Guidemark Large Cap Fund Market Value
| GMLVX Fund | USD 11.61 0.18 1.57% |
| Symbol | Guidemark |
Guidemark Large '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 Large'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 Large.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Guidemark Large on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Guidemark Large Cap or generate 0.0% return on investment in Guidemark Large over 90 days. Guidemark Large is related to or competes with Financial Services, Rmb Mendon, John Hancock, Financials Ultrasector, Gabelli Global, and 1919 Financial. Under normal circumstances, the fund invests at least 80 percent of its assets in securities and other instruments that ... More
Guidemark Large 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 Large'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 Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | 0.1299 | |||
| Maximum Drawdown | 5.51 | |||
| Value At Risk | (1.62) | |||
| Potential Upside | 1.28 |
Guidemark Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guidemark Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guidemark Large's standard deviation. In reality, there are many statistical measures that can use Guidemark Large historical prices to predict the future Guidemark Large's volatility.| Risk Adjusted Performance | 0.0218 | |||
| Jensen Alpha | 0.056 | |||
| Total Risk Alpha | 0.1302 | |||
| Sortino Ratio | 0.1175 | |||
| Treynor Ratio | 0.032 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Guidemark Large'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.
Guidemark Large Cap Backtested Returns
At this stage we consider Guidemark Mutual Fund to be very steady. Guidemark Large Cap holds Efficiency (Sharpe) Ratio of 0.0256, which attests that the entity had a 0.0256 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Guidemark Large Cap, which you can use to evaluate the volatility of the entity. Please check out Guidemark Large's Market Risk Adjusted Performance of 0.042, downside deviation of 1.04, and Risk Adjusted Performance of 0.0218 to validate if the risk estimate we provide is consistent with the expected return of 0.0244%. The fund retains a Market Volatility (i.e., Beta) of 0.4, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Guidemark Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding Guidemark Large is expected to be smaller as well.
Auto-correlation | -0.24 |
Weak reverse predictability
Guidemark Large Cap has weak reverse predictability. Overlapping area represents the amount of predictability between Guidemark Large time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Guidemark Large Cap price movement. The serial correlation of -0.24 indicates that over 24.0% of current Guidemark Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Guidemark Large Cap lagged returns against current returns
Autocorrelation, which is Guidemark Large 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 Large's mutual fund expected returns. We can calculate the autocorrelation of Guidemark Large returns to help us make a trade decision. For example, suppose you find that Guidemark Large 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 Large 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 Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guidemark Large 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 Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Guidemark Large Lagged Returns
When evaluating Guidemark Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guidemark Large mutual fund have on its future price. Guidemark Large 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 Large autocorrelation shows the relationship between Guidemark Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Guidemark Large Cap.
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 Large 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 Large security.
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