GURU ORGANIC's market value is the price at which a share of GURU ORGANIC trades on a public exchange. It measures the collective expectations of GURU ORGANIC ENERGY investors about its performance. GURU ORGANIC is trading at 1.05 as of the 2nd of February 2025. This is a 5.41% down since the beginning of the trading day. The stock's lowest day price was 1.05. With this module, you can estimate the performance of a buy and hold strategy of GURU ORGANIC ENERGY and determine expected loss or profit from investing in GURU ORGANIC over a given investment horizon. Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
GURU
GURU ORGANIC '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 GURU ORGANIC'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 GURU ORGANIC.
0.00
01/03/2025
No Change 0.00
0.0
In 30 days
02/02/2025
0.00
If you would invest 0.00 in GURU ORGANIC on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding GURU ORGANIC ENERGY or generate 0.0% return on investment in GURU ORGANIC over 30 days.
GURU ORGANIC 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 GURU ORGANIC'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 GURU ORGANIC ENERGY upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for GURU ORGANIC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GURU ORGANIC's standard deviation. In reality, there are many statistical measures that can use GURU ORGANIC historical prices to predict the future GURU ORGANIC's volatility.
At this point, GURU ORGANIC is abnormally volatile. GURU ORGANIC ENERGY holds Efficiency (Sharpe) Ratio of 0.023, which attests that the entity had a 0.023 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for GURU ORGANIC ENERGY, which you can use to evaluate the volatility of the firm. Please check out GURU ORGANIC's market risk adjusted performance of 0.0799, and Risk Adjusted Performance of 0.0132 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. GURU ORGANIC has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.29, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GURU ORGANIC's returns are expected to increase less than the market. However, during the bear market, the loss of holding GURU ORGANIC is expected to be smaller as well. GURU ORGANIC ENERGY currently retains a risk of 5.5%. Please check out GURU ORGANIC potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to decide if GURU ORGANIC will be following its current trending patterns.
Auto-correlation
-0.35
Poor reverse predictability
GURU ORGANIC ENERGY has poor reverse predictability. Overlapping area represents the amount of predictability between GURU ORGANIC time series from 3rd of January 2025 to 18th of January 2025 and 18th of January 2025 to 2nd of February 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 GURU ORGANIC ENERGY price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current GURU ORGANIC price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.35
Spearman Rank Test
-0.3
Residual Average
0.0
Price Variance
0.0
GURU ORGANIC ENERGY lagged returns against current returns
Autocorrelation, which is GURU ORGANIC 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 GURU ORGANIC's stock expected returns. We can calculate the autocorrelation of GURU ORGANIC returns to help us make a trade decision. For example, suppose you find that GURU ORGANIC 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
GURU ORGANIC 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 GURU ORGANIC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GURU ORGANIC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GURU ORGANIC stock over time.
Current vs Lagged Prices
Timeline
GURU ORGANIC Lagged Returns
When evaluating GURU ORGANIC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GURU ORGANIC stock have on its future price. GURU ORGANIC 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, GURU ORGANIC autocorrelation shows the relationship between GURU ORGANIC stock current value and its past values and can show if there is a momentum factor associated with investing in GURU ORGANIC ENERGY.