Genesis Minerals Limited Stock Market Value
| GSISF Stock | 4.70 0.00 0.00% |
| Symbol | Genesis |
Genesis Minerals '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 Genesis Minerals' 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 Genesis Minerals.
| 11/11/2023 |
| 10/31/2025 |
If you would invest 0.00 in Genesis Minerals on November 11, 2023 and sell it all today you would earn a total of 0.00 from holding Genesis Minerals Limited or generate 0.0% return on investment in Genesis Minerals over 720 days. Genesis Minerals is related to or competes with Ramelius Resources, Perseus Mining, Capricorn Metals, Dundee Precious, Zijin Mining, Torex Gold, and OceanaGold. More
Genesis Minerals 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 Genesis Minerals' 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 Genesis Minerals Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2507 | |||
| Maximum Drawdown | 29.71 | |||
| Value At Risk | (3.77) | |||
| Potential Upside | 9.26 |
Genesis Minerals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Genesis Minerals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Genesis Minerals' standard deviation. In reality, there are many statistical measures that can use Genesis Minerals historical prices to predict the future Genesis Minerals' volatility.| Risk Adjusted Performance | 0.1843 | |||
| Jensen Alpha | 1.15 | |||
| Total Risk Alpha | 0.5398 | |||
| Treynor Ratio | 66.45 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Genesis Minerals' 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.
Genesis Minerals Backtested Returns
Genesis Minerals is moderately volatile given 3 months investment horizon. Genesis Minerals holds Efficiency (Sharpe) Ratio of 0.25, which attests that the entity had a 0.25 % return per unit of risk over the last 3 months. We are able to interpolate and collect nineteen different technical indicators, which can help you to evaluate if expected returns of 1.06% are justified by taking the suggested risk. Use Genesis Minerals Limited Risk Adjusted Performance of 0.1843, standard deviation of 4.24, and Market Risk Adjusted Performance of 66.46 to evaluate company specific risk that cannot be diversified away. Genesis Minerals holds a performance score of 19 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 0.0174, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Genesis Minerals' returns are expected to increase less than the market. However, during the bear market, the loss of holding Genesis Minerals is expected to be smaller as well. Use Genesis Minerals Limited variance, value at risk, as well as the relationship between the Value At Risk and rate of daily change , to analyze future returns on Genesis Minerals Limited.
Auto-correlation | 0.60 |
Good predictability
Genesis Minerals Limited has good predictability. Overlapping area represents the amount of predictability between Genesis Minerals time series from 11th of November 2023 to 5th of November 2024 and 5th of November 2024 to 31st of October 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 Genesis Minerals price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Genesis Minerals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.67 |
Genesis Minerals lagged returns against current returns
Autocorrelation, which is Genesis Minerals 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 Genesis Minerals' pink sheet expected returns. We can calculate the autocorrelation of Genesis Minerals returns to help us make a trade decision. For example, suppose you find that Genesis Minerals 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 |
Genesis Minerals 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 Genesis Minerals pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Genesis Minerals pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Genesis Minerals pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Genesis Minerals Lagged Returns
When evaluating Genesis Minerals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Genesis Minerals pink sheet have on its future price. Genesis Minerals 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, Genesis Minerals autocorrelation shows the relationship between Genesis Minerals pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Genesis Minerals Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| VOO | Vanguard SP 500 | |
| XLK | Technology Select Sector | |
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| XLC | Communication Services Select |
Other Information on Investing in Genesis Pink Sheet
Genesis Minerals financial ratios help investors to determine whether Genesis Pink Sheet 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 Genesis with respect to the benefits of owning Genesis Minerals security.