Great Wall Motor Stock Market Value
| GWLLF Stock | USD 1.58 0.03 1.94% |
| 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.
| 04/11/2024 |
| 05/11/2024 |
If you would invest 0.00 in Great Wall on April 11, 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 30 days. Great Wall is related to or competes with Mitsubishi Motors, Geely Automobile, Hyundai, Volkswagen, Subaru Corp, Mercedes-Benz Group, 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 | 4.49 | |||
| Information Ratio | 0.1841 | |||
| Maximum Drawdown | 16.88 | |||
| Value At Risk | (5.41) | |||
| Potential Upside | 7.02 |
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 | 0.1369 | |||
| Jensen Alpha | 0.7804 | |||
| Total Risk Alpha | 0.2946 | |||
| Sortino Ratio | 0.1391 | |||
| Treynor Ratio | (0.61) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Great Wall'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 Wall Motor Backtested Returns
Great Wall appears to be dangerous, given 3 months investment horizon. Great Wall Motor holds Efficiency (Sharpe) Ratio of 0.2, which attests that the entity had a 0.2% 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 0.69% is justified by implied risk. Please utilize Great Wall's Market Risk Adjusted Performance of (0.60), risk adjusted performance of 0.1369, and Downside Deviation of 4.49 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 15. The company retains a Market Volatility (i.e., Beta) of -1.14, which attests to a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Great Wall are expected to decrease slowly. On the other hand, during market turmoil, Great Wall is expected to outperform it slightly. Please check Great Wall's downside variance, day median price, and 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 | 0.29 |
Poor predictability
Great Wall Motor has poor predictability. Overlapping area represents the amount of predictability between Great Wall time series from 11th of April 2024 to 26th of April 2024 and 26th of April 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 Great Wall Motor price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Great Wall price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 |
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When running Great Wall's price analysis, check to measure Great Wall'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 Wall is operating at the current time. Most of Great Wall's value examination focuses on studying past and present price action to predict the probability of Great Wall'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 Wall's price. Additionally, you may evaluate how the addition of Great Wall to your portfolios can decrease your overall portfolio volatility.
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Great Wall 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.