Graycliff Exploration Limited Stock Market Value
| GRYCF Stock | USD 0.11 0.02 15.38% |
| Symbol | Graycliff |
Graycliff Exploration '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 Graycliff Exploration'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 Graycliff Exploration.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Graycliff Exploration on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Graycliff Exploration Limited or generate 0.0% return on investment in Graycliff Exploration over 30 days. Graycliff Exploration is related to or competes with TinOne Resources, Handeni Gold, and Tonopah Divide. Graycliff Exploration Limited engages in the acquisition, exploration, development, and extraction of natural resources ... More
Graycliff Exploration 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 Graycliff Exploration'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 Graycliff Exploration Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 28.55 | |||
| Information Ratio | 0.1118 | |||
| Maximum Drawdown | 244.11 | |||
| Value At Risk | (15.38) | |||
| Potential Upside | 24.43 |
Graycliff Exploration Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Graycliff Exploration's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Graycliff Exploration's standard deviation. In reality, there are many statistical measures that can use Graycliff Exploration historical prices to predict the future Graycliff Exploration's volatility.| Risk Adjusted Performance | 0.0904 | |||
| Jensen Alpha | 3.14 | |||
| Total Risk Alpha | 0.4175 | |||
| Sortino Ratio | 0.1137 | |||
| Treynor Ratio | 1.35 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Graycliff Exploration'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.
Graycliff Exploration Backtested Returns
Graycliff Exploration is out of control given 3 months investment horizon. Graycliff Exploration holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % return per unit of standard deviation over the last 3 months. We were able to break down twenty-seven different technical indicators, which can help you to evaluate if expected returns of 3.48% are justified by taking the suggested risk. Use Graycliff Exploration Limited risk adjusted performance of 0.0904, and Market Risk Adjusted Performance of 1.36 to evaluate company specific risk that cannot be diversified away. Graycliff Exploration holds a performance score of 9 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 2.45, 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, Graycliff Exploration will likely underperform. Use Graycliff Exploration Limited value at risk, rate of daily change, and the relationship between the total risk alpha and expected short fall , to analyze future returns on Graycliff Exploration Limited.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
Graycliff Exploration Limited has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Graycliff Exploration time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 Graycliff Exploration price movement. The serial correlation of -0.79 indicates that around 79.0% of current Graycliff Exploration price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Graycliff Exploration lagged returns against current returns
Autocorrelation, which is Graycliff Exploration 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 Graycliff Exploration's pink sheet expected returns. We can calculate the autocorrelation of Graycliff Exploration returns to help us make a trade decision. For example, suppose you find that Graycliff Exploration 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 |
Graycliff Exploration 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 Graycliff Exploration pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Graycliff Exploration pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Graycliff Exploration pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Graycliff Exploration Lagged Returns
When evaluating Graycliff Exploration's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Graycliff Exploration pink sheet have on its future price. Graycliff Exploration 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, Graycliff Exploration autocorrelation shows the relationship between Graycliff Exploration pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Graycliff Exploration Limited.
Regressed Prices |
| Timeline |
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Other Information on Investing in Graycliff Pink Sheet
Graycliff Exploration financial ratios help investors to determine whether Graycliff 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 Graycliff with respect to the benefits of owning Graycliff Exploration security.