Great Wall Motor Stock Market Value
| GWLLF Stock | USD 1.64 0.04 2.50% |
| Symbol | Great |
Great Wall '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 Great Wall'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 Great Wall.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in Great Wall on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding Great Wall Motor or generate 0.0% return on investment in Great Wall over 180 days. Great Wall is related to or competes with Mitsubishi Motors, Geely Automobile, Hyundai, Volkswagen, Subaru Corp, Mercedes Benz, and Polestar Automotive. Great Wall Motor Company Limited researches and develops, manufactures, and sells automobiles, and automotive parts and ... More
Great Wall 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 Great Wall'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 Great Wall Motor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.52 | |||
| Information Ratio | 0.0828 | |||
| Maximum Drawdown | 26.4 | |||
| Value At Risk | (6.13) | |||
| Potential Upside | 7.56 |
Great Wall Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Great Wall's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Great Wall's standard deviation. In reality, there are many statistical measures that can use Great Wall historical prices to predict the future Great Wall's volatility.| Risk Adjusted Performance | 0.0951 | |||
| Jensen Alpha | 0.4295 | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | 0.0671 | |||
| Treynor Ratio | 0.9238 |
Great Wall Motor Backtested Returns
Great Wall appears to be dangerous, given 3 months investment horizon. Great Wall Motor holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12% return per unit of risk over the last 3 months. By evaluating Great Wall's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please utilize Great Wall's Downside Deviation of 5.52, market risk adjusted performance of 0.9338, and Risk Adjusted Performance of 0.0951 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Great Wall holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of 0.54, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Great Wall's returns are expected to increase less than the market. However, during the bear market, the loss of holding Great Wall is expected to be smaller as well. Please check Great Wall's information ratio, downside variance, day typical price, as well as the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Great Wall's current trending patterns will revert.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Great Wall Motor has insignificant reverse predictability. Overlapping area represents the amount of predictability between Great Wall time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 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 Great Wall Motor price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Great Wall price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Great Wall Motor lagged returns against current returns
Autocorrelation, which is Great Wall 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 Great Wall's pink sheet expected returns. We can calculate the autocorrelation of Great Wall returns to help us make a trade decision. For example, suppose you find that Great Wall 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 |
Great Wall 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 Great Wall pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Great Wall pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Great Wall pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Great Wall Lagged Returns
When evaluating Great Wall's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Great Wall pink sheet have on its future price. Great Wall 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, Great Wall autocorrelation shows the relationship between Great Wall pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Great Wall Motor.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Great Pink Sheet
Great Wall financial ratios help investors to determine whether Great 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 Great with respect to the benefits of owning Great Wall security.