Green Rain Energy Stock Market Value
| GREH Stock | 0.02 0 32.23% |
| Symbol | Green |
Green Rain '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 Green Rain'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 Green Rain.
| 11/19/2025 |
| 01/18/2026 |
If you would invest 0.00 in Green Rain on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding Green Rain Energy or generate 0.0% return on investment in Green Rain over 60 days.
Green Rain 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 Green Rain'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 Green Rain Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 18.34 | |||
| Information Ratio | 0.1442 | |||
| Maximum Drawdown | 193.24 | |||
| Value At Risk | (27.14) | |||
| Potential Upside | 38.1 |
Green Rain Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Green Rain's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Green Rain's standard deviation. In reality, there are many statistical measures that can use Green Rain historical prices to predict the future Green Rain's volatility.| Risk Adjusted Performance | 0.1121 | |||
| Jensen Alpha | 3.57 | |||
| Total Risk Alpha | 0.4901 | |||
| Sortino Ratio | 0.2274 | |||
| Treynor Ratio | 0.5544 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Green Rain'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.
Green Rain Energy Backtested Returns
Green Rain is out of control given 3 months investment horizon. Green Rain Energy holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18 % return per unit of risk over the last 3 months. We were able to analyze and collect data for thirty different technical indicators, which can help you to evaluate if expected returns of 5.15% are justified by taking the suggested risk. Use Green Rain Energy Downside Deviation of 18.34, risk adjusted performance of 0.1121, and Market Risk Adjusted Performance of 0.5644 to evaluate company specific risk that cannot be diversified away. Green Rain holds a performance score of 14 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 7.69, 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, Green Rain will likely underperform. Use Green Rain Energy downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to analyze future returns on Green Rain Energy.
Auto-correlation | -0.08 |
Very weak reverse predictability
Green Rain Energy has very weak reverse predictability. Overlapping area represents the amount of predictability between Green Rain 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 Green Rain Energy price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Green Rain price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Green Rain Energy lagged returns against current returns
Autocorrelation, which is Green Rain 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 Green Rain's pink sheet expected returns. We can calculate the autocorrelation of Green Rain returns to help us make a trade decision. For example, suppose you find that Green Rain 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 |
Green Rain 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 Green Rain pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Green Rain pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Green Rain pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Green Rain Lagged Returns
When evaluating Green Rain's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Green Rain pink sheet have on its future price. Green Rain 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, Green Rain autocorrelation shows the relationship between Green Rain pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Green Rain Energy.
Regressed Prices |
| Timeline |