Geo Energy Resources Stock Market Value
| GRYRF Stock | USD 0.18 0.00 0.00% |
| Symbol | Geo |
Geo Energy '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 Geo Energy'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 Geo Energy.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Geo Energy on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Geo Energy Resources or generate 0.0% return on investment in Geo Energy over 30 days. Geo Energy is related to or competes with Adaro Energy, Bukit Asam, Indo Tambangraya, Yanzhou Coal, Yancoal Australia, New Hope, and Whitehaven Coal. Geo Energy Resources Limited, an investment holding company, engages in the mining, production, and trading of coal More
Geo Energy 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 Geo Energy'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 Geo Energy Resources upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 23.81 |
Geo Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Geo Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Geo Energy's standard deviation. In reality, there are many statistical measures that can use Geo Energy historical prices to predict the future Geo Energy's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.59) | |||
| Treynor Ratio | (0.36) |
Geo Energy Resources Backtested Returns
Geo Energy Resources holds Efficiency (Sharpe) Ratio of -0.17, which attests that the entity had a -0.17% return per unit of risk over the last 3 months. Geo Energy Resources exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Geo Energy's Standard Deviation of 2.38, risk adjusted performance of (0.06), and Market Risk Adjusted Performance of (0.35) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.59, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Geo Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Geo Energy is expected to be smaller as well. At this point, Geo Energy Resources has a negative expected return of -0.36%. Please make sure to check out Geo Energy's information ratio and rate of daily change , to decide if Geo Energy Resources performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Geo Energy Resources has no correlation between past and present. Overlapping area represents the amount of predictability between Geo Energy time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Geo Energy Resources price movement. The serial correlation of 0.0 indicates that just 0.0% of current Geo Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Geo Energy Resources lagged returns against current returns
Autocorrelation, which is Geo Energy 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 Geo Energy's pink sheet expected returns. We can calculate the autocorrelation of Geo Energy returns to help us make a trade decision. For example, suppose you find that Geo Energy 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 |
Geo Energy 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 Geo Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Geo Energy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Geo Energy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Geo Energy Lagged Returns
When evaluating Geo Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Geo Energy pink sheet have on its future price. Geo Energy 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, Geo Energy autocorrelation shows the relationship between Geo Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Geo Energy Resources.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Geo Pink Sheet
Geo Energy financial ratios help investors to determine whether Geo 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 Geo with respect to the benefits of owning Geo Energy security.