Guoco Group Ltd Stock Market Value
| GULRY Stock | USD 18.00 0.00 0.00% |
| Symbol | Guoco |
Guoco Group '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 Guoco Group'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 Guoco Group.
| 01/01/2025 |
| 12/27/2025 |
If you would invest 0.00 in Guoco Group on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Guoco Group Ltd or generate 0.0% return on investment in Guoco Group over 360 days. Guoco Group is related to or competes with Iwatani, Shenzhen Expressway, COSCO SHIPPING, Ipsos SA, Swire Pacific, and Shanghai Industrial. Guoco Group Limited, an investment holding company, engages in the principal investment, property investment and develop... More
Guoco Group 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 Guoco Group'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 Guoco Group Ltd upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0725 | |||
| Maximum Drawdown | 21.85 |
Guoco Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guoco Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guoco Group's standard deviation. In reality, there are many statistical measures that can use Guoco Group historical prices to predict the future Guoco Group's volatility.| Risk Adjusted Performance | 0.0822 | |||
| Jensen Alpha | 0.2842 | |||
| Total Risk Alpha | 0.0065 | |||
| Treynor Ratio | (0.37) |
Guoco Group Backtested Returns
Guoco Group appears to be not too volatile, given 3 months investment horizon. Guoco Group holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Guoco Group, which you can use to evaluate the volatility of the firm. Please utilize Guoco Group's Risk Adjusted Performance of 0.0822, standard deviation of 2.33, and Market Risk Adjusted Performance of (0.36) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Guoco Group holds a performance score of 8. The company retains a Market Volatility (i.e., Beta) of -0.64, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Guoco Group are expected to decrease at a much lower rate. During the bear market, Guoco Group is likely to outperform the market. Please check Guoco Group's information ratio and day median price , to make a quick decision on whether Guoco Group's current trending patterns will revert.
Auto-correlation | 0.13 |
Insignificant predictability
Guoco Group Ltd has insignificant predictability. Overlapping area represents the amount of predictability between Guoco Group time series from 1st of January 2025 to 30th of June 2025 and 30th of June 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 Guoco Group price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Guoco Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 1.32 |
Guoco Group lagged returns against current returns
Autocorrelation, which is Guoco Group 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 Guoco Group's pink sheet expected returns. We can calculate the autocorrelation of Guoco Group returns to help us make a trade decision. For example, suppose you find that Guoco Group 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 |
Guoco Group 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 Guoco Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guoco Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guoco Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Guoco Group Lagged Returns
When evaluating Guoco Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guoco Group pink sheet have on its future price. Guoco Group 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, Guoco Group autocorrelation shows the relationship between Guoco Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Guoco Group Ltd.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Guoco Pink Sheet Analysis
When running Guoco Group's price analysis, check to measure Guoco Group'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 Guoco Group is operating at the current time. Most of Guoco Group's value examination focuses on studying past and present price action to predict the probability of Guoco Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Guoco Group's price. Additionally, you may evaluate how the addition of Guoco Group to your portfolios can decrease your overall portfolio volatility.