Gmo Equity Allocation Fund Market Value
| GMCQX Fund | USD 13.41 0.01 0.07% |
| Symbol | Gmo |
Gmo 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 Gmo 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 Gmo Equity.
| 04/29/2025 |
| 07/28/2025 |
If you would invest 0.00 in Gmo Equity on April 29, 2025 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 Equity over 90 days. Gmo Equity is related to or competes with Qs Global, Artisan Global, Jhancock Global, Calamos Global, Gmo Global, Morgan Stanley, and Rbc Global. Under normal circumstances, the fund invests directly and indirectly at least 80 percent of its assets in equities tied ... More
Gmo 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 Gmo 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 Gmo Equity Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.618 | |||
| Information Ratio | 0.0199 | |||
| Maximum Drawdown | 4.77 | |||
| Value At Risk | (0.75) | |||
| Potential Upside | 1.28 |
Gmo Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gmo Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gmo Equity's standard deviation. In reality, there are many statistical measures that can use Gmo Equity historical prices to predict the future Gmo Equity's volatility.| Risk Adjusted Performance | 0.2304 | |||
| Jensen Alpha | 0.2403 | |||
| Total Risk Alpha | 0.0204 | |||
| Sortino Ratio | 0.0242 | |||
| Treynor Ratio | (1.65) |
Gmo Equity Allocation Backtested Returns
Gmo Equity appears to be very steady, given 3 months investment horizon. Gmo Equity Allocation holds Efficiency (Sharpe) Ratio of 0.3, which attests that the entity had a 0.3 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Gmo Equity Allocation, which you can use to evaluate the volatility of the entity. Please utilize Gmo Equity's Market Risk Adjusted Performance of (1.64), downside deviation of 0.618, and Risk Adjusted Performance of 0.2304 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of -0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Gmo Equity are expected to decrease at a much lower rate. During the bear market, Gmo Equity is likely to outperform the market.
Auto-correlation | 0.93 |
Excellent predictability
Gmo Equity Allocation has excellent predictability. Overlapping area represents the amount of predictability between Gmo Equity time series from 29th of April 2025 to 13th of June 2025 and 13th of June 2025 to 28th of July 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 0.93 indicates that approximately 93.0% of current Gmo Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.93 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Gmo Equity Allocation lagged returns against current returns
Autocorrelation, which is Gmo 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 Gmo Equity's mutual fund expected returns. We can calculate the autocorrelation of Gmo Equity returns to help us make a trade decision. For example, suppose you find that Gmo 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 |
Gmo 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 Gmo Equity mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gmo 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 Gmo Equity mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Gmo Equity Lagged Returns
When evaluating Gmo Equity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gmo Equity mutual fund have on its future price. Gmo 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, Gmo Equity autocorrelation shows the relationship between Gmo Equity 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 |
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 Gmo Mutual Fund
Gmo Equity 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 Equity security.
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities |