Gmo Small Cap Fund Probability of Future Mutual Fund Price Finishing Over 30.18

GMAYX Fund   25.53  1.53  5.65%   
Gmo Small's future price is the expected price of Gmo Small instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of Gmo Small Cap performance during a given time horizon utilizing its historical volatility. Check out Gmo Small Backtesting, Portfolio Optimization, Gmo Small Correlation, Gmo Small Hype Analysis, Gmo Small Volatility, Gmo Small History as well as Gmo Small Performance.
  
Please specify Gmo Small's target price for which you would like Gmo Small odds to be computed.

Gmo Small Target Price Odds to finish over 30.18

The tendency of Gmo Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to move over  30.18  or more in 90 days
 25.53 90 days 30.18 
near 1
Based on a normal probability distribution, the odds of Gmo Small to move over  30.18  or more in 90 days from now is near 1 (This Gmo Small Cap probability density function shows the probability of Gmo Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Gmo Small Cap price to stay between its current price of  25.53  and  30.18  at the end of the 90-day period is about 87.3 .
Assuming the 90 days horizon Gmo Small has a beta of 0.25. This usually indicates as returns on the market go up, Gmo Small average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Gmo Small Cap will be expected to be much smaller as well. Additionally Gmo Small Cap has an alpha of 0.112, implying that it can generate a 0.11 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).
   Gmo Small Price Density   
       Price  

Predictive Modules for Gmo Small

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Gmo Small Cap. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gmo Small'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.
Hype
Prediction
LowEstimatedHigh
26.0227.0628.10
Details
Intrinsic
Valuation
LowRealHigh
25.8826.9227.96
Details
Naive
Forecast
LowNextHigh
25.9226.9527.99
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
25.6926.7727.85
Details

Gmo Small Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Gmo Small is not an exception. The market had few large corrections towards the Gmo Small's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Gmo Small Cap, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Gmo Small within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
0.11
β
Beta against Dow Jones0.25
σ
Overall volatility
0.64
Ir
Information ratio 0.04

Gmo Small Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Gmo Small for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Gmo Small Cap can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
The fund retains all of the assets under management (AUM) in different types of exotic instruments

Gmo Small Technical Analysis

Gmo Small's future price can be derived by breaking down and analyzing its technical indicators over time. Gmo Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Gmo Small Cap. In general, you should focus on analyzing Gmo Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.

Gmo Small Predictive Forecast Models

Gmo Small's time-series forecasting models is one of many Gmo Small's mutual fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Gmo Small's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the mutual fund market movement and maximize returns from investment trading.

Things to note about Gmo Small Cap

Checking the ongoing alerts about Gmo Small for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Gmo Small Cap help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
The fund retains all of the assets under management (AUM) in different types of exotic instruments

Other Information on Investing in Gmo Mutual Fund

Gmo Small financial ratios help investors to determine whether Gmo Mutual Fund 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 Gmo with respect to the benefits of owning Gmo Small security.
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