Green Street Capital Stock Market Value
| JAGR Stock | USD 0.0002 0.00 0.00% |
| Symbol | Green |
Green Street '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 Street'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 Street.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Green Street on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Green Street Capital or generate 0.0% return on investment in Green Street over 30 days. Green Street is related to or competes with Hudson Pacific, MI Homes, Highway Holdings, SL Green, Primoris Services, Griffon, and United Homes. Green Street Capital Corp. invests in environmental technology companies that require capital for expansion or are pursu... More
Green Street 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 Street'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 Street Capital upside and downside potential and time the market with a certain degree of confidence.
Green Street Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Green Street's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Green Street's standard deviation. In reality, there are many statistical measures that can use Green Street historical prices to predict the future Green Street's volatility.Green Street Capital Backtested Returns
We have found three technical indicators for Green Street Capital, which you can use to evaluate the volatility of the firm. The company retains a Market Volatility (i.e., Beta) of 0.0, which attests to not very significant fluctuations relative to the market. the returns on MARKET and Green Street are completely uncorrelated.
Auto-correlation | 0.00 |
No correlation between past and present
Green Street Capital has no correlation between past and present. Overlapping area represents the amount of predictability between Green Street 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 Street Capital price movement. The serial correlation of 0.0 indicates that just 0.0% of current Green Street price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Green Street Capital lagged returns against current returns
Autocorrelation, which is Green Street 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 Street's pink sheet expected returns. We can calculate the autocorrelation of Green Street returns to help us make a trade decision. For example, suppose you find that Green Street 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 Street 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 Street pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Green Street 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 Street pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Green Street Lagged Returns
When evaluating Green Street's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Green Street pink sheet have on its future price. Green Street 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 Street autocorrelation shows the relationship between Green Street pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Green Street Capital.
Regressed Prices |
| Timeline |
Pair Trading with Green Street
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Green Street position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Green Street will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Green Street could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Green Street when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Green Street - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Green Street Capital to buy it.
The correlation of Green Street is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Green Street moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Green Street Capital moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Green Street can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Green Pink Sheet Analysis
When running Green Street's price analysis, check to measure Green Street'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 Green Street is operating at the current time. Most of Green Street's value examination focuses on studying past and present price action to predict the probability of Green Street's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Green Street's price. Additionally, you may evaluate how the addition of Green Street to your portfolios can decrease your overall portfolio volatility.