Allan Gray (South Africa) Price on October 30, 2024
| 0P0000IR11 | 138.59 0.78 0.57% |
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 138.59, as last reported on the 13th of December 2024, with the highest price reaching 138.59 and the lowest price hitting 138.59 during the day. Allan Gray is very steady at the moment. Allan Gray secures Sharpe Ratio (or Efficiency) of 0.0407, which signifies that the fund had a 0.0407% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Allan Gray , which you can use to evaluate the volatility of the entity. Please confirm Allan Gray's Downside Deviation of 0.7104, mean deviation of 0.6081, and Risk Adjusted Performance of 0.0521 to double-check if the risk estimate we provide is consistent with the expected return of 0.0345%.
Allan Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Allan |
Sharpe Ratio = 0.0407
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| Negative Returns | 0P0000IR11 |
Estimated Market Risk
| 0.85 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average Allan Gray is performing at about 3% 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 October 30, 2024
It is possible to determine the worth of Allan Gray on a given historical date. On October 30, 2024 Allan was worth 136.44 at the beginning of the trading date compared to the closed value of 136.44. 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 | |
| 136.85 | 136.85 | 136.85 | 136.85 | 1.00 | |
10/30/2024 | 136.44 | 136.44 | 136.44 | 136.44 | 1.00 |
| 135.53 | 135.53 | 135.53 | 135.53 | 1.00 |
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Allan Gray Trading Date Momentum on October 30, 2024
| On October 31 2024 Allan Gray was traded for 135.53 at the closing time. The highest price during the trading period was 135.53 and the lowest recorded bid was listed for 135.53 . There was no trading activity during the period 1.0. Lack of trading volume on October 31, 2024 contributed to the next trading day price decline. The daily price change to the next closing price was 0.67% . The overall trading delta to the current price is 3.71% . |
Price Boundaries
Allan Gray Period Price Range
Low | December 13, 2024
| High |
0.00 | 0.00 |
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Allan Gray December 13, 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 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 | 0.0521 | |||
| Jensen Alpha | 0.0459 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 4.24 |
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators |