Gmo Climate Change Fund Alpha and Beta Analysis
| GCCHX Fund | USD 28.67 0.23 0.81% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gmo Climate Change. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gmo Climate over a specified time horizon. Remember, high Gmo Climate's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Gmo Climate's market risk premium analysis include:
Beta 1.25 | Alpha 0.14 | Risk 1.37 | Sharpe Ratio 0.16 | Expected Return 0.22 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Gmo |
Gmo Climate Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gmo Climate market risk premium is the additional return an investor will receive from holding Gmo Climate long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Gmo Climate. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Gmo Climate's performance over market.| α | 0.14 | β | 1.25 |
Gmo Climate expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Gmo Climate's Buy-and-hold return. Our buy-and-hold chart shows how Gmo Climate performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Gmo Climate Market Price Analysis
Market price analysis indicators help investors to evaluate how Gmo Climate mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gmo Climate shares will generate the highest return on investment. By understating and applying Gmo Climate mutual fund market price indicators, traders can identify Gmo Climate position entry and exit signals to maximize returns.
Gmo Climate Return and Market Media
The median price of Gmo Climate for the period between Fri, Oct 31, 2025 and Thu, Jan 29, 2026 is 25.3 with a coefficient of variation of 4.47. The daily time series for the period is distributed with a sample standard deviation of 1.15, arithmetic mean of 25.62, and mean deviation of 0.87. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Gmo Climate Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Gmo or other funds. Alpha measures the amount that position in Gmo Climate Change has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Gmo Climate in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Gmo Climate's short interest history, or implied volatility extrapolated from Gmo Climate options trading.
Build Portfolio with Gmo Climate
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Other Information on Investing in Gmo Mutual Fund
Gmo Climate 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 Climate security.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Transaction History View history of all your transactions and understand their impact on performance |