Graystone Stock Market Value
| GYST Stock | USD 0 0.0002 10.00% |
| Symbol | Graystone |
Graystone '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 Graystone'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 Graystone.
| 02/28/2024 |
| 01/18/2026 |
If you would invest 0.00 in Graystone on February 28, 2024 and sell it all today you would earn a total of 0.00 from holding Graystone or generate 0.0% return on investment in Graystone over 690 days. Graystone is related to or competes with ArcWest Exploration, Golcap Resources, American Helium, Medaro Mining, and Auryn Mining. The Graystone Company, Inc. engages in Bitcoin mining business More
Graystone 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 Graystone'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 Graystone upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 20.8 | |||
| Information Ratio | 0.0515 | |||
| Maximum Drawdown | 85.43 | |||
| Value At Risk | (22.22) | |||
| Potential Upside | 38.46 |
Graystone Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Graystone's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Graystone's standard deviation. In reality, there are many statistical measures that can use Graystone historical prices to predict the future Graystone's volatility.| Risk Adjusted Performance | 0.0497 | |||
| Jensen Alpha | 1.06 | |||
| Total Risk Alpha | (1.16) | |||
| Sortino Ratio | 0.0393 | |||
| Treynor Ratio | (0.55) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Graystone'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.
Graystone Backtested Returns
Graystone is out of control given 3 months investment horizon. Graystone holds Efficiency (Sharpe) Ratio of 0.0724, which attests that the entity had a 0.0724 % return per unit of standard deviation over the last 3 months. We are able to interpolate and collect twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.16% are justified by taking the suggested risk. Use Graystone risk adjusted performance of 0.0497, and Market Risk Adjusted Performance of (0.54) to evaluate company specific risk that cannot be diversified away. Graystone holds a performance score of 5 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -1.66, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Graystone are expected to decrease by larger amounts. On the other hand, during market turmoil, Graystone is expected to outperform it. Use Graystone information ratio and the relationship between the value at risk and period momentum indicator , to analyze future returns on Graystone.
Auto-correlation | -0.29 |
Weak reverse predictability
Graystone has weak reverse predictability. Overlapping area represents the amount of predictability between Graystone time series from 28th of February 2024 to 7th of February 2025 and 7th of February 2025 to 18th 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 Graystone price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Graystone price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Graystone lagged returns against current returns
Autocorrelation, which is Graystone 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 Graystone's pink sheet expected returns. We can calculate the autocorrelation of Graystone returns to help us make a trade decision. For example, suppose you find that Graystone 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 |
Graystone 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 Graystone pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Graystone pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Graystone pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Graystone Lagged Returns
When evaluating Graystone's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Graystone pink sheet have on its future price. Graystone 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, Graystone autocorrelation shows the relationship between Graystone pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Graystone.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Graystone Pink Sheet Analysis
When running Graystone's price analysis, check to measure Graystone'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 Graystone is operating at the current time. Most of Graystone's value examination focuses on studying past and present price action to predict the probability of Graystone's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Graystone's price. Additionally, you may evaluate how the addition of Graystone to your portfolios can decrease your overall portfolio volatility.