Great Wall Motor Stock Market Value
| GWLLF Stock | USD 1.73 0.02 1.14% |
| Symbol | Great |
Great Wall '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 Great Wall'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 Great Wall.
| 01/22/2025 |
| 01/17/2026 |
If you would invest 0.00 in Great Wall on January 22, 2025 and sell it all today you would earn a total of 0.00 from holding Great Wall Motor or generate 0.0% return on investment in Great Wall over 360 days. Great Wall is related to or competes with Geely Automobile, Compagnie Generale, Suzuki, Suzuki, XPeng, Galaxy Entertainment, and Compagnie Gnrale. Great Wall Motor Company Limited researches and develops, manufactures, and sells automobiles, and automotive parts and ... More
Great Wall 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 Great Wall'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 Great Wall Motor upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 15.76 | |||
| Value At Risk | (4.62) | |||
| Potential Upside | 2.79 |
Great Wall Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Great Wall's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Great Wall's standard deviation. In reality, there are many statistical measures that can use Great Wall historical prices to predict the future Great Wall's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.51) | |||
| Treynor Ratio | 2.77 |
Great Wall Motor Backtested Returns
Great Wall Motor holds Efficiency (Sharpe) Ratio of -0.0592, which attests that the entity had a -0.0592 % return per unit of risk over the last 3 months. Great Wall Motor exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Great Wall's Risk Adjusted Performance of (0.06), market risk adjusted performance of 2.78, and Standard Deviation of 2.2 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.0815, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Great Wall are expected to decrease at a much lower rate. During the bear market, Great Wall is likely to outperform the market. At this point, Great Wall Motor has a negative expected return of -0.13%. Please make sure to check out Great Wall's potential upside, and the relationship between the information ratio and rate of daily change , to decide if Great Wall Motor performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.51 |
Modest predictability
Great Wall Motor has modest predictability. Overlapping area represents the amount of predictability between Great Wall time series from 22nd of January 2025 to 21st of July 2025 and 21st of July 2025 to 17th 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 Great Wall Motor price movement. The serial correlation of 0.51 indicates that about 51.0% of current Great Wall price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Great Wall Motor lagged returns against current returns
Autocorrelation, which is Great Wall 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 Great Wall's pink sheet expected returns. We can calculate the autocorrelation of Great Wall returns to help us make a trade decision. For example, suppose you find that Great Wall 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 |
Great Wall 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 Great Wall pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Great Wall pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Great Wall pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Great Wall Lagged Returns
When evaluating Great Wall's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Great Wall pink sheet have on its future price. Great Wall 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, Great Wall autocorrelation shows the relationship between Great Wall pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Great Wall Motor.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Great Pink Sheet
Great Wall financial ratios help investors to determine whether Great 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 Great with respect to the benefits of owning Great Wall security.