Gmo Trust Fund Probability of Future Mutual Fund Price Finishing Over 20.04

GEACX Fund  USD 20.39  0.03  0.15%   
Gmo Trust's future price is the expected price of Gmo Trust instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of Gmo Trust performance during a given time horizon utilizing its historical volatility. Check out Gmo Trust Backtesting, Portfolio Optimization, Gmo Trust Correlation, Gmo Trust Hype Analysis, Gmo Trust Volatility, Gmo Trust History as well as Gmo Trust Performance.
  
Please specify Gmo Trust's target price for which you would like Gmo Trust odds to be computed.

Gmo Trust Target Price Odds to finish over 20.04

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 PriceHorizonTarget PriceOdds to stay above $ 20.04  in 90 days
 20.39 90 days 20.04 
about 76.94
Based on a normal probability distribution, the odds of Gmo Trust to stay above $ 20.04  in 90 days from now is about 76.94 (This Gmo Trust probability density function shows the probability of Gmo Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Gmo Trust price to stay between $ 20.04  and its current price of $20.39 at the end of the 90-day period is about 22.05 .
Assuming the 90 days horizon Gmo Trust has a beta of -0.0267. This usually indicates as returns on the benchmark increase, returns on holding Gmo Trust are expected to decrease at a much lower rate. During a bear market, however, Gmo Trust is likely to outperform the market. Additionally Gmo Trust 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 Trust Price Density   
       Price  

Predictive Modules for Gmo Trust

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 Trust. 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 Trust'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.
Hype
Prediction
LowEstimatedHigh
19.0020.3921.78
Details
Intrinsic
Valuation
LowRealHigh
18.9920.3821.77
Details
Naive
Forecast
LowNextHigh
18.8020.1921.58
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
19.5420.1320.72
Details

Gmo Trust Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Gmo Trust is not an exception. The market had few large corrections towards the Gmo Trust'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 Trust , one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Gmo Trust within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
-0.06
β
Beta against Dow Jones-0.03
σ
Overall volatility
0.57
Ir
Information ratio -0.14

Gmo Trust 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 Trust for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Gmo Trust 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 Trust generated a negative expected return over the last 90 days
The fund retains 97.37% of its assets under management (AUM) in equities

Gmo Trust Technical Analysis

Gmo Trust'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 Trust . In general, you should focus on analyzing Gmo Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.

Gmo Trust Predictive Forecast Models

Gmo Trust's time-series forecasting models is one of many Gmo Trust'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 Trust'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 Trust

Checking the ongoing alerts about Gmo Trust for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Gmo Trust help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Gmo Trust generated a negative expected return over the last 90 days
The fund retains 97.37% of its assets under management (AUM) in equities

Other Information on Investing in Gmo Mutual Fund

Gmo Trust 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 Trust security.
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