Global Brokerage Stock Market Value
| GLBR Stock | USD 0.0001 0.00 0.00% |
| Symbol | Global |
Global Brokerage '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 Global Brokerage'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 Global Brokerage.
| 11/19/2025 |
| 01/18/2026 |
If you would invest 0.00 in Global Brokerage on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding Global Brokerage or generate 0.0% return on investment in Global Brokerage over 60 days. Global Brokerage, Inc., through its subsidiaries, provides online foreign exchange trading, contracts for difference tra... More
Global Brokerage 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 Global Brokerage'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 Global Brokerage upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1056 | |||
| Maximum Drawdown | 480.0 |
Global Brokerage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Brokerage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Brokerage's standard deviation. In reality, there are many statistical measures that can use Global Brokerage historical prices to predict the future Global Brokerage's volatility.| Risk Adjusted Performance | 0.0843 | |||
| Jensen Alpha | 6.94 | |||
| Total Risk Alpha | (1.20) | |||
| Treynor Ratio | (0.38) |
Global Brokerage Backtested Returns
Global Brokerage is out of control given 3 months investment horizon. Global Brokerage holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have analyzed seventeen different technical indicators, which can help you to evaluate if expected returns of 5.69% are justified by taking the suggested risk. Use Global Brokerage Market Risk Adjusted Performance of (0.37), standard deviation of 52.16, and Risk Adjusted Performance of 0.0843 to evaluate company specific risk that cannot be diversified away. Global Brokerage holds a performance score of 8 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -14.92, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Global Brokerage are expected to decrease by larger amounts. On the other hand, during market turmoil, Global Brokerage is expected to outperform it. Use Global Brokerage information ratio and rate of daily change , to analyze future returns on Global Brokerage.
Auto-correlation | 0.29 |
Poor predictability
Global Brokerage has poor predictability. Overlapping area represents the amount of predictability between Global Brokerage 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 Global Brokerage price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Global Brokerage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Global Brokerage lagged returns against current returns
Autocorrelation, which is Global Brokerage 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 Global Brokerage's pink sheet expected returns. We can calculate the autocorrelation of Global Brokerage returns to help us make a trade decision. For example, suppose you find that Global Brokerage 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 |
Global Brokerage 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 Global Brokerage pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Global Brokerage pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Global Brokerage pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Global Brokerage Lagged Returns
When evaluating Global Brokerage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Global Brokerage pink sheet have on its future price. Global Brokerage 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, Global Brokerage autocorrelation shows the relationship between Global Brokerage pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Global Brokerage.
Regressed Prices |
| Timeline |
Additional Tools for Global Pink Sheet Analysis
When running Global Brokerage's price analysis, check to measure Global Brokerage'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 Global Brokerage is operating at the current time. Most of Global Brokerage's value examination focuses on studying past and present price action to predict the probability of Global Brokerage's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Global Brokerage's price. Additionally, you may evaluate how the addition of Global Brokerage to your portfolios can decrease your overall portfolio volatility.