Great Eastern Holdings Stock Market Value
| GEHDY Stock | USD 25.25 0.60 2.32% |
| Symbol | Great |
Great Eastern '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 Eastern'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 Eastern.
| 04/02/2024 |
| 05/02/2024 |
If you would invest 0.00 in Great Eastern on April 2, 2024 and sell it all today you would earn a total of 0.00 from holding Great Eastern Holdings or generate 0.0% return on investment in Great Eastern over 30 days. Great Eastern is related to or competes with American Equity, American Equity, Atlantic American, American Equity, CNO Financial, MetLife Preferred, and FG Annuities. Great Eastern Holdings Limited, an investment holding company, provides insurance products in Singapore, Malaysia, and o... More
Great Eastern 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 Eastern'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 Eastern Holdings upside and downside potential and time the market with a certain degree of confidence.
Great Eastern Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Great Eastern's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Great Eastern's standard deviation. In reality, there are many statistical measures that can use Great Eastern historical prices to predict the future Great Eastern's volatility.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Great Eastern'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.
Great Eastern Holdings Backtested Returns
We have found eight technical indicators for Great Eastern Holdings, which you can use to evaluate the volatility of the firm. Please check out Great Eastern's Daily Balance Of Power of (1.00), accumulation distribution of 0.0232, and Day Typical Price of 25.45 to validate if the risk estimate we provide is consistent with the expected return of 0.0%. 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 Great Eastern are completely uncorrelated. Great Eastern Holdings right now retains a risk of 0.0%. Please check out Great Eastern rate of daily change , to decide if Great Eastern will be following its current trending patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Great Eastern Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between Great Eastern time series from 2nd of April 2024 to 17th of April 2024 and 17th of April 2024 to 2nd 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 Great Eastern Holdings price movement. The serial correlation of 0.0 indicates that just 0.0% of current Great Eastern 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 |
Great Eastern Holdings lagged returns against current returns
Autocorrelation, which is Great Eastern 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 Eastern's pink sheet expected returns. We can calculate the autocorrelation of Great Eastern returns to help us make a trade decision. For example, suppose you find that Great Eastern 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 Eastern 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 Eastern pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Great Eastern 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 Eastern pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Great Eastern Lagged Returns
When evaluating Great Eastern's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Great Eastern pink sheet have on its future price. Great Eastern 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 Eastern autocorrelation shows the relationship between Great Eastern pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Great Eastern Holdings.
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 Great Eastern 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, Great Eastern's short interest history, or implied volatility extrapolated from Great Eastern options trading.
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Try AI Portfolio ArchitectCheck out Great Eastern Correlation, Great Eastern Volatility and Great Eastern Alpha and Beta module to complement your research on Great Eastern. Note that the Great Eastern Holdings information on this page should be used as a complementary analysis to other Great Eastern'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 FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Complementary Tools for Great Pink Sheet analysis
When running Great Eastern's price analysis, check to measure Great Eastern'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 Great Eastern is operating at the current time. Most of Great Eastern's value examination focuses on studying past and present price action to predict the probability of Great Eastern's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Great Eastern's price. Additionally, you may evaluate how the addition of Great Eastern to your portfolios can decrease your overall portfolio volatility.
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Great Eastern technical pink sheet 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, pink sheet market cycles, or different charting patterns.