Greenville Federal Financial Stock Market Value
| GVFF Stock | USD 7.21 0.06 0.84% |
| Symbol | Greenville |
Greenville Federal '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 Greenville Federal'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 Greenville Federal.
| 10/22/2024 |
| 01/20/2025 |
If you would invest 0.00 in Greenville Federal on October 22, 2024 and sell it all today you would earn a total of 0.00 from holding Greenville Federal Financial or generate 0.0% return on investment in Greenville Federal over 90 days. Greenville Federal is related to or competes with First Bankers, First Ottawa, Coastal Carolina, Citizens Bancorp, North Dallas, Citizens Financial, and 1ST SUMMIT. Greenville Federal Financial Corporation operates as the bank holding company for Greenville Federal that provides finan... More
Greenville Federal 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 Greenville Federal'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 Greenville Federal Financial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 11.81 |
Greenville Federal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Greenville Federal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Greenville Federal's standard deviation. In reality, there are many statistical measures that can use Greenville Federal historical prices to predict the future Greenville Federal's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.70) |
Greenville Federal Backtested Returns
Greenville Federal holds Efficiency (Sharpe) Ratio of -0.0364, which attests that the entity had a -0.0364 % return per unit of risk over the last 3 months. Greenville Federal exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Greenville Federal's Risk Adjusted Performance of (0.03), market risk adjusted performance of (0.69), and Standard Deviation of 1.19 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0752, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Greenville Federal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Greenville Federal is expected to be smaller as well. At this point, Greenville Federal has a negative expected return of -0.044%. Please make sure to check out Greenville Federal's information ratio, as well as the relationship between the kurtosis and day typical price , to decide if Greenville Federal performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.45 |
Modest reverse predictability
Greenville Federal Financial has modest reverse predictability. Overlapping area represents the amount of predictability between Greenville Federal time series from 22nd of October 2024 to 6th of December 2024 and 6th of December 2024 to 20th of January 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 Greenville Federal price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Greenville Federal price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Greenville Federal lagged returns against current returns
Autocorrelation, which is Greenville Federal 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 Greenville Federal's pink sheet expected returns. We can calculate the autocorrelation of Greenville Federal returns to help us make a trade decision. For example, suppose you find that Greenville Federal 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 |
Greenville Federal 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 Greenville Federal pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Greenville Federal pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Greenville Federal pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Greenville Federal Lagged Returns
When evaluating Greenville Federal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Greenville Federal pink sheet have on its future price. Greenville Federal 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, Greenville Federal autocorrelation shows the relationship between Greenville Federal pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Greenville Federal Financial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Greenville Pink Sheet
Greenville Federal financial ratios help investors to determine whether Greenville 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 Greenville with respect to the benefits of owning Greenville Federal security.