Geo Js Tech Stock Market Value
| GJST Stock | USD 0 0.0003 9.09% |
| Symbol | GEO |
GEO JS '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 GEO JS'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 GEO JS.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in GEO JS on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding GEO JS Tech or generate 0.0% return on investment in GEO JS over 30 days. GEO JS is related to or competes with Northern Dynasty, Adriatic Metals, Almonty Industries, Amarc Resources, Silver X, Solitario Exploration, and Westwater Resources. GEO JS Tech Group Corp. engages in the exploration of sand, stone, and iron minerals in Mexico and Malaysia More
GEO JS 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 GEO JS'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 GEO JS Tech upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 19.09 |
GEO JS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GEO JS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GEO JS's standard deviation. In reality, there are many statistical measures that can use GEO JS historical prices to predict the future GEO JS's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.41) | |||
| Total Risk Alpha | (0.82) | |||
| Treynor Ratio | (3.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of GEO JS'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.
GEO JS Tech Backtested Returns
GEO JS Tech holds Efficiency (Sharpe) Ratio of -0.13, which attests that the entity had a -0.13% return per unit of volatility over the last 3 months. GEO JS Tech exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out GEO JS's market risk adjusted performance of (3.04), and Risk Adjusted Performance of (0.09) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GEO JS's returns are expected to increase less than the market. However, during the bear market, the loss of holding GEO JS is expected to be smaller as well. At this point, GEO JS Tech has a negative expected return of -0.4%. Please make sure to check out GEO JS's information ratio and rate of daily change , to decide if GEO JS Tech performance from the past will be repeated in the future.
Auto-correlation | 0.20 |
Weak predictability
GEO JS Tech has weak predictability. Overlapping area represents the amount of predictability between GEO JS time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of GEO JS Tech price movement. The serial correlation of 0.2 indicates that over 20.0% of current GEO JS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
GEO JS Tech lagged returns against current returns
Autocorrelation, which is GEO JS 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 GEO JS's pink sheet expected returns. We can calculate the autocorrelation of GEO JS returns to help us make a trade decision. For example, suppose you find that GEO JS 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 |
GEO JS 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 GEO JS pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GEO JS pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GEO JS pink sheet over time.
Current vs Lagged Prices |
| Timeline |
GEO JS Lagged Returns
When evaluating GEO JS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GEO JS pink sheet have on its future price. GEO JS 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, GEO JS autocorrelation shows the relationship between GEO JS pink sheet current value and its past values and can show if there is a momentum factor associated with investing in GEO JS Tech.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for GEO Pink Sheet Analysis
When running GEO JS's price analysis, check to measure GEO JS'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 GEO JS is operating at the current time. Most of GEO JS's value examination focuses on studying past and present price action to predict the probability of GEO JS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GEO JS's price. Additionally, you may evaluate how the addition of GEO JS to your portfolios can decrease your overall portfolio volatility.