Value Equity Investor Fund Market Value

GVEZX Fund  USD 19.40  0.06  0.31%   
Value Equity's market value is the price at which a share of Value Equity trades on a public exchange. It measures the collective expectations of Value Equity Investor investors about its performance. Value Equity is trading at 19.40 as of the 15th of December 2024; that is 0.31% down since the beginning of the trading day. The fund's open price was 19.46.
With this module, you can estimate the performance of a buy and hold strategy of Value Equity Investor and determine expected loss or profit from investing in Value Equity over a given investment horizon. Check out Value Equity Correlation, Value Equity Volatility and Value Equity Alpha and Beta module to complement your research on Value Equity.
Symbol

Please note, there is a significant difference between Value Equity's value and its price as these two are different measures arrived at by different means. Investors typically determine if Value Equity is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Value Equity's 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.

Value 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 Value 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 Value Equity.
0.00
12/26/2022
No Change 0.00  0.0 
In 1 year 11 months and 21 days
12/15/2024
0.00
If you would invest  0.00  in Value Equity on December 26, 2022 and sell it all today you would earn a total of 0.00 from holding Value Equity Investor or generate 0.0% return on investment in Value Equity over 720 days. Value Equity is related to or competes with Growth Allocation, Defensive Market, Defensive Market, Value Equity, Guidestone Value, and Guidestone Value. The fund invests mainly in equity securities, which can include stock, stock futures, rights, warrants or securities con... More

Value 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 Value 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 Value Equity Investor upside and downside potential and time the market with a certain degree of confidence.

Value Equity Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Value Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Value Equity's standard deviation. In reality, there are many statistical measures that can use Value Equity historical prices to predict the future Value Equity's volatility.
Hype
Prediction
LowEstimatedHigh
18.0119.3020.59
Details
Intrinsic
Valuation
LowRealHigh
18.3319.6220.91
Details
Naive
Forecast
LowNextHigh
16.6917.9919.28
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
19.3521.0522.75
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Value Equity. Your research has to be compared to or analyzed against Value Equity's peers to derive any actionable benefits. When done correctly, Value Equity's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Value Equity Investor.

Value Equity Investor Backtested Returns

Value Equity Investor owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0496, which indicates the fund had a -0.0496% return per unit of risk over the last 3 months. Value Equity Investor exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Value Equity's Risk Adjusted Performance of (0.02), variance of 1.67, and Coefficient Of Variation of (3,309) to confirm the risk estimate we provide. The entity has a beta of 0.93, which indicates possible diversification benefits within a given portfolio. Value Equity returns are very sensitive to returns on the market. As the market goes up or down, Value Equity is expected to follow.

Auto-correlation

    
  0.09  

Virtually no predictability

Value Equity Investor has virtually no predictability. Overlapping area represents the amount of predictability between Value Equity time series from 26th of December 2022 to 21st of December 2023 and 21st of December 2023 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 Value Equity Investor price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Value Equity price fluctuation can be explain by its past prices.
Correlation Coefficient0.09
Spearman Rank Test0.31
Residual Average0.0
Price Variance1.16

Value Equity Investor lagged returns against current returns

Autocorrelation, which is Value 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 Value Equity's mutual fund expected returns. We can calculate the autocorrelation of Value Equity returns to help us make a trade decision. For example, suppose you find that Value 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  

Value 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 Value Equity mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Value 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 Value Equity mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Value Equity Lagged Returns

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

Value Equity financial ratios help investors to determine whether Value 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 Value with respect to the benefits of owning Value Equity security.
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