Gmo Benchmark Free Allocation Fund Probability of Future Mutual Fund Price Finishing Over 27.10
| GBMSX Fund | USD 26.77 0.17 0.64% |
Gmo |
Gmo Benchmark-free Target Price Odds to finish over 27.10
The tendency of Gmo Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move over $ 27.10 or more in 90 days |
| 26.77 | 90 days | 27.10 | about 55.1 |
Based on a normal probability distribution, the odds of Gmo Benchmark-free to move over $ 27.10 or more in 90 days from now is about 55.1 (This Gmo Benchmark Free Allocation probability density function shows the probability of Gmo Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Gmo Benchmark Free price to stay between its current price of $ 26.77 and $ 27.10 at the end of the 90-day period is about 28.4 .
Assuming the 90 days horizon Gmo Benchmark-free has a beta of 0.27. This usually indicates as returns on the market go up, Gmo Benchmark-free average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Gmo Benchmark Free Allocation will be expected to be much smaller as well. Additionally Gmo Benchmark Free Allocation has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Gmo Benchmark-free Price Density |
| Price |
Predictive Modules for Gmo Benchmark-free
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Gmo Benchmark Free. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gmo Benchmark-free'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.
Gmo Benchmark-free Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Gmo Benchmark-free is not an exception. The market had few large corrections towards the Gmo Benchmark-free's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Gmo Benchmark Free Allocation, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Gmo Benchmark-free within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.09 | |
β | Beta against Dow Jones | 0.27 | |
σ | Overall volatility | 0.39 | |
Ir | Information ratio | -0.38 |
Gmo Benchmark-free Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Gmo Benchmark-free for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Gmo Benchmark Free can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Gmo Benchmark Free generated a negative expected return over the last 90 days | |
| The fund generated three year return of 0.0% | |
| Gmo Benchmark Free retains about 18.19% of its assets under management (AUM) in cash |
Gmo Benchmark-free Technical Analysis
Gmo Benchmark-free's future price can be derived by breaking down and analyzing its technical indicators over time. Gmo Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Gmo Benchmark Free Allocation. In general, you should focus on analyzing Gmo Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Gmo Benchmark-free Predictive Forecast Models
Gmo Benchmark-free's time-series forecasting models is one of many Gmo Benchmark-free's mutual fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Gmo Benchmark-free's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the mutual fund market movement and maximize returns from investment trading.
Things to note about Gmo Benchmark Free
Checking the ongoing alerts about Gmo Benchmark-free for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Gmo Benchmark Free help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Gmo Benchmark Free generated a negative expected return over the last 90 days | |
| The fund generated three year return of 0.0% | |
| Gmo Benchmark Free retains about 18.19% of its assets under management (AUM) in cash |
Other Information on Investing in Gmo Mutual Fund
Gmo Benchmark-free 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 Benchmark-free security.
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