Global Strategy Fund Probability of Future Mutual Fund Price Finishing Under 9.87

VGLSX Fund  USD 10.46  0.01  0.1%   
Global Strategy's future price is the expected price of Global Strategy 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 Global Strategy Fund performance during a given time horizon utilizing its historical volatility. Check out Global Strategy Backtesting, Portfolio Optimization, Global Strategy Correlation, Global Strategy Hype Analysis, Global Strategy Volatility, Global Strategy History as well as Global Strategy Performance.
  
Please specify Global Strategy's target price for which you would like Global Strategy odds to be computed.

Global Strategy Target Price Odds to finish below 9.87

The tendency of Global 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 drop to $ 9.87  or more in 90 days
 10.46 90 days 9.87 
near 1
Based on a normal probability distribution, the odds of Global Strategy to drop to $ 9.87  or more in 90 days from now is near 1 (This Global Strategy Fund probability density function shows the probability of Global Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Global Strategy price to stay between $ 9.87  and its current price of $10.46 at the end of the 90-day period is about 98.0 .
Assuming the 90 days horizon Global Strategy has a beta of 0.36. This entails as returns on the market go up, Global Strategy average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Global Strategy Fund will be expected to be much smaller as well. Additionally Global Strategy Fund has an alpha of 0.0141, implying that it can generate a 0.0141 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).
   Global Strategy Price Density   
       Price  

Predictive Modules for Global Strategy

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Global Strategy. 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 Global Strategy'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
10.0610.4610.86
Details
Intrinsic
Valuation
LowRealHigh
10.0110.4110.81
Details
Naive
Forecast
LowNextHigh
10.1210.5210.92
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
10.1410.3110.48
Details

Global Strategy Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Global Strategy is not an exception. The market had few large corrections towards the Global Strategy'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 Global Strategy Fund, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Global Strategy within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
0.01
β
Beta against Dow Jones0.36
σ
Overall volatility
0.11
Ir
Information ratio -0.17

Global Strategy 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 Global Strategy for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Global Strategy 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 keeps about 11.23% of its net assets in cash

Global Strategy Technical Analysis

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

Global Strategy Predictive Forecast Models

Global Strategy's time-series forecasting models is one of many Global Strategy'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 Global Strategy'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 Global Strategy

Checking the ongoing alerts about Global Strategy for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Global Strategy help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
The fund keeps about 11.23% of its net assets in cash

Other Information on Investing in Global Mutual Fund

Global Strategy financial ratios help investors to determine whether Global 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 Global with respect to the benefits of owning Global Strategy security.
Idea Breakdown
Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Price Ceiling Movement
Calculate and plot Price Ceiling Movement for different equity instruments