Global Clean Energy Stock Market Value
| GCEH Stock | USD 0.92 0.02 2.22% |
| Symbol | Global |
Global Clean '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 Global Clean's otc stock 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 Global Clean.
| 02/11/2024 |
| 05/11/2024 |
If you would invest 0.00 in Global Clean on February 11, 2024 and sell it all today you would earn a total of 0.00 from holding Global Clean Energy or generate 0.0% return on investment in Global Clean over 90 days. Global Clean is related to or competes with PT Bank, Bank Mandiri, Bank Mandiri, PT Bank, Bank Central, Telkom Indonesia, and Telkom Indonesia. Global Clean Energy Holdings, Inc., a renewable fuels company, engages in the development, production, and processing of... More
Global Clean 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 Global Clean's otc stock 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 Global Clean Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.96 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 14.69 | |||
| Value At Risk | (4.17) | |||
| Potential Upside | 5.38 |
Global Clean Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Clean's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Clean's standard deviation. In reality, there are many statistical measures that can use Global Clean historical prices to predict the future Global Clean's volatility.| Risk Adjusted Performance | 0.0129 | |||
| Jensen Alpha | 0.001 | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0791 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Global Clean'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.
Global Clean Energy Backtested Returns
Global Clean Energy holds Efficiency (Sharpe) Ratio of -0.034, which attests that the entity had a -0.034% return per unit of risk over the last 3 months. Global Clean Energy exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Global Clean's Risk Adjusted Performance of 0.0129, market risk adjusted performance of 0.0891, and Downside Deviation of 2.96 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Global Clean's returns are expected to increase less than the market. However, during the bear market, the loss of holding Global Clean is expected to be smaller as well. Global Clean Energy has an expected return of -0.0945%. Please make sure to check out Global Clean semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to decide if Global Clean Energy performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.43 |
Average predictability
Global Clean Energy has average predictability. Overlapping area represents the amount of predictability between Global Clean time series from 11th of February 2024 to 27th of March 2024 and 27th of March 2024 to 11th of May 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 Global Clean Energy price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Global Clean price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Global Clean Energy lagged returns against current returns
Autocorrelation, which is Global Clean otc stock'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 Global Clean's otc stock expected returns. We can calculate the autocorrelation of Global Clean returns to help us make a trade decision. For example, suppose you find that Global Clean has exhibited high autocorrelation historically, and you observe that the otc stock 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 |
Global Clean 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 Global Clean otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Global Clean otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Global Clean otc stock over time.
Current vs Lagged Prices |
| Timeline |
Global Clean Lagged Returns
When evaluating Global Clean's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Global Clean otc stock have on its future price. Global Clean 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, Global Clean autocorrelation shows the relationship between Global Clean otc stock current value and its past values and can show if there is a momentum factor associated with investing in Global Clean Energy.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Global Clean in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Global Clean's short interest history, or implied volatility extrapolated from Global Clean options trading.
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Try AI Portfolio ArchitectCheck out Global Clean Correlation, Global Clean Volatility and Global Clean Alpha and Beta module to complement your research on Global Clean. Note that the Global Clean Energy information on this page should be used as a complementary analysis to other Global Clean's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
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When running Global Clean's price analysis, check to measure Global Clean'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 Global Clean is operating at the current time. Most of Global Clean's value examination focuses on studying past and present price action to predict the probability of Global Clean's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Global Clean's price. Additionally, you may evaluate how the addition of Global Clean to your portfolios can decrease your overall portfolio volatility.
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Global Clean technical otc stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, otc market cycles, or different charting patterns.