Guidemark E Fixed Fund Market Value
| GMCOX Fund | USD 8.23 0.04 0.48% |
| Symbol | Guidemark |
Guidemark '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 Guidemark'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 Guidemark.
| 11/15/2024 |
| 12/15/2024 |
If you would invest 0.00 in Guidemark on November 15, 2024 and sell it all today you would earn a total of 0.00 from holding Guidemark E Fixed or generate 0.0% return on investment in Guidemark over 30 days. Guidemark is related to or competes with Sa Worldwide, Jpmorgan Smartretirement, Transamerica Cleartrack, Franklin Lifesmart, Putnman Retirement, Deutsche Multi, and Sierra E. Under normal circumstances, the fund will invest at least 80 percent of its assets in fixed income securities More
Guidemark 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 Guidemark'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 Guidemark E Fixed upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.48) | |||
| Maximum Drawdown | 1.22 | |||
| Value At Risk | (0.49) | |||
| Potential Upside | 0.3663 |
Guidemark Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guidemark's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guidemark's standard deviation. In reality, there are many statistical measures that can use Guidemark historical prices to predict the future Guidemark's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | 3.99 |
Guidemark E Fixed Backtested Returns
Guidemark E Fixed holds Efficiency (Sharpe) Ratio of -0.17, which attests that the entity had a -0.17% return per unit of risk over the last 3 months. Guidemark E Fixed exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Guidemark's Risk Adjusted Performance of (0.12), standard deviation of 0.2985, and Market Risk Adjusted Performance of 4.0 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of -0.0133, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Guidemark are expected to decrease at a much lower rate. During the bear market, Guidemark is likely to outperform the market.
Auto-correlation | -0.84 |
Excellent reverse predictability
Guidemark E Fixed has excellent reverse predictability. Overlapping area represents the amount of predictability between Guidemark time series from 15th of November 2024 to 30th of November 2024 and 30th of November 2024 to 15th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Guidemark E Fixed price movement. The serial correlation of -0.84 indicates that around 84.0% of current Guidemark price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.84 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Guidemark E Fixed lagged returns against current returns
Autocorrelation, which is Guidemark 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 Guidemark's mutual fund expected returns. We can calculate the autocorrelation of Guidemark returns to help us make a trade decision. For example, suppose you find that Guidemark 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 |
Guidemark 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 Guidemark mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guidemark mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guidemark mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Guidemark Lagged Returns
When evaluating Guidemark's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guidemark mutual fund have on its future price. Guidemark 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, Guidemark autocorrelation shows the relationship between Guidemark mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Guidemark E Fixed.
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 Guidemark Mutual Fund
Guidemark financial ratios help investors to determine whether Guidemark 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 Guidemark with respect to the benefits of owning Guidemark security.
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