Grainger Plc Stock Market Value
| GRGTF Stock | USD 2.30 0.00 0.00% |
| Symbol | Grainger |
Grainger Plc '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 Grainger Plc'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 Grainger Plc.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Grainger Plc on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Grainger plc or generate 0.0% return on investment in Grainger Plc over 30 days. Grainger Plc is related to or competes with Savills Plc, Sirius Real, Wihlborgs Fastigheter, Grand City, Deutsche EuroShop, Altus Group, and Entra ASA. Grainger plc, together with its subsidiaries, designs, owns, operates, manages, and rents residential properties in the ... More
Grainger Plc 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 Grainger Plc'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 Grainger plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 10.74 |
Grainger Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grainger Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grainger Plc's standard deviation. In reality, there are many statistical measures that can use Grainger Plc historical prices to predict the future Grainger Plc's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | 0.7008 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Grainger Plc'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.
Grainger plc Backtested Returns
Grainger plc holds Efficiency (Sharpe) Ratio of -0.0868, which attests that the entity had a -0.0868 % return per unit of standard deviation over the last 3 months. Grainger plc exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Grainger Plc's risk adjusted performance of (0.06), and Market Risk Adjusted Performance of 0.7108 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Grainger Plc are expected to decrease at a much lower rate. During the bear market, Grainger Plc is likely to outperform the market. At this point, Grainger plc has a negative expected return of -0.0943%. Please make sure to check out Grainger Plc's standard deviation, as well as the relationship between the maximum drawdown and day median price , to decide if Grainger plc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Grainger plc has no correlation between past and present. Overlapping area represents the amount of predictability between Grainger Plc time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Grainger plc price movement. The serial correlation of 0.0 indicates that just 0.0% of current Grainger Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Grainger plc lagged returns against current returns
Autocorrelation, which is Grainger Plc 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 Grainger Plc's pink sheet expected returns. We can calculate the autocorrelation of Grainger Plc returns to help us make a trade decision. For example, suppose you find that Grainger Plc 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 |
Grainger Plc 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 Grainger Plc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grainger Plc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grainger Plc pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Grainger Plc Lagged Returns
When evaluating Grainger Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grainger Plc pink sheet have on its future price. Grainger Plc 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, Grainger Plc autocorrelation shows the relationship between Grainger Plc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Grainger plc.
Regressed Prices |
| Timeline |
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Other Information on Investing in Grainger Pink Sheet
Grainger Plc financial ratios help investors to determine whether Grainger 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 Grainger with respect to the benefits of owning Grainger Plc security.