The Gabelli Small Fund Market Value
| GCASX Fund | USD 43.18 0.42 0.98% |
| Symbol | Gabelli |
Gabelli Small '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 Gabelli Small's mutual fund 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 Gabelli Small.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in Gabelli Small on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding The Gabelli Small or generate 0.0% return on investment in Gabelli Small over 30 days. Gabelli Small is related to or competes with T Rowe, Inverse Mid-cap, Ashmore Emerging, T Rowe, and T Rowe. The investment seeks to provide a high level of capital appreciation More
Gabelli Small 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 Gabelli Small's mutual fund 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 The Gabelli Small upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 4.25 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.1 |
Gabelli Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gabelli Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gabelli Small's standard deviation. In reality, there are many statistical measures that can use Gabelli Small historical prices to predict the future Gabelli Small's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.20) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gabelli 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.
Gabelli Small Backtested Returns
Gabelli Small holds Efficiency (Sharpe) Ratio of -0.15, which attests that the entity had a -0.15 % return per unit of risk over the last 3 months. Gabelli Small exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Gabelli Small's Risk Adjusted Performance of (0.11), standard deviation of 0.938, and Market Risk Adjusted Performance of (0.19) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.76, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gabelli Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gabelli Small is expected to be smaller as well.
Auto-correlation | -0.14 |
Insignificant reverse predictability
The Gabelli Small has insignificant reverse predictability. Overlapping area represents the amount of predictability between Gabelli Small time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd of March 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 Gabelli Small price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Gabelli Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
Gabelli Small lagged returns against current returns
Autocorrelation, which is Gabelli Small mutual fund'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 Gabelli Small's mutual fund expected returns. We can calculate the autocorrelation of Gabelli Small returns to help us make a trade decision. For example, suppose you find that Gabelli Small has exhibited high autocorrelation historically, and you observe that the mutual fund 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 |
Gabelli Small 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 Gabelli Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gabelli Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gabelli Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Gabelli Small Lagged Returns
When evaluating Gabelli Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gabelli Small mutual fund have on its future price. Gabelli Small 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, Gabelli Small autocorrelation shows the relationship between Gabelli Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Gabelli Small.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Gabelli Mutual Fund
Gabelli Small financial ratios help investors to determine whether Gabelli 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 Gabelli with respect to the benefits of owning Gabelli Small security.
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