Gelstat Corp Stock Market Value
| GSAC Stock | USD 0.0004 0.0001 33.33% |
| Symbol | GelStat |
GelStat Corp '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 GelStat Corp'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 GelStat Corp.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in GelStat Corp on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding GelStat Corp or generate 0.0% return on investment in GelStat Corp over 360 days. GelStat Corp is related to or competes with Brainsway, Venus Concept, Tactile Systems, Icecure Medical, SurModics, STRATA Skin, and Tivic Health. GelStat Corporation, a consumer health care company, engages in the research, development, and marketing of over-the-cou... More
GelStat Corp 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 GelStat Corp'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 GelStat Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 25.72 | |||
| Information Ratio | 0.0757 | |||
| Maximum Drawdown | 58.33 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 33.33 |
GelStat Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GelStat Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GelStat Corp's standard deviation. In reality, there are many statistical measures that can use GelStat Corp historical prices to predict the future GelStat Corp's volatility.| Risk Adjusted Performance | 0.0734 | |||
| Jensen Alpha | 1.47 | |||
| Total Risk Alpha | (1.47) | |||
| Sortino Ratio | 0.0516 | |||
| Treynor Ratio | (9.71) |
GelStat Corp Backtested Returns
GelStat Corp appears to be out of control, given 3 months investment horizon. GelStat Corp holds Efficiency (Sharpe) Ratio of 0.059, which attests that the entity had a 0.059% return per unit of risk over the last 3 months. By evaluating GelStat Corp's technical indicators, you can evaluate if the expected return of 0.99% is justified by implied risk. Please utilize GelStat Corp's Market Risk Adjusted Performance of (9.70), risk adjusted performance of 0.0734, and Downside Deviation of 25.72 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, GelStat Corp holds a performance score of 4. The company retains a Market Volatility (i.e., Beta) of -0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning GelStat Corp are expected to decrease at a much lower rate. During the bear market, GelStat Corp is likely to outperform the market. Please check GelStat Corp's potential upside, daily balance of power, and the relationship between the treynor ratio and expected short fall , to make a quick decision on whether GelStat Corp's current trending patterns will revert.
Auto-correlation | -0.3 |
Weak reverse predictability
GelStat Corp has weak reverse predictability. Overlapping area represents the amount of predictability between GelStat Corp time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st 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 GelStat Corp price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current GelStat Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
GelStat Corp lagged returns against current returns
Autocorrelation, which is GelStat Corp 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 GelStat Corp's pink sheet expected returns. We can calculate the autocorrelation of GelStat Corp returns to help us make a trade decision. For example, suppose you find that GelStat Corp 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 |
GelStat Corp 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 GelStat Corp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GelStat Corp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GelStat Corp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
GelStat Corp Lagged Returns
When evaluating GelStat Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GelStat Corp pink sheet have on its future price. GelStat Corp 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, GelStat Corp autocorrelation shows the relationship between GelStat Corp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in GelStat Corp.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in GelStat Pink Sheet
GelStat Corp financial ratios help investors to determine whether GelStat 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 GelStat with respect to the benefits of owning GelStat Corp security.