Allan Gray (South Africa) Price on September 17, 2024
| 0P0000IQZV | 616.29 0.92 0.15% |
If you're considering investing in Allan Fund, it is important to understand the factors that can impact its price. As of today, the current price of Allan Gray stands at 616.29, as last reported on the 3rd of December, with the highest price reaching 616.29 and the lowest price hitting 616.29 during the day. Allan Gray is very steady at the moment. Allan Gray Equity secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the fund had a 0.16% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Allan Gray Equity, which you can use to evaluate the volatility of the entity. Please confirm Allan Gray's Mean Deviation of 0.3731, downside deviation of 0.428, and Risk Adjusted Performance of 0.0804 to double-check if the risk estimate we provide is consistent with the expected return of 0.0783%.
Allan Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Allan |
Sharpe Ratio = 0.1618
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | 0P0000IQZV | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.48 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Allan Gray is performing at about 12% of its full potential. 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 Allan Gray by adding it to a well-diversified portfolio.
Allan Gray Valuation on September 17, 2024
It is possible to determine the worth of Allan Gray on a given historical date. On September 17, 2024 Allan was worth 591.89 at the beginning of the trading date compared to the closed value of 591.89. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Allan Gray fund. Still, in general, we apply an absolute valuation method to find Allan Gray's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Allan Gray where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Allan Gray's related companies.
| Open | High | Low | Close | Volume | |
| 590.04 | 590.04 | 590.04 | 590.04 | 1.00 | |
09/17/2024 | 591.89 | 591.89 | 591.89 | 591.89 | 1.00 |
| 588.27 | 588.27 | 588.27 | 588.27 | 1.00 |
| Backtest Allan Gray | | | Allan Gray History | Previous | Next |
Allan Gray Trading Date Momentum on September 17, 2024
| On September 18 2024 Allan Gray Equity was traded for 588.27 at the closing time. The highest price during the trading period was 588.27 and the lowest recorded bid was listed for 588.27 . There was no trading activity during the period 1.0. Lack of trading volume on September 18, 2024 contributed to the next trading day price decline. The daily price change to the next closing price was 0.61% . The overall trading delta to the current price is 2.15% . |
Price Boundaries
Allan Gray Period Price Range
Low | December 3, 2024
| High |
0.00 | 0.00 |
Allan Gray Equity cannot be verified against its exchange. Please verify the symbol is currently traded on Johannesburg Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Allan Gray December 3, 2024 Market Strength
Market strength indicators help investors to evaluate how Allan Gray fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Allan Gray shares will generate the highest return on investment. By undertsting and applying Allan Gray fund market strength indicators, traders can identify Allan Gray Equity entry and exit signals to maximize returns
Allan Gray Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Allan Gray's price direction in advance. Along with the technical and fundamental analysis of Allan Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Allan to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0804 | |||
| Jensen Alpha | 0.027 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.16) | |||
| Treynor Ratio | 0.282 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device |