Gentech Holdings Stock Market Value

Symbol

Gentech

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 Gentech Holdings' 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 Gentech Holdings.

Gentech Holdings Upside/Downside Indicators

Gentech Holdings Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Gentech Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gentech Holdings' standard deviation. In reality, there are many statistical measures that can use Gentech Holdings historical prices to predict the future Gentech Holdings' volatility.

Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gentech Holdings' 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.

Autocorrelation, which is Gentech Holdings 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 Gentech Holdings' pink sheet expected returns. We can calculate the autocorrelation of Gentech Holdings returns to help us make a trade decision. For example, suppose you find that Gentech Holdings 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.

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Gentech Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gentech Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gentech Holdings pink sheet over time.

When evaluating Gentech Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gentech Holdings pink sheet have on its future price. Gentech Holdings 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, Gentech Holdings autocorrelation shows the relationship between Gentech Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Gentech Holdings.

Gentech Holdings financial ratios help investors to determine whether Gentech 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 Gentech with respect to the benefits of owning Gentech Holdings security.