Ghst World Stock Market Value
| GHST Stock | USD 0.04 0.00 0.00% |
| Symbol | GHST |
GHST World '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 GHST World'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 GHST World.
| 11/19/2025 |
| 01/18/2026 |
If you would invest 0.00 in GHST World on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding GHST World or generate 0.0% return on investment in GHST World over 60 days. GHST World is related to or competes with Shonghoya Intl, CDTi Advanced, and BeijingWest Industries. GHST World Inc., together with its subsidiaries, markets and sells technologically enhanced sports equipment More
GHST World 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 GHST World'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 GHST World upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 15.06 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 50.29 | |||
| Value At Risk | (15.00) | |||
| Potential Upside | 17.65 |
GHST World Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GHST World's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GHST World's standard deviation. In reality, there are many statistical measures that can use GHST World historical prices to predict the future GHST World's volatility.| Risk Adjusted Performance | 0.014 | |||
| Jensen Alpha | 0.2954 | |||
| Total Risk Alpha | (1.03) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of GHST World'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.
GHST World Backtested Returns
Currently, GHST World is out of control. GHST World holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of volatility over the last 3 months. We have found twenty-five technical indicators for GHST World, which you can use to evaluate the volatility of the firm. Please check out GHST World's market risk adjusted performance of (0.01), and Risk Adjusted Performance of 0.014 to validate if the risk estimate we provide is consistent with the expected return of 0.0577%. The company retains a Market Volatility (i.e., Beta) of -2.74, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning GHST World are expected to decrease by larger amounts. On the other hand, during market turmoil, GHST World is expected to outperform it. GHST World currently retains a risk of 8.24%. Please check out GHST World jensen alpha, potential upside, as well as the relationship between the Potential Upside and rate of daily change , to decide if GHST World will be following its current trending patterns.
Auto-correlation | -0.08 |
Very weak reverse predictability
GHST World has very weak reverse predictability. Overlapping area represents the amount of predictability between GHST World time series from 19th of November 2025 to 19th of December 2025 and 19th of December 2025 to 18th 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 GHST World price movement. The serial correlation of -0.08 indicates that barely 8.0% of current GHST World price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
GHST World lagged returns against current returns
Autocorrelation, which is GHST World 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 GHST World's pink sheet expected returns. We can calculate the autocorrelation of GHST World returns to help us make a trade decision. For example, suppose you find that GHST World 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 |
GHST World 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 GHST World pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GHST World pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GHST World pink sheet over time.
Current vs Lagged Prices |
| Timeline |
GHST World Lagged Returns
When evaluating GHST World's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GHST World pink sheet have on its future price. GHST World 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, GHST World autocorrelation shows the relationship between GHST World pink sheet current value and its past values and can show if there is a momentum factor associated with investing in GHST World.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for GHST Pink Sheet Analysis
When running GHST World's price analysis, check to measure GHST World'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 GHST World is operating at the current time. Most of GHST World's value examination focuses on studying past and present price action to predict the probability of GHST World's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GHST World's price. Additionally, you may evaluate how the addition of GHST World to your portfolios can decrease your overall portfolio volatility.