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.5% are justified by taking the suggested risk. Use Green Shift Commodities Market Risk Adjusted Performance of 0.3888, downside deviation of 25.13, and Risk Adjusted Performance of 0.06 to evaluate company specific risk that cannot be diversified away. Green Shift holds a performance score of 7 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 2.97, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Green Shift will likely underperform. Use Green Shift Commodities semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to analyze future returns on Green Shift Commodities.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Green Shift Commodities has insignificant reverse predictability. Overlapping area represents the amount of predictability between Green Shift time series from 26th of January 2024 to 20th of January 2025 and 20th of January 2025 to 15th 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 Green Shift Commodities price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Green Shift price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Green Shift Commodities lagged returns against current returns
Autocorrelation, which is Green Shift 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 Green Shift's stock expected returns. We can calculate the autocorrelation of Green Shift returns to help us make a trade decision. For example, suppose you find that Green Shift 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 |
Green Shift 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 Green Shift stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Green Shift stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Green Shift stock over time.
Current vs Lagged Prices |
| Timeline |
Green Shift Lagged Returns
When evaluating Green Shift's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Green Shift stock have on its future price. Green Shift 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, Green Shift autocorrelation shows the relationship between Green Shift stock current value and its past values and can show if there is a momentum factor associated with investing in Green Shift Commodities.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Green Stock Analysis
When running Green Shift's price analysis, check to measure Green Shift's 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 Green Shift is operating at the current time. Most of Green Shift's value examination focuses on studying past and present price action to predict the probability of Green Shift's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Green Shift's price. Additionally, you may evaluate how the addition of Green Shift to your portfolios can decrease your overall portfolio volatility.