Gmo E Plus Fund Manager Performance Evaluation
| GPBFX Fund | USD 17.73 0.02 0.11% |
The fund retains a Market Volatility (i.e., Beta) of -0.0441, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Gmo E are expected to decrease at a much lower rate. During the bear market, Gmo E is likely to outperform the market.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Gmo E Plus has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong technical and fundamental indicators, Gmo E is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 0.3900 |
Gmo |
Gmo E Relative Risk vs. Return Landscape
If you would invest 1,812 in Gmo E Plus on August 23, 2024 and sell it today you would lose (39.00) from holding Gmo E Plus or give up 2.15% of portfolio value over 90 days. Gmo E Plus is currently producing negative expected returns and takes up 0.2887% volatility of returns over 90 trading days. Put another way, 2% of traded mutual funds are less volatile than Gmo, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Gmo E Current Valuation
Fairly Valued
Today
Please note that Gmo E's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Gmo E Plus retains a regular Real Value of $17.81 per share. The prevalent price of the fund is $17.73. We determine the value of Gmo E Plus from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will come together.
Since Gmo E is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Gmo Mutual Fund. However, Gmo E's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 17.73 | Real 17.81 | Hype 17.73 | Naive 17.69 |
The intrinsic value of Gmo E's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Gmo E's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Gmo E Plus helps investors to forecast how Gmo mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Gmo E more accurately as focusing exclusively on Gmo E's fundamentals will not take into account other important factors: Gmo E Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gmo E's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Gmo E Plus, and traders can use it to determine the average amount a Gmo E's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1163
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | GPBFX |
Estimated Market Risk
| 0.29 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Gmo E is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Gmo E by adding Gmo E to a well-diversified portfolio.
Gmo E Fundamentals Growth
Gmo Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Gmo E, and Gmo E fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Gmo Mutual Fund performance.
| Total Asset | 105.37 M | |||
About Gmo E Performance
Evaluating Gmo E's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Gmo E has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Gmo E has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Under normal circumstances, the fund invests directly and indirectly at least 80 percent of its assets in bonds. The term bond includes obligations of an issuer to make payments on future dates of principal, interest or both and synthetic debt instruments created by GMO by investing in derivatives . The fund is non-diversified.Things to note about Gmo E Plus performance evaluation
Checking the ongoing alerts about Gmo E for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Gmo E Plus help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Gmo E Plus generated a negative expected return over the last 90 days | |
| Gmo E Plus generated five year return of -1.0% | |
| This fund retains about 686.88% of its assets under management (AUM) in cash |
- Analyzing Gmo E's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Gmo E's stock is overvalued or undervalued compared to its peers.
- Examining Gmo E's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Gmo E's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Gmo E's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Gmo E's mutual fund. These opinions can provide insight into Gmo E's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Gmo Mutual Fund
Gmo E 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 E security.
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |