Gulf Coast Stock Market Value
| GULTU Stock | USD 0.03 0 6.45% |
| Symbol | Gulf |
Gulf Coast '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 Gulf Coast'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 Gulf Coast.
| 11/25/2024 |
| 12/25/2024 |
If you would invest 0.00 in Gulf Coast on November 25, 2024 and sell it all today you would earn a total of 0.00 from holding Gulf Coast or generate 0.0% return on investment in Gulf Coast over 30 days. Gulf Coast is related to or competes with San Leon, Enwell Energy, Dno ASA, PetroShale, Permianville Royalty, Cross Timbers, and San Juan. Gulf Coast Ultra Deep Royalty Trust operates as a statutory trust More
Gulf Coast 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 Gulf Coast'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 Gulf Coast upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.73 | |||
| Information Ratio | 0.1558 | |||
| Maximum Drawdown | 51.1 | |||
| Value At Risk | (10.71) | |||
| Potential Upside | 20.0 |
Gulf Coast Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gulf Coast's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gulf Coast's standard deviation. In reality, there are many statistical measures that can use Gulf Coast historical prices to predict the future Gulf Coast's volatility.| Risk Adjusted Performance | 0.1375 | |||
| Jensen Alpha | 1.46 | |||
| Total Risk Alpha | 1.07 | |||
| Sortino Ratio | 0.1481 | |||
| Treynor Ratio | 3.05 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gulf Coast'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.
Gulf Coast Backtested Returns
Gulf Coast is out of control given 3 months investment horizon. Gulf Coast holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18% return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.67% are justified by taking the suggested risk. Use Gulf Coast Risk Adjusted Performance of 0.1375, downside deviation of 9.73, and Market Risk Adjusted Performance of 3.06 to evaluate company specific risk that cannot be diversified away. Gulf Coast holds a performance score of 14 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 0.48, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gulf Coast's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gulf Coast is expected to be smaller as well. Use Gulf Coast treynor ratio, as well as the relationship between the expected short fall and day median price , to analyze future returns on Gulf Coast.
Auto-correlation | -0.36 |
Poor reverse predictability
Gulf Coast has poor reverse predictability. Overlapping area represents the amount of predictability between Gulf Coast time series from 25th of November 2024 to 10th of December 2024 and 10th of December 2024 to 25th 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 Gulf Coast price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Gulf Coast price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Gulf Coast lagged returns against current returns
Autocorrelation, which is Gulf Coast 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 Gulf Coast's pink sheet expected returns. We can calculate the autocorrelation of Gulf Coast returns to help us make a trade decision. For example, suppose you find that Gulf Coast 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 |
Gulf Coast 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 Gulf Coast pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gulf Coast pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gulf Coast pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Gulf Coast Lagged Returns
When evaluating Gulf Coast's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gulf Coast pink sheet have on its future price. Gulf Coast 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, Gulf Coast autocorrelation shows the relationship between Gulf Coast pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Gulf Coast.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Gulf Pink Sheet Analysis
When running Gulf Coast's price analysis, check to measure Gulf Coast'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 Gulf Coast is operating at the current time. Most of Gulf Coast's value examination focuses on studying past and present price action to predict the probability of Gulf Coast's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gulf Coast's price. Additionally, you may evaluate how the addition of Gulf Coast to your portfolios can decrease your overall portfolio volatility.