Glass House Brands Stock Market Value
| GLASF Stock | USD 7.17 0.49 6.40% |
| Symbol | Glass |
Glass House '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 Glass House'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 Glass House.
| 05/20/2025 |
| 08/18/2025 |
If you would invest 0.00 in Glass House on May 20, 2025 and sell it all today you would earn a total of 0.00 from holding Glass House Brands or generate 0.0% return on investment in Glass House over 90 days. Glass House is related to or competes with Grown Rogue, Verano Holdings, and Ascend Wellness. Glass House Brands Inc. cultivates, manufactures, retails, and distributes raw cannabis, cannabis oil, and cannabis cons... More
Glass House 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 Glass House'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 Glass House Brands upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.41 | |||
| Information Ratio | 0.0403 | |||
| Maximum Drawdown | 33.12 | |||
| Value At Risk | (8.62) | |||
| Potential Upside | 10.78 |
Glass House Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Glass House's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Glass House's standard deviation. In reality, there are many statistical measures that can use Glass House historical prices to predict the future Glass House's volatility.| Risk Adjusted Performance | 0.0499 | |||
| Jensen Alpha | 0.3094 | |||
| Total Risk Alpha | (0.41) | |||
| Sortino Ratio | 0.0427 | |||
| Treynor Ratio | 2.39 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Glass House'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.
Glass House Brands Backtested Returns
Glass House appears to be unstable, given 3 months investment horizon. Glass House Brands holds Efficiency (Sharpe) Ratio of 0.0706, which attests that the entity had a 0.0706 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Glass House Brands, which you can use to evaluate the volatility of the firm. Please utilize Glass House's risk adjusted performance of 0.0499, and Market Risk Adjusted Performance of 2.4 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Glass House holds a performance score of 5. The company retains a Market Volatility (i.e., Beta) of 0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Glass House's returns are expected to increase less than the market. However, during the bear market, the loss of holding Glass House is expected to be smaller as well. Please check Glass House's value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to make a quick decision on whether Glass House's current trending patterns will revert.
Auto-correlation | 0.58 |
Modest predictability
Glass House Brands has modest predictability. Overlapping area represents the amount of predictability between Glass House time series from 20th of May 2025 to 4th of July 2025 and 4th of July 2025 to 18th of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Glass House Brands price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Glass House price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.72 |
Glass House Brands lagged returns against current returns
Autocorrelation, which is Glass House 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 Glass House's otc stock expected returns. We can calculate the autocorrelation of Glass House returns to help us make a trade decision. For example, suppose you find that Glass House 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 |
Glass House 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 Glass House otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Glass House otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Glass House otc stock over time.
Current vs Lagged Prices |
| Timeline |
Glass House Lagged Returns
When evaluating Glass House's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Glass House otc stock have on its future price. Glass House 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, Glass House autocorrelation shows the relationship between Glass House otc stock current value and its past values and can show if there is a momentum factor associated with investing in Glass House Brands.
Regressed Prices |
| Timeline |
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Other Information on Investing in Glass OTC Stock
Glass House financial ratios help investors to determine whether Glass OTC Stock 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 Glass with respect to the benefits of owning Glass House security.