Gmo Equity Allocation Fund Market Value

GMCQX Fund  USD 12.26  0.25  2.00%   
Gmo Us' market value is the price at which a share of Gmo Us trades on a public exchange. It measures the collective expectations of Gmo Equity Allocation investors about its performance. Gmo Us is trading at 12.26 as of the 15th of March 2025; that is 2 percent decrease since the beginning of the trading day. The fund's open price was 12.51.
With this module, you can estimate the performance of a buy and hold strategy of Gmo Equity Allocation and determine expected loss or profit from investing in Gmo Us over a given investment horizon. Check out Gmo Us Correlation, Gmo Us Volatility and Gmo Us Alpha and Beta module to complement your research on Gmo Us.
Symbol

Please note, there is a significant difference between Gmo Us' value and its price as these two are different measures arrived at by different means. Investors typically determine if Gmo Us is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Gmo Us' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Gmo Us '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 Us' 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 Us.
0.00
12/15/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/15/2025
0.00
If you would invest  0.00  in Gmo Us on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Gmo Equity Allocation or generate 0.0% return on investment in Gmo Us over 90 days. Gmo Us is related to or competes with Sit Us, Us Government, Nationwide Government, Payden Us, Franklin Adjustable, and Ridgeworth Seix. Under normal circumstances, the fund invests directly and indirectly at least 80 percent of its assets in equities tied ... More

Gmo Us 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 Us' 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 Equity Allocation upside and downside potential and time the market with a certain degree of confidence.

Gmo Us Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Gmo Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gmo Us' standard deviation. In reality, there are many statistical measures that can use Gmo Us historical prices to predict the future Gmo Us' volatility.
Hype
Prediction
LowEstimatedHigh
11.1812.2613.34
Details
Intrinsic
Valuation
LowRealHigh
10.3611.4412.52
Details

Gmo Equity Allocation Backtested Returns

Gmo Equity Allocation 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. Gmo Equity Allocation exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Gmo Us' Standard Deviation of 1.32, market risk adjusted performance of 1.89, and Risk Adjusted Performance of (0.18) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of -0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Gmo Us are expected to decrease at a much lower rate. During the bear market, Gmo Us is likely to outperform the market.

Auto-correlation

    
  -0.62  

Very good reverse predictability

Gmo Equity Allocation has very good reverse predictability. Overlapping area represents the amount of predictability between Gmo Us time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Gmo Equity Allocation price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Gmo Us price fluctuation can be explain by its past prices.
Correlation Coefficient-0.62
Spearman Rank Test-0.2
Residual Average0.0
Price Variance0.15

Gmo Equity Allocation lagged returns against current returns

Autocorrelation, which is Gmo Us 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 Us' mutual fund expected returns. We can calculate the autocorrelation of Gmo Us returns to help us make a trade decision. For example, suppose you find that Gmo Us 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 Us 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 Us mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gmo Us 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 Us mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Gmo Us Lagged Returns

When evaluating Gmo Us' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gmo Us mutual fund have on its future price. Gmo Us 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 Us autocorrelation shows the relationship between Gmo Us mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Gmo Equity Allocation.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Gmo Mutual Fund

Gmo Us 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 Us security.
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