Allan Gray (South Africa) Price on November 4, 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 Downside Deviation of 0.428, risk adjusted performance of 0.0804, and Mean Deviation of 0.3731 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
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| Cash | 0P0000IQZV | Average Risk | High Risk | Huge Risk |
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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 November 4, 2024
It is possible to determine the worth of Allan Gray on a given historical date. On November 4, 2024 Allan was worth 597.67 at the beginning of the trading date compared to the closed value of 597.67. 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 | |
| 598.54 | 598.54 | 598.54 | 598.54 | 1.00 | |
11/04/2024 | 597.67 | 597.67 | 597.67 | 597.67 | 1.00 |
| 596.83 | 596.83 | 596.83 | 596.83 | 1.00 |
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Allan Gray Trading Date Momentum on November 4, 2024
| On November 05 2024 Allan Gray Equity was traded for 596.83 at the closing time. The highest price during the trading period was 596.83 and the lowest recorded bid was listed for 596.83 . There was no trading activity during the period 1.0. Lack of trading volume on November 5, 2024 contributed to the next trading day price decline. The daily price change to the next closing price was 0.14% . The overall trading delta to the current price is 0.91% . |
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 |
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| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
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