Grown Rogue International Stock Market Value
| GRUSF Stock | USD 0.40 0.01 2.44% |
| Symbol | Grown |
Grown Rogue '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 Grown Rogue'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 Grown Rogue.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in Grown Rogue on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding Grown Rogue International or generate 0.0% return on investment in Grown Rogue over 30 days. Grown Rogue is related to or competes with Biosyent, Orexo AB, Shield Therapeutics, Cannara Biotech, Imugene, Earth Science, and Satellos Bioscience. Grown Rogue International Inc., through its subsidiaries, engages in growing and selling cannabis products in the United... More
Grown Rogue 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 Grown Rogue'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 Grown Rogue International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.98 | |||
| Information Ratio | 0.0145 | |||
| Maximum Drawdown | 48.44 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 8.7 |
Grown Rogue Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grown Rogue's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grown Rogue's standard deviation. In reality, there are many statistical measures that can use Grown Rogue historical prices to predict the future Grown Rogue's volatility.| Risk Adjusted Performance | 0.0275 | |||
| Jensen Alpha | 0.2526 | |||
| Total Risk Alpha | (0.44) | |||
| Sortino Ratio | 0.0165 | |||
| Treynor Ratio | (0.12) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Grown Rogue'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.
Grown Rogue International Backtested Returns
Grown Rogue appears to be out of control, given 3 months investment horizon. Grown Rogue International holds Efficiency (Sharpe) Ratio of 0.0377, which attests that the entity had a 0.0377 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Grown Rogue International, which you can use to evaluate the volatility of the firm. Please utilize Grown Rogue's Risk Adjusted Performance of 0.0275, market risk adjusted performance of (0.11), and Downside Deviation of 5.98 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Grown Rogue holds a performance score of 2. The company retains a Market Volatility (i.e., Beta) of -1.4, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Grown Rogue are expected to decrease by larger amounts. On the other hand, during market turmoil, Grown Rogue is expected to outperform it. Please check Grown Rogue's maximum drawdown, as well as the relationship between the expected short fall and rate of daily change , to make a quick decision on whether Grown Rogue's current trending patterns will revert.
Auto-correlation | -0.43 |
Modest reverse predictability
Grown Rogue International has modest reverse predictability. Overlapping area represents the amount of predictability between Grown Rogue time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st 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 Grown Rogue International price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Grown Rogue price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Grown Rogue International lagged returns against current returns
Autocorrelation, which is Grown Rogue 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 Grown Rogue's otc stock expected returns. We can calculate the autocorrelation of Grown Rogue returns to help us make a trade decision. For example, suppose you find that Grown Rogue 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 |
Grown Rogue 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 Grown Rogue otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grown Rogue otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grown Rogue otc stock over time.
Current vs Lagged Prices |
| Timeline |
Grown Rogue Lagged Returns
When evaluating Grown Rogue's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grown Rogue otc stock have on its future price. Grown Rogue 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, Grown Rogue autocorrelation shows the relationship between Grown Rogue otc stock current value and its past values and can show if there is a momentum factor associated with investing in Grown Rogue International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Grown OTC Stock
Grown Rogue financial ratios help investors to determine whether Grown 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 Grown with respect to the benefits of owning Grown Rogue security.