Great Pacific Gold Stock Market Value
| GPAC Stock | 0.45 0.01 2.17% |
| Symbol | Great |
Great Pacific '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 Great Pacific's 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 Great Pacific.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in Great Pacific on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding Great Pacific Gold or generate 0.0% return on investment in Great Pacific over 570 days. Great Pacific is related to or competes with Pasofino Gold, Abcourt Mines, Red Pine, Tectonic Metals, Scorpio Gold, Sokoman Minerals, and Allegiant Gold. Great Pacific is entity of Canada. It is traded as Stock on V exchange. More
Great Pacific 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 Great Pacific's 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 Great Pacific Gold upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 31.04 | |||
| Value At Risk | (8.00) | |||
| Potential Upside | 6.98 |
Great Pacific Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Great Pacific's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Great Pacific's standard deviation. In reality, there are many statistical measures that can use Great Pacific historical prices to predict the future Great Pacific's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.65) | |||
| Treynor Ratio | (0.17) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Great Pacific'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.
Great Pacific Gold Backtested Returns
Great Pacific Gold holds Efficiency (Sharpe) Ratio of -0.071, which attests that the entity had a -0.071 % return per unit of risk over the last 3 months. Great Pacific Gold exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Great Pacific's Risk Adjusted Performance of (0.02), standard deviation of 5.22, and Market Risk Adjusted Performance of (0.16) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.17, 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, Great Pacific will likely underperform. At this point, Great Pacific Gold has a negative expected return of -0.34%. Please make sure to check out Great Pacific's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Great Pacific Gold performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.62 |
Very good reverse predictability
Great Pacific Gold has very good reverse predictability. Overlapping area represents the amount of predictability between Great Pacific time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st 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 Great Pacific Gold price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Great Pacific price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Great Pacific Gold lagged returns against current returns
Autocorrelation, which is Great Pacific 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 Great Pacific's stock expected returns. We can calculate the autocorrelation of Great Pacific returns to help us make a trade decision. For example, suppose you find that Great Pacific has exhibited high autocorrelation historically, and you observe that the 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 |
Great Pacific 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 Great Pacific stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Great Pacific stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Great Pacific stock over time.
Current vs Lagged Prices |
| Timeline |
Great Pacific Lagged Returns
When evaluating Great Pacific's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Great Pacific stock have on its future price. Great Pacific 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, Great Pacific autocorrelation shows the relationship between Great Pacific stock current value and its past values and can show if there is a momentum factor associated with investing in Great Pacific Gold.
Regressed Prices |
| Timeline |
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Additional Tools for Great Stock Analysis
When running Great Pacific's price analysis, check to measure Great Pacific'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 Great Pacific is operating at the current time. Most of Great Pacific's value examination focuses on studying past and present price action to predict the probability of Great Pacific's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Great Pacific's price. Additionally, you may evaluate how the addition of Great Pacific to your portfolios can decrease your overall portfolio volatility.