Longshort Portfolio Longshort Fund Probability of Future Mutual Fund Price Finishing Over 14.97
| GTAPX Fund | USD 14.59 0.03 0.21% |
Long/short |
Long/short Portfolio Target Price Odds to finish over 14.97
The tendency of Long/short 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 $ 14.97 or more in 90 days |
| 14.59 | 90 days | 14.97 | near 1 |
Based on a normal probability distribution, the odds of Long/short Portfolio to move over $ 14.97 or more in 90 days from now is near 1 (This Longshort Portfolio Longshort probability density function shows the probability of Long/short Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Long/short Portfolio price to stay between its current price of $ 14.59 and $ 14.97 at the end of the 90-day period is roughly 2.26 .
Assuming the 90 days horizon Long/short Portfolio has a beta of 0.36. This usually indicates as returns on the market go up, Long/short Portfolio average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Longshort Portfolio Longshort will be expected to be much smaller as well. Additionally Longshort Portfolio Longshort has an alpha of 0.011, implying that it can generate a 0.011 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Long/short Portfolio Price Density |
| Price |
Predictive Modules for Long/short Portfolio
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Long/short Portfolio. 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.Long/short Portfolio Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Long/short Portfolio is not an exception. The market had few large corrections towards the Long/short Portfolio'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 Longshort Portfolio Longshort, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Long/short Portfolio within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | 0.36 | |
σ | Overall volatility | 0.23 | |
Ir | Information ratio | -0.16 |
Long/short Portfolio 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 Long/short Portfolio for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Long/short Portfolio can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| The fund retains about 42.31% of its assets under management (AUM) in cash |
Long/short Portfolio Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Long/short Mutual Fund often depends not only on the future outlook of the current and potential Long/short Portfolio's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Long/short Portfolio's indicators that are reflective of the short sentiment are summarized in the table below.
Long/short Portfolio Technical Analysis
Long/short Portfolio's future price can be derived by breaking down and analyzing its technical indicators over time. Long/short Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Longshort Portfolio Longshort. In general, you should focus on analyzing Long/short Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Long/short Portfolio Predictive Forecast Models
Long/short Portfolio's time-series forecasting models is one of many Long/short Portfolio'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 Long/short Portfolio'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 Long/short Portfolio
Checking the ongoing alerts about Long/short Portfolio for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Long/short Portfolio help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| The fund retains about 42.31% of its assets under management (AUM) in cash |
Other Information on Investing in Long/short Mutual Fund
Long/short Portfolio financial ratios help investors to determine whether Long/short 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 Long/short with respect to the benefits of owning Long/short Portfolio security.
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