Globaltech Stock Market Value
| GLTK Stock | 1.98 0.01 0.50% |
| Symbol | GlobalTech |
GlobalTech '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 GlobalTech'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 GlobalTech.
| 10/28/2025 |
| 12/27/2025 |
If you would invest 0.00 in GlobalTech on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding GlobalTech or generate 0.0% return on investment in GlobalTech over 60 days.
GlobalTech 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 GlobalTech'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 GlobalTech upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.42 | |||
| Information Ratio | 0.0408 | |||
| Maximum Drawdown | 24.62 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 3.66 |
GlobalTech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GlobalTech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GlobalTech's standard deviation. In reality, there are many statistical measures that can use GlobalTech historical prices to predict the future GlobalTech's volatility.| Risk Adjusted Performance | 0.0542 | |||
| Jensen Alpha | 0.1982 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0176 | |||
| Treynor Ratio | 5.75 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of GlobalTech'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.
GlobalTech Backtested Returns
GlobalTech appears to be very risky, given 3 months investment horizon. GlobalTech holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for GlobalTech, which you can use to evaluate the volatility of the firm. Please utilize GlobalTech's Downside Deviation of 7.42, market risk adjusted performance of 5.76, and Risk Adjusted Performance of 0.0542 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, GlobalTech holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of 0.0349, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GlobalTech's returns are expected to increase less than the market. However, during the bear market, the loss of holding GlobalTech is expected to be smaller as well. Please check GlobalTech's maximum drawdown, as well as the relationship between the expected short fall and day median price , to make a quick decision on whether GlobalTech's current trending patterns will revert.
Auto-correlation | -0.32 |
Poor reverse predictability
GlobalTech has poor reverse predictability. Overlapping area represents the amount of predictability between GlobalTech time series from 28th of October 2025 to 27th of November 2025 and 27th of November 2025 to 27th 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 GlobalTech price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current GlobalTech price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
GlobalTech lagged returns against current returns
Autocorrelation, which is GlobalTech 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 GlobalTech's pink sheet expected returns. We can calculate the autocorrelation of GlobalTech returns to help us make a trade decision. For example, suppose you find that GlobalTech 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 |
GlobalTech 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 GlobalTech pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GlobalTech pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GlobalTech pink sheet over time.
Current vs Lagged Prices |
| Timeline |
GlobalTech Lagged Returns
When evaluating GlobalTech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GlobalTech pink sheet have on its future price. GlobalTech 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, GlobalTech autocorrelation shows the relationship between GlobalTech pink sheet current value and its past values and can show if there is a momentum factor associated with investing in GlobalTech.
Regressed Prices |
| Timeline |
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