Graphjet Technology Stock Market Value
| GTI Stock | 4.60 0.01 0.22% |
| Symbol | Graphjet |
Graphjet Technology Price To Book Ratio
Is Electrical Components & Equipment space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Graphjet Technology. If investors know Graphjet will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Graphjet Technology listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Graphjet Technology is measured differently than its book value, which is the value of Graphjet that is recorded on the company's balance sheet. Investors also form their own opinion of Graphjet Technology's value that differs from its market value or its book value, called intrinsic value, which is Graphjet Technology's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Graphjet Technology's market value can be influenced by many factors that don't directly affect Graphjet Technology's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Graphjet Technology's value and its price as these two are different measures arrived at by different means. Investors typically determine if Graphjet Technology is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Graphjet Technology's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Graphjet Technology '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 Graphjet Technology's 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 Graphjet Technology.
| 08/01/2025 |
| 10/30/2025 |
If you would invest 0.00 in Graphjet Technology on August 1, 2025 and sell it all today you would earn a total of 0.00 from holding Graphjet Technology or generate 0.0% return on investment in Graphjet Technology over 90 days. Graphjet Technology is related to or competes with Compass Minerals, Lithium Argentina, Nexa Resources, Nouveau Monde, American Battery, NioCorp Developments, and Sigma Lithium. GrafTech International Ltd. manufactures and sells graphite and carbon material sciencebased solutions. More
Graphjet Technology 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 Graphjet Technology's 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 Graphjet Technology upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 65.27 | |||
| Value At Risk | (9.45) | |||
| Potential Upside | 8.63 |
Graphjet Technology Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Graphjet Technology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Graphjet Technology's standard deviation. In reality, there are many statistical measures that can use Graphjet Technology historical prices to predict the future Graphjet Technology's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.45) | |||
| Total Risk Alpha | (1.60) | |||
| Treynor Ratio | (0.12) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Graphjet Technology'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.
Graphjet Technology Backtested Returns
Graphjet Technology holds Efficiency (Sharpe) Ratio of -0.0553, which attests that the entity had a -0.0553 % return per unit of standard deviation over the last 3 months. Graphjet Technology exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Graphjet Technology's risk adjusted performance of (0.01), and Market Risk Adjusted Performance of (0.11) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 2.16, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Graphjet Technology will likely underperform. At this point, Graphjet Technology has a negative expected return of -0.5%. Please make sure to check out Graphjet Technology's potential upside, and the relationship between the jensen alpha and rate of daily change , to decide if Graphjet Technology performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
Graphjet Technology has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Graphjet Technology time series from 1st of August 2025 to 15th of September 2025 and 15th of September 2025 to 30th 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 Graphjet Technology price movement. The serial correlation of -0.74 indicates that around 74.0% of current Graphjet Technology price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
Graphjet Technology lagged returns against current returns
Autocorrelation, which is Graphjet Technology 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 Graphjet Technology's stock expected returns. We can calculate the autocorrelation of Graphjet Technology returns to help us make a trade decision. For example, suppose you find that Graphjet Technology has exhibited high autocorrelation historically, and you observe that the 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 |
Graphjet Technology 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 Graphjet Technology stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Graphjet Technology stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Graphjet Technology stock over time.
Current vs Lagged Prices |
| Timeline |
Graphjet Technology Lagged Returns
When evaluating Graphjet Technology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Graphjet Technology stock have on its future price. Graphjet Technology 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, Graphjet Technology autocorrelation shows the relationship between Graphjet Technology stock current value and its past values and can show if there is a momentum factor associated with investing in Graphjet Technology.
Regressed Prices |
| Timeline |
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Check out Graphjet Technology Correlation, Graphjet Technology Volatility and Graphjet Technology Alpha and Beta module to complement your research on Graphjet Technology. For more detail on how to invest in Graphjet Stock please use our How to Invest in Graphjet Technology guide.You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Graphjet Technology technical stock 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, stock market cycles, or different charting patterns.