Generation Alpha Stock Market Value
| GNAL Stock | USD 0.0001 0.00 0.00% |
| Symbol | Generation |
Generation Alpha '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 Generation Alpha's otc stock 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 Generation Alpha.
| 01/12/2023 |
| 12/02/2024 |
If you would invest 0.00 in Generation Alpha on January 12, 2023 and sell it all today you would earn a total of 0.00 from holding Generation Alpha or generate 0.0% return on investment in Generation Alpha over 690 days. Generation Alpha is related to or competes with Legrand SA, Sunrise New, Alfen NV, ADS TEC, ABB, Ads Tec, and Tantalus Systems. Generation Alpha, Inc. focuses on the research, design, development, and manufacturing of indoor horticulture lighting, ... More
Generation Alpha 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 Generation Alpha's otc stock 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 Generation Alpha upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0896 | |||
| Maximum Drawdown | 266.67 |
Generation Alpha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Generation Alpha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Generation Alpha's standard deviation. In reality, there are many statistical measures that can use Generation Alpha historical prices to predict the future Generation Alpha's volatility.| Risk Adjusted Performance | 0.0818 | |||
| Jensen Alpha | 1.02 | |||
| Total Risk Alpha | (2.15) | |||
| Treynor Ratio | 0.2024 |
Generation Alpha Backtested Returns
Generation Alpha is out of control given 3 months investment horizon. Generation Alpha holds Efficiency (Sharpe) Ratio of 0.095, which attests that the entity had a 0.095% return per unit of risk over the last 3 months. We were able to analyze sixteen different technical indicators, which can help you to evaluate if expected returns of 2.82% are justified by taking the suggested risk. Use Generation Alpha Standard Deviation of 29.47, risk adjusted performance of 0.0818, and Market Risk Adjusted Performance of 0.2124 to evaluate company specific risk that cannot be diversified away. Generation Alpha holds a performance score of 7 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 13.68, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Generation Alpha will likely underperform. Use Generation Alpha variance, skewness, as well as the relationship between the Skewness and day typical price , to analyze future returns on Generation Alpha.
Auto-correlation | -0.02 |
Very weak reverse predictability
Generation Alpha has very weak reverse predictability. Overlapping area represents the amount of predictability between Generation Alpha time series from 12th of January 2023 to 23rd of December 2023 and 23rd of December 2023 to 2nd 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 Generation Alpha price movement. The serial correlation of -0.02 indicates that only 2.0% of current Generation Alpha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Generation Alpha lagged returns against current returns
Autocorrelation, which is Generation Alpha otc stock'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 Generation Alpha's otc stock expected returns. We can calculate the autocorrelation of Generation Alpha returns to help us make a trade decision. For example, suppose you find that Generation Alpha has exhibited high autocorrelation historically, and you observe that the otc stock 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 |
Generation Alpha 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 Generation Alpha otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Generation Alpha otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Generation Alpha otc stock over time.
Current vs Lagged Prices |
| Timeline |
Generation Alpha Lagged Returns
When evaluating Generation Alpha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Generation Alpha otc stock have on its future price. Generation Alpha 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, Generation Alpha autocorrelation shows the relationship between Generation Alpha otc stock current value and its past values and can show if there is a momentum factor associated with investing in Generation Alpha.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectOther Information on Investing in Generation OTC Stock
Generation Alpha financial ratios help investors to determine whether Generation OTC Stock 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 Generation with respect to the benefits of owning Generation Alpha security.