Glacier Media Stock Market Value
| GLMFF Stock | USD 0.12 0.00 0.00% |
| Symbol | Glacier |
Glacier Media '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 Glacier Media'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 Glacier Media.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in Glacier Media on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding Glacier Media or generate 0.0% return on investment in Glacier Media over 720 days. Glacier Media is related to or competes with HUMANA, SCOR PK, Barloworld, Morningstar Unconstrained, High-yield Municipal, Thrivent High, and SPACE. Glacier Media Inc. operates as an information and marketing solutions company in Canada and the United States More
Glacier Media 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 Glacier Media'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 Glacier Media upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1226 | |||
| Maximum Drawdown | 41.18 |
Glacier Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Glacier Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Glacier Media's standard deviation. In reality, there are many statistical measures that can use Glacier Media historical prices to predict the future Glacier Media's volatility.| Risk Adjusted Performance | 0.1194 | |||
| Jensen Alpha | 0.9557 | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (1.13) |
Glacier Media Backtested Returns
Glacier Media appears to be out of control, given 3 months investment horizon. Glacier Media holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15% return per unit of standard deviation over the last 3 months. By evaluating Glacier Media's technical indicators, you can evaluate if the expected return of 0.91% is justified by implied risk. Please utilize Glacier Media's market risk adjusted performance of (1.12), and Risk Adjusted Performance of 0.1194 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Glacier Media holds a performance score of 11. The company retains a Market Volatility (i.e., Beta) of -0.77, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Glacier Media are expected to decrease at a much lower rate. During the bear market, Glacier Media is likely to outperform the market. Please check Glacier Media's coefficient of variation and the relationship between the information ratio and day median price , to make a quick decision on whether Glacier Media's current trending patterns will revert.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Glacier Media has insignificant reverse predictability. Overlapping area represents the amount of predictability between Glacier Media time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 to 26th of November 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 Glacier Media price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Glacier Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Glacier Media lagged returns against current returns
Autocorrelation, which is Glacier Media 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 Glacier Media's pink sheet expected returns. We can calculate the autocorrelation of Glacier Media returns to help us make a trade decision. For example, suppose you find that Glacier Media 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 |
Glacier Media 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 Glacier Media pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Glacier Media pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Glacier Media pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Glacier Media Lagged Returns
When evaluating Glacier Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Glacier Media pink sheet have on its future price. Glacier Media 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, Glacier Media autocorrelation shows the relationship between Glacier Media pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Glacier Media.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Glacier Pink Sheet
Glacier Media financial ratios help investors to determine whether Glacier 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 Glacier with respect to the benefits of owning Glacier Media security.