George Putnam Fund Market Value
| PGEMX Fund | USD 25.07 0.27 1.07% |
| Symbol | George |
George Putnam '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 George Putnam'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 George Putnam.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in George Putnam on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding George Putnam Fund or generate 0.0% return on investment in George Putnam over 30 days. George Putnam is related to or competes with Blackrock All, Salient Mlp, Fidelity Advisor, Pimco Energy, Calvert Global, Short Oil, and Transamerica Mlp. The fund invests mainly in a combination of bonds and common stocks of large U.S More
George Putnam 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 George Putnam'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 George Putnam Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 2.94 | |||
| Value At Risk | (1.01) | |||
| Potential Upside | 0.7513 |
George Putnam Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for George Putnam's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as George Putnam's standard deviation. In reality, there are many statistical measures that can use George Putnam historical prices to predict the future George Putnam's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (0.11) |
George Putnam Backtested Returns
George Putnam holds Efficiency (Sharpe) Ratio of -0.0662, which attests that the entity had a -0.0662 % return per unit of risk over the last 3 months. George Putnam exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out George Putnam's Market Risk Adjusted Performance of (0.1), risk adjusted performance of (0.04), and Standard Deviation of 0.6293 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.41, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, George Putnam's returns are expected to increase less than the market. However, during the bear market, the loss of holding George Putnam is expected to be smaller as well.
Auto-correlation | -0.29 |
Weak reverse predictability
George Putnam Fund has weak reverse predictability. Overlapping area represents the amount of predictability between George Putnam time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th 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 George Putnam price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current George Putnam price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
George Putnam lagged returns against current returns
Autocorrelation, which is George Putnam 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 George Putnam's mutual fund expected returns. We can calculate the autocorrelation of George Putnam returns to help us make a trade decision. For example, suppose you find that George Putnam 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 |
George Putnam 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 George Putnam mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if George Putnam mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in George Putnam mutual fund over time.
Current vs Lagged Prices |
| Timeline |
George Putnam Lagged Returns
When evaluating George Putnam's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of George Putnam mutual fund have on its future price. George Putnam 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, George Putnam autocorrelation shows the relationship between George Putnam mutual fund current value and its past values and can show if there is a momentum factor associated with investing in George Putnam 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 George Mutual Fund
George Putnam financial ratios help investors to determine whether George 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 George with respect to the benefits of owning George Putnam security.
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