Global Water Technologies Stock Market Value
| GWTR Stock | USD 0.04 0.00 0.00% |
| Symbol | Global |
Global Water '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 Global Water'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 Global Water.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Global Water on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Global Water Technologies or generate 0.0% return on investment in Global Water over 180 days. Global Water is related to or competes with A-Sonic Aerospace. Global Water Technologies, Inc., through its subsidiary, Electric H2O, Inc., identifies, develops, and commercializes no... More
Global Water 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 Global Water'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 Global Water Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 14.61 | |||
| Information Ratio | 0.0059 | |||
| Maximum Drawdown | 69.16 | |||
| Value At Risk | (18.00) | |||
| Potential Upside | 22.92 |
Global Water Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Water's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Water's standard deviation. In reality, there are many statistical measures that can use Global Water historical prices to predict the future Global Water's volatility.| Risk Adjusted Performance | 0.0188 | |||
| Jensen Alpha | 0.0711 | |||
| Total Risk Alpha | (0.94) | |||
| Sortino Ratio | 0.0043 | |||
| Treynor Ratio | 0.1506 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Global Water's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Global Water Technologies Backtested Returns
Global Water appears to be out of control, given 3 months investment horizon. Global Water Technologies holds Efficiency (Sharpe) Ratio of 0.0327, which attests that the entity had a 0.0327 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Global Water Technologies, which you can use to evaluate the volatility of the firm. Please utilize Global Water's Downside Deviation of 14.61, market risk adjusted performance of 0.1606, and Risk Adjusted Performance of 0.0188 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Global Water holds a performance score of 2. The company retains a Market Volatility (i.e., Beta) of 0.88, which attests to possible diversification benefits within a given portfolio. Global Water returns are very sensitive to returns on the market. As the market goes up or down, Global Water is expected to follow. Please check Global Water's information ratio, value at risk, as well as the relationship between the Value At Risk and kurtosis , to make a quick decision on whether Global Water's current trending patterns will revert.
Auto-correlation | -0.35 |
Poor reverse predictability
Global Water Technologies has poor reverse predictability. Overlapping area represents the amount of predictability between Global Water time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Global Water Technologies price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Global Water price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Global Water Technologies lagged returns against current returns
Autocorrelation, which is Global Water 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 Global Water's pink sheet expected returns. We can calculate the autocorrelation of Global Water returns to help us make a trade decision. For example, suppose you find that Global Water 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 |
Global Water 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 Global Water pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Global Water pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Global Water pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Global Water Lagged Returns
When evaluating Global Water's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Global Water pink sheet have on its future price. Global Water 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, Global Water autocorrelation shows the relationship between Global Water pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Global Water Technologies.
Regressed Prices |
| Timeline |
Pair Trading with Global Water
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Global Water position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Global Water will appreciate offsetting losses from the drop in the long position's value.Moving against Global Pink Sheet
| 0.64 | BRK-A | Berkshire Hathaway | PairCorr |
| 0.61 | KTWIF | Kurita Water Industries | PairCorr |
| 0.54 | KTWIY | Kurita Water Industries | PairCorr |
| 0.53 | ATMU | Atmus Filtration Tec | PairCorr |
| 0.34 | MCHB | Mechanics Bank Symbol Change | PairCorr |
The ability to find closely correlated positions to Global Water could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Global Water when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Global Water - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Global Water Technologies to buy it.
The correlation of Global Water is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Global Water moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Global Water Technologies moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Global Water can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Global Pink Sheet Analysis
When running Global Water's price analysis, check to measure Global Water'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 Global Water is operating at the current time. Most of Global Water's value examination focuses on studying past and present price action to predict the probability of Global Water's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Global Water's price. Additionally, you may evaluate how the addition of Global Water to your portfolios can decrease your overall portfolio volatility.