Great West Lifeco Stock Market Value
| GWLPF Stock | USD 15.10 0.00 0.00% |
| Symbol | Great |
Great West '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 West'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 West.
| 07/28/2024 |
| 01/19/2026 |
If you would invest 0.00 in Great West on July 28, 2024 and sell it all today you would earn a total of 0.00 from holding Great West Lifeco or generate 0.0% return on investment in Great West over 540 days. Great West is related to or competes with Manulife Financial, Fubon Financial, and Brookfield Asset. More
Great West 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 West'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 West Lifeco upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 2.17 |
Great West Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Great West's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Great West's standard deviation. In reality, there are many statistical measures that can use Great West historical prices to predict the future Great West's volatility.| Risk Adjusted Performance | 0.0468 | |||
| Jensen Alpha | 0.0136 | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 1.28 |
Great West Lifeco Backtested Returns
At this point, Great West is very steady. Great West Lifeco holds Efficiency (Sharpe) Ratio of 0.0915, which attests that the entity had a 0.0915 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Great West Lifeco, which you can use to evaluate the volatility of the firm. Please check out Great West's Risk Adjusted Performance of 0.0468, market risk adjusted performance of 1.29, and Standard Deviation of 0.2756 to validate if the risk estimate we provide is consistent with the expected return of 0.0258%. Great West has a performance score of 7 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0114, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Great West's returns are expected to increase less than the market. However, during the bear market, the loss of holding Great West is expected to be smaller as well. Great West Lifeco right now retains a risk of 0.28%. Please check out Great West mean deviation, information ratio, as well as the relationship between the Information Ratio and kurtosis , to decide if Great West will be following its current trending patterns.
Auto-correlation | -0.46 |
Modest reverse predictability
Great West Lifeco has modest reverse predictability. Overlapping area represents the amount of predictability between Great West time series from 28th of July 2024 to 24th of April 2025 and 24th of April 2025 to 19th 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 West Lifeco price movement. The serial correlation of -0.46 indicates that about 46.0% of current Great West price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Great West Lifeco lagged returns against current returns
Autocorrelation, which is Great West 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 West's pink sheet expected returns. We can calculate the autocorrelation of Great West returns to help us make a trade decision. For example, suppose you find that Great West 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 West 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 West pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Great West 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 West pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Great West Lagged Returns
When evaluating Great West's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Great West pink sheet have on its future price. Great West 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 West autocorrelation shows the relationship between Great West pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Great West Lifeco.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Great Pink Sheet
Great West 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 West security.