Ghst World Stock Market Value
| GHST Stock | USD 0.04 0.01 21.21% |
| 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.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in GHST World on November 26, 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 30 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 | 16.88 | |||
| Information Ratio | 0.0522 | |||
| Maximum Drawdown | 64.1 | |||
| Value At Risk | (18.18) | |||
| Potential Upside | 27.78 |
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 | 0.0509 | |||
| Jensen Alpha | 0.6873 | |||
| Total Risk Alpha | (0.49) | |||
| Sortino Ratio | 0.0366 | |||
| Treynor Ratio | 32.19 |
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
GHST World appears to be out of control, given 3 months investment horizon. GHST World holds Efficiency (Sharpe) Ratio of 0.0646, which attests that the entity had a 0.0646 % return per unit of volatility over the last 3 months. By analyzing GHST World's technical indicators, you can evaluate if the expected return of 0.69% is justified by implied risk. Please utilize GHST World's market risk adjusted performance of 32.2, and Risk Adjusted Performance of 0.0509 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, GHST World holds a performance score of 5. The company retains a Market Volatility (i.e., Beta) of 0.0214, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GHST World's returns are expected to increase less than the market. However, during the bear market, the loss of holding GHST World is expected to be smaller as well. Please check GHST World's jensen alpha, potential upside, as well as the relationship between the Potential Upside and daily balance of power , to make a quick decision on whether GHST World's current trending patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
GHST World has no correlation between past and present. Overlapping area represents the amount of predictability between GHST World time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 GHST World price movement. The serial correlation of 0.0 indicates that just 0.0% of current GHST World price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.86 | |
| 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
Explore Investment Opportunities
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.