Goliath Film And Stock Market Value
| GFMH Stock | USD 0 0 46.15% |
| Symbol | Goliath |
Goliath Film '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 Goliath Film'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 Goliath Film.
| 02/09/2023 |
| 12/30/2024 |
If you would invest 0.00 in Goliath Film on February 9, 2023 and sell it all today you would earn a total of 0.00 from holding Goliath Film and or generate 0.0% return on investment in Goliath Film over 690 days. Goliath Film is related to or competes with 01 Communique, LifeSpeak, RenoWorks Software, Morningstar Unconstrained, Thrivent High, Via Renewables, and T Rowe. Goliath Film and Media Holdings, through its subsidiaries, engages in the development, production, distribution, and lic... More
Goliath Film 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 Goliath Film'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 Goliath Film and upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0487 | |||
| Maximum Drawdown | 46.15 |
Goliath Film Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Goliath Film's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Goliath Film's standard deviation. In reality, there are many statistical measures that can use Goliath Film historical prices to predict the future Goliath Film's volatility.| Risk Adjusted Performance | 0.051 | |||
| Jensen Alpha | 0.4145 | |||
| Total Risk Alpha | 0.1911 | |||
| Treynor Ratio | 4.05 |
Goliath Film Backtested Returns
Goliath Film appears to be out of control, given 3 months investment horizon. Goliath Film holds Efficiency (Sharpe) Ratio of 0.053, which attests that the entity had a 0.053% return per unit of risk over the last 3 months. We have found nineteen technical indicators for Goliath Film, which you can use to evaluate the volatility of the firm. Please utilize Goliath Film's Risk Adjusted Performance of 0.051, market risk adjusted performance of 4.06, and Standard Deviation of 8.11 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Goliath Film holds a performance score of 4. The company retains a Market Volatility (i.e., Beta) of 0.1, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Goliath Film's returns are expected to increase less than the market. However, during the bear market, the loss of holding Goliath Film is expected to be smaller as well. Please check Goliath Film's total risk alpha, as well as the relationship between the rate of daily change and period momentum indicator , to make a quick decision on whether Goliath Film's current trending patterns will revert.
Auto-correlation | 0.34 |
Below average predictability
Goliath Film and has below average predictability. Overlapping area represents the amount of predictability between Goliath Film time series from 9th of February 2023 to 20th of January 2024 and 20th of January 2024 to 30th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Goliath Film price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Goliath Film price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Goliath Film lagged returns against current returns
Autocorrelation, which is Goliath Film 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 Goliath Film's pink sheet expected returns. We can calculate the autocorrelation of Goliath Film returns to help us make a trade decision. For example, suppose you find that Goliath Film 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 |
Goliath Film 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 Goliath Film pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Goliath Film pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Goliath Film pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Goliath Film Lagged Returns
When evaluating Goliath Film's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Goliath Film pink sheet have on its future price. Goliath Film 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, Goliath Film autocorrelation shows the relationship between Goliath Film pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Goliath Film and.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Goliath Pink Sheet
Goliath Film financial ratios help investors to determine whether Goliath 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 Goliath with respect to the benefits of owning Goliath Film security.