Gateway Equity Call Fund Market Value
| GCPCX Fund | USD 18.94 0.28 1.46% |
| Symbol | Gateway |
Gateway Equity '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 Gateway Equity'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 Gateway Equity.
| 12/29/2024 |
| 03/29/2025 |
If you would invest 0.00 in Gateway Equity on December 29, 2024 and sell it all today you would earn a total of 0.00 from holding Gateway Equity Call or generate 0.0% return on investment in Gateway Equity over 90 days. Gateway Equity is related to or competes with Asg Managed, Natixis Oakmark, Natixis Oakmark, Natixis Oakmark, Gateway Equity, Gateway Equity, and Natixis Oakmark. Under normal circumstances, the fund will invest at least 80 percent of its net assets in equity securities More
Gateway Equity 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 Gateway Equity'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 Gateway Equity Call upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.97 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 1.25 |
Gateway Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gateway Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gateway Equity's standard deviation. In reality, there are many statistical measures that can use Gateway Equity historical prices to predict the future Gateway Equity's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | (0.08) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gateway Equity'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.
Gateway Equity Call Backtested Returns
Gateway Equity Call holds Efficiency (Sharpe) Ratio of -0.0709, which attests that the entity had a -0.0709 % return per unit of risk over the last 3 months. Gateway Equity Call exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Gateway Equity's Risk Adjusted Performance of (0.06), standard deviation of 0.8364, and Market Risk Adjusted Performance of (0.07) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.84, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gateway Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gateway Equity is expected to be smaller as well.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
Gateway Equity Call has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Gateway Equity time series from 29th of December 2024 to 12th of February 2025 and 12th of February 2025 to 29th 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 Gateway Equity Call price movement. The serial correlation of -0.78 indicates that around 78.0% of current Gateway Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Gateway Equity Call lagged returns against current returns
Autocorrelation, which is Gateway Equity 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 Gateway Equity's mutual fund expected returns. We can calculate the autocorrelation of Gateway Equity returns to help us make a trade decision. For example, suppose you find that Gateway Equity 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 |
Gateway Equity 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 Gateway Equity mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gateway Equity mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gateway Equity mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Gateway Equity Lagged Returns
When evaluating Gateway Equity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gateway Equity mutual fund have on its future price. Gateway Equity 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, Gateway Equity autocorrelation shows the relationship between Gateway Equity mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Gateway Equity Call.
Regressed Prices |
| Timeline |
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Other Information on Investing in Gateway Mutual Fund
Gateway Equity financial ratios help investors to determine whether Gateway 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 Gateway with respect to the benefits of owning Gateway Equity security.
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