Gmo Implementation Fund Market Value
| GIMFX Fund | USD 13.11 0.05 0.38% |
| Symbol | Gmo |
Gmo Implementation '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 Gmo Implementation'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 Gmo Implementation.
| 01/18/2025 |
| 02/17/2025 |
If you would invest 0.00 in Gmo Implementation on January 18, 2025 and sell it all today you would earn a total of 0.00 from holding Gmo Implementation Fund or generate 0.0% return on investment in Gmo Implementation over 30 days. Gmo Implementation is related to or competes with Riverpark Short, Cmg Ultra, Transam Short, Rbc Short, Pioneer Short, and Angel Oak. The adviser seeks to achieve the funds investment objective by investing the funds assets in asset classes GMO believes ... More
Gmo Implementation 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 Gmo Implementation'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 Gmo Implementation Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5345 | |||
| Information Ratio | 0.0712 | |||
| Maximum Drawdown | 3.32 | |||
| Value At Risk | (0.85) | |||
| Potential Upside | 0.72 |
Gmo Implementation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gmo Implementation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gmo Implementation's standard deviation. In reality, there are many statistical measures that can use Gmo Implementation historical prices to predict the future Gmo Implementation's volatility.| Risk Adjusted Performance | 0.062 | |||
| Jensen Alpha | 0.038 | |||
| Total Risk Alpha | 0.0375 | |||
| Sortino Ratio | 0.0696 | |||
| Treynor Ratio | 0.1654 |
Gmo Implementation Backtested Returns
At this stage we consider Gmo Mutual Fund to be very steady. Gmo Implementation holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Gmo Implementation, which you can use to evaluate the volatility of the entity. Please check out Gmo Implementation's Risk Adjusted Performance of 0.062, market risk adjusted performance of 0.1754, and Downside Deviation of 0.5345 to validate if the risk estimate we provide is consistent with the expected return of 0.0741%. The fund retains a Market Volatility (i.e., Beta) of 0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gmo Implementation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gmo Implementation is expected to be smaller as well.
Auto-correlation | -0.04 |
Very weak reverse predictability
Gmo Implementation Fund has very weak reverse predictability. Overlapping area represents the amount of predictability between Gmo Implementation time series from 18th of January 2025 to 2nd of February 2025 and 2nd of February 2025 to 17th of February 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 Gmo Implementation price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Gmo Implementation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Gmo Implementation lagged returns against current returns
Autocorrelation, which is Gmo Implementation 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 Gmo Implementation's mutual fund expected returns. We can calculate the autocorrelation of Gmo Implementation returns to help us make a trade decision. For example, suppose you find that Gmo Implementation 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 |
Gmo Implementation 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 Gmo Implementation mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gmo Implementation mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gmo Implementation mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Gmo Implementation Lagged Returns
When evaluating Gmo Implementation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gmo Implementation mutual fund have on its future price. Gmo Implementation 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, Gmo Implementation autocorrelation shows the relationship between Gmo Implementation mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Gmo Implementation Fund.
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 Gmo Mutual Fund
Gmo Implementation 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 Implementation security.
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