Glass House Brands Stock Market Value
| GHBWF Stock | USD 0.43 0.07 19.44% |
| Symbol | Glass |
Glass House '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 Glass House'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 Glass House.
| 07/01/2025 |
| 12/28/2025 |
If you would invest 0.00 in Glass House on July 1, 2025 and sell it all today you would earn a total of 0.00 from holding Glass House Brands or generate 0.0% return on investment in Glass House over 180 days. Glass House is related to or competes with Leef Brands, Medical Developments, Willow Biosciences, C21 Investments, and Bioqual. More
Glass House 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 Glass House'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 Glass House Brands upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 16.24 | |||
| Information Ratio | 0.0971 | |||
| Maximum Drawdown | 173.33 | |||
| Value At Risk | (26.67) | |||
| Potential Upside | 27.27 |
Glass House Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Glass House's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Glass House's standard deviation. In reality, there are many statistical measures that can use Glass House historical prices to predict the future Glass House's volatility.| Risk Adjusted Performance | 0.0804 | |||
| Jensen Alpha | 2.15 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.138 | |||
| Treynor Ratio | 1.07 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Glass House'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.
Glass House Brands Backtested Returns
Glass House is out of control given 3 months investment horizon. Glass House Brands holds Efficiency (Sharpe) Ratio of 0.0833, which attests that the entity had a 0.0833 % return per unit of standard deviation over the last 3 months. We are able to interpolate and break down thirty different technical indicators, which can help you to evaluate if expected returns of 1.92% are justified by taking the suggested risk. Use Glass House Brands risk adjusted performance of 0.0804, and Market Risk Adjusted Performance of 1.08 to evaluate company specific risk that cannot be diversified away. Glass House holds a performance score of 6 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 2.17, 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, Glass House will likely underperform. Use Glass House Brands value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to analyze future returns on Glass House Brands.
Auto-correlation | -0.62 |
Very good reverse predictability
Glass House Brands has very good reverse predictability. Overlapping area represents the amount of predictability between Glass House time series from 1st of July 2025 to 29th of September 2025 and 29th of September 2025 to 28th 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 Glass House Brands price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Glass House price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Glass House Brands lagged returns against current returns
Autocorrelation, which is Glass House 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 Glass House's pink sheet expected returns. We can calculate the autocorrelation of Glass House returns to help us make a trade decision. For example, suppose you find that Glass House 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 |
Glass House 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 Glass House pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Glass House pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Glass House pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Glass House Lagged Returns
When evaluating Glass House's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Glass House pink sheet have on its future price. Glass House 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, Glass House autocorrelation shows the relationship between Glass House pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Glass House Brands.
Regressed Prices |
| Timeline |
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Other Information on Investing in Glass Pink Sheet
Glass House financial ratios help investors to determine whether Glass 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 Glass with respect to the benefits of owning Glass House security.