Gold Reserve Stock Market Value
| GRZ Stock | CAD 5.55 0.08 1.46% |
| Symbol | Gold |
Gold Reserve '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 Gold Reserve's 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 Gold Reserve.
| 11/21/2025 |
| 01/20/2026 |
If you would invest 0.00 in Gold Reserve on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding Gold Reserve or generate 0.0% return on investment in Gold Reserve over 60 days. Gold Reserve is related to or competes with Vista Gold, West Red, Banyan Gold, Monument Mining, Liberty Gold, Minera Alamos, and Gold X2. Gold Reserve Inc., an exploration stage company, acquires, explores, and develops mineral properties More
Gold Reserve 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 Gold Reserve's 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 Gold Reserve upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.22 | |||
| Information Ratio | 0.1758 | |||
| Maximum Drawdown | 94.92 | |||
| Value At Risk | (7.66) | |||
| Potential Upside | 11.22 |
Gold Reserve Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gold Reserve's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gold Reserve's standard deviation. In reality, there are many statistical measures that can use Gold Reserve historical prices to predict the future Gold Reserve's volatility.| Risk Adjusted Performance | 0.1418 | |||
| Jensen Alpha | 2.1 | |||
| Total Risk Alpha | 1.22 | |||
| Sortino Ratio | 0.4436 | |||
| Treynor Ratio | 0.5449 |
Gold Reserve Backtested Returns
Gold Reserve is dangerous given 3 months investment horizon. Gold Reserve holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18 % return per unit of risk over the last 3 months. We were able to interpolate twenty-eight different technical indicators, which can help you to evaluate if expected returns of 2.37% are justified by taking the suggested risk. Use Gold Reserve Market Risk Adjusted Performance of 0.5549, downside deviation of 5.22, and Risk Adjusted Performance of 0.1418 to evaluate company specific risk that cannot be diversified away. Gold Reserve holds a performance score of 14 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 4.36, 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, Gold Reserve will likely underperform. Use Gold Reserve downside variance, and the relationship between the sortino ratio and accumulation distribution , to analyze future returns on Gold Reserve.
Auto-correlation | 0.76 |
Good predictability
Gold Reserve has good predictability. Overlapping area represents the amount of predictability between Gold Reserve time series from 21st of November 2025 to 21st of December 2025 and 21st of December 2025 to 20th 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 Gold Reserve price movement. The serial correlation of 0.76 indicates that around 76.0% of current Gold Reserve price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 2.2 |
Gold Reserve lagged returns against current returns
Autocorrelation, which is Gold Reserve 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 Gold Reserve's stock expected returns. We can calculate the autocorrelation of Gold Reserve returns to help us make a trade decision. For example, suppose you find that Gold Reserve has exhibited high autocorrelation historically, and you observe that the 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 |
Gold Reserve 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 Gold Reserve stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gold Reserve stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gold Reserve stock over time.
Current vs Lagged Prices |
| Timeline |
Gold Reserve Lagged Returns
When evaluating Gold Reserve's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gold Reserve stock have on its future price. Gold Reserve 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, Gold Reserve autocorrelation shows the relationship between Gold Reserve stock current value and its past values and can show if there is a momentum factor associated with investing in Gold Reserve.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Gold Stock Analysis
When running Gold Reserve's price analysis, check to measure Gold Reserve's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Gold Reserve is operating at the current time. Most of Gold Reserve's value examination focuses on studying past and present price action to predict the probability of Gold Reserve's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gold Reserve's price. Additionally, you may evaluate how the addition of Gold Reserve to your portfolios can decrease your overall portfolio volatility.