Greenbank Capital Stock Market Value
| GRNBF Stock | USD 0.01 0 40.32% |
| Symbol | GreenBank |
GreenBank Capital '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 GreenBank Capital'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 GreenBank Capital.
| 11/02/2024 |
| 12/02/2024 |
If you would invest 0.00 in GreenBank Capital on November 2, 2024 and sell it all today you would earn a total of 0.00 from holding GreenBank Capital or generate 0.0% return on investment in GreenBank Capital over 30 days. GreenBank Capital is related to or competes with Victory Square. GreenBank Capital Inc., through its subsidiaries, invests in small cap businesses in North America More
GreenBank Capital 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 GreenBank Capital'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 GreenBank Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 22.47 | |||
| Information Ratio | 0.0326 | |||
| Maximum Drawdown | 104.02 | |||
| Value At Risk | (24.46) | |||
| Potential Upside | 37.31 |
GreenBank Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GreenBank Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GreenBank Capital's standard deviation. In reality, there are many statistical measures that can use GreenBank Capital historical prices to predict the future GreenBank Capital's volatility.| Risk Adjusted Performance | 0.0412 | |||
| Jensen Alpha | 0.5253 | |||
| Total Risk Alpha | (1.97) | |||
| Sortino Ratio | 0.0226 | |||
| Treynor Ratio | 0.737 |
GreenBank Capital Backtested Returns
GreenBank Capital appears to be out of control, given 3 months investment horizon. GreenBank Capital holds Efficiency (Sharpe) Ratio of 0.042, which attests that the entity had a 0.042% return per unit of risk over the last 3 months. By evaluating GreenBank Capital's technical indicators, you can evaluate if the expected return of 0.67% is justified by implied risk. Please utilize GreenBank Capital's Downside Deviation of 22.47, risk adjusted performance of 0.0412, and Market Risk Adjusted Performance of 0.747 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, GreenBank Capital holds a performance score of 3. The company retains a Market Volatility (i.e., Beta) of 0.86, which attests to possible diversification benefits within a given portfolio. GreenBank Capital returns are very sensitive to returns on the market. As the market goes up or down, GreenBank Capital is expected to follow. Please check GreenBank Capital's coefficient of variation, maximum drawdown, skewness, as well as the relationship between the total risk alpha and downside variance , to make a quick decision on whether GreenBank Capital's current trending patterns will revert.
Auto-correlation | -0.95 |
Near perfect reversele predictability
GreenBank Capital has near perfect reversele predictability. Overlapping area represents the amount of predictability between GreenBank Capital time series from 2nd of November 2024 to 17th of November 2024 and 17th of November 2024 to 2nd 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 GreenBank Capital price movement. The serial correlation of -0.95 indicates that approximately 95.0% of current GreenBank Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.95 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
GreenBank Capital lagged returns against current returns
Autocorrelation, which is GreenBank Capital 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 GreenBank Capital's pink sheet expected returns. We can calculate the autocorrelation of GreenBank Capital returns to help us make a trade decision. For example, suppose you find that GreenBank Capital 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 |
GreenBank Capital 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 GreenBank Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GreenBank Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GreenBank Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
GreenBank Capital Lagged Returns
When evaluating GreenBank Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GreenBank Capital pink sheet have on its future price. GreenBank Capital 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, GreenBank Capital autocorrelation shows the relationship between GreenBank Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in GreenBank Capital.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in GreenBank Pink Sheet
GreenBank Capital financial ratios help investors to determine whether GreenBank 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 GreenBank with respect to the benefits of owning GreenBank Capital security.