Geely Automobile Holdings Stock Market Value
| GELYF Stock | USD 2.15 0.04 1.83% |
| Symbol | Geely |
Geely Automobile '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 Geely Automobile'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 Geely Automobile.
| 01/25/2025 |
| 01/20/2026 |
If you would invest 0.00 in Geely Automobile on January 25, 2025 and sell it all today you would earn a total of 0.00 from holding Geely Automobile Holdings or generate 0.0% return on investment in Geely Automobile over 360 days. Geely Automobile is related to or competes with Great Wall, Compagnie Generale, Suzuki, XPeng, Suzuki, Great Wall, and Compagnie Gnrale. Geely Automobile Holdings Limited, an investment holding company, operates as an automobile manufacturer primarily in th... More
Geely Automobile 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 Geely Automobile'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 Geely Automobile Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 10.42 | |||
| Value At Risk | (4.02) | |||
| Potential Upside | 3.23 |
Geely Automobile Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Geely Automobile's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Geely Automobile's standard deviation. In reality, there are many statistical measures that can use Geely Automobile historical prices to predict the future Geely Automobile's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.42) | |||
| Treynor Ratio | 0.6718 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Geely Automobile's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Geely Automobile Holdings Backtested Returns
Geely Automobile Holdings holds Efficiency (Sharpe) Ratio of -0.0916, which attests that the entity had a -0.0916 % return per unit of risk over the last 3 months. Geely Automobile Holdings exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Geely Automobile's Standard Deviation of 2.3, risk adjusted performance of (0.06), and Market Risk Adjusted Performance of 0.6818 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.33, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Geely Automobile are expected to decrease at a much lower rate. During the bear market, Geely Automobile is likely to outperform the market. At this point, Geely Automobile Holdings has a negative expected return of -0.21%. Please make sure to check out Geely Automobile's total risk alpha, as well as the relationship between the kurtosis and day typical price , to decide if Geely Automobile Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.31 |
Poor reverse predictability
Geely Automobile Holdings has poor reverse predictability. Overlapping area represents the amount of predictability between Geely Automobile time series from 25th of January 2025 to 24th of July 2025 and 24th of July 2025 to 20th 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 Geely Automobile Holdings price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Geely Automobile price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Geely Automobile Holdings lagged returns against current returns
Autocorrelation, which is Geely Automobile 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 Geely Automobile's pink sheet expected returns. We can calculate the autocorrelation of Geely Automobile returns to help us make a trade decision. For example, suppose you find that Geely Automobile 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 |
Geely Automobile 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 Geely Automobile pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Geely Automobile pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Geely Automobile pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Geely Automobile Lagged Returns
When evaluating Geely Automobile's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Geely Automobile pink sheet have on its future price. Geely Automobile 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, Geely Automobile autocorrelation shows the relationship between Geely Automobile pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Geely Automobile Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Geely Pink Sheet
Geely Automobile financial ratios help investors to determine whether Geely 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 Geely with respect to the benefits of owning Geely Automobile security.