Draper Esprit Plc Stock Market Value
| GRWXF Stock | USD 6.69 0.19 2.92% |
| Symbol | Draper |
Draper Esprit '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 Draper Esprit'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 Draper Esprit.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in Draper Esprit on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Draper Esprit plc or generate 0.0% return on investment in Draper Esprit over 30 days. Draper Esprit is related to or competes with Guardian Capital, Uniteds, Cymbria, IOOF Holdings, Perpetual, Ashmore Group, and Centuria Capital. Molten Ventures Plc, formerly known as Draper Esprit plc, is a private equity and venture capital firm specializing in a... More
Draper Esprit 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 Draper Esprit'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 Draper Esprit plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0958 | |||
| Maximum Drawdown | 40.67 | |||
| Potential Upside | 7.0 |
Draper Esprit Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Draper Esprit's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Draper Esprit's standard deviation. In reality, there are many statistical measures that can use Draper Esprit historical prices to predict the future Draper Esprit's volatility.| Risk Adjusted Performance | 0.0887 | |||
| Jensen Alpha | 0.4006 | |||
| Total Risk Alpha | 0.0227 | |||
| Treynor Ratio | 0.3435 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Draper Esprit'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.
Draper Esprit plc Backtested Returns
Draper Esprit appears to be slightly risky, given 3 months investment horizon. Draper Esprit plc secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11 % return per unit of standard deviation over the last 3 months. By reviewing Draper Esprit's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please utilize Draper Esprit's Standard Deviation of 4.57, mean deviation of 1.76, and Coefficient Of Variation of 874.17 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Draper Esprit holds a performance score of 9. The firm shows a Beta (market volatility) of 1.49, which means 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, Draper Esprit will likely underperform. Please check Draper Esprit's variance, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Draper Esprit's price patterns will revert.
Auto-correlation | 0.92 |
Excellent predictability
Draper Esprit plc has excellent predictability. Overlapping area represents the amount of predictability between Draper Esprit time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th 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 Draper Esprit plc price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Draper Esprit price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Draper Esprit plc lagged returns against current returns
Autocorrelation, which is Draper Esprit 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 Draper Esprit's pink sheet expected returns. We can calculate the autocorrelation of Draper Esprit returns to help us make a trade decision. For example, suppose you find that Draper Esprit 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 |
Draper Esprit 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 Draper Esprit pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Draper Esprit pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Draper Esprit pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Draper Esprit Lagged Returns
When evaluating Draper Esprit's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Draper Esprit pink sheet have on its future price. Draper Esprit 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, Draper Esprit autocorrelation shows the relationship between Draper Esprit pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Draper Esprit plc.
Regressed Prices |
| Timeline |
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Other Information on Investing in Draper Pink Sheet
Draper Esprit financial ratios help investors to determine whether Draper 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 Draper with respect to the benefits of owning Draper Esprit security.