Green Leaf Innovations Stock Market Value
GRLF Stock | USD 0.0001 0.00 0.00% |
Symbol | Green |
Green Leaf '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 Green Leaf'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 Green Leaf.
11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Green Leaf on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Green Leaf Innovations or generate 0.0% return on investment in Green Leaf over 30 days. Green Leaf Innovations, Inc. provides services and products to the legal marijuana industry More
Green Leaf 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 Green Leaf'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 Green Leaf Innovations upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 54.01 | |||
Information Ratio | 0.143 | |||
Maximum Drawdown | 150.0 | |||
Value At Risk | (50.00) | |||
Potential Upside | 100.0 |
Green Leaf Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Green Leaf's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Green Leaf's standard deviation. In reality, there are many statistical measures that can use Green Leaf historical prices to predict the future Green Leaf's volatility.Risk Adjusted Performance | 0.1213 | |||
Jensen Alpha | 5.63 | |||
Total Risk Alpha | 0.3768 | |||
Sortino Ratio | 0.0961 | |||
Treynor Ratio | (1.60) |
Green Leaf Innovations Backtested Returns
Green Leaf is out of control given 3 months investment horizon. Green Leaf Innovations holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15% return per unit of risk over the last 3 months. We were able to break down and interpolate twenty-five different technical indicators, which can help you to evaluate if expected returns of 5.56% are justified by taking the suggested risk. Use Green Leaf Innovations Risk Adjusted Performance of 0.1213, market risk adjusted performance of (1.59), and Downside Deviation of 54.01 to evaluate company specific risk that cannot be diversified away. Green Leaf holds a performance score of 11 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -3.3, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Green Leaf are expected to decrease by larger amounts. On the other hand, during market turmoil, Green Leaf is expected to outperform it. Use Green Leaf Innovations information ratio, downside variance, relative strength index, as well as the relationship between the treynor ratio and kurtosis , to analyze future returns on Green Leaf Innovations.
Auto-correlation | 0.00 |
No correlation between past and present
Green Leaf Innovations has no correlation between past and present. Overlapping area represents the amount of predictability between Green Leaf time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th 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 Green Leaf Innovations price movement. The serial correlation of 0.0 indicates that just 0.0% of current Green Leaf price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.0 | |
Spearman Rank Test | 0.93 | |
Residual Average | 0.0 | |
Price Variance | 0.0 |
Green Leaf Innovations lagged returns against current returns
Autocorrelation, which is Green Leaf 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 Green Leaf's pink sheet expected returns. We can calculate the autocorrelation of Green Leaf returns to help us make a trade decision. For example, suppose you find that Green Leaf 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 |
Green Leaf 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 Green Leaf pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Green Leaf pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Green Leaf pink sheet over time.
Current vs Lagged Prices |
Timeline |
Green Leaf Lagged Returns
When evaluating Green Leaf's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Green Leaf pink sheet have on its future price. Green Leaf 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, Green Leaf autocorrelation shows the relationship between Green Leaf pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Green Leaf Innovations.
Regressed Prices |
Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Green Pink Sheet
Green Leaf financial ratios help investors to determine whether Green 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 Green with respect to the benefits of owning Green Leaf security.