Global Managed Volatility Fund Price on October 14, 2024
| UGOFX Fund | USD 11.66 0.04 0.34% |
Below is the normalized historical share price chart for Global Managed Volatility extending back to August 15, 2008. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Global Managed stands at 11.66, as last reported on the 23rd of November, with the highest price reaching 11.66 and the lowest price hitting 11.66 during the day.
If you're considering investing in Global Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Global Mutual Fund to be very steady. Global Managed Volatility holds Efficiency (Sharpe) Ratio of 0.0395, which attests that the entity had a 0.0395% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Global Managed Volatility, which you can use to evaluate the volatility of the entity. Please check out Global Managed's Market Risk Adjusted Performance of 0.0568, risk adjusted performance of 0.045, and Downside Deviation of 0.6729 to validate if the risk estimate we provide is consistent with the expected return of 0.0245%.
Global Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Global |
Sharpe Ratio = 0.0395
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| Negative Returns | UGOFX |
Estimated Market Risk
| 0.62 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.02 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 Global Managed 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 Global Managed by adding it to a well-diversified portfolio.
Global Managed Valuation on October 14, 2024
It is possible to determine the worth of Global Managed on a given historical date. On October 14, 2024 Global was worth 11.85 at the beginning of the trading date compared to the closed value of 11.85. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Global Managed mutual fund. Still, in general, we apply an absolute valuation method to find Global Managed'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 Global Managed where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Global Managed's related companies.
| Open | High | Low | Close | Volume | |
| 11.77 | 11.77 | 11.77 | 11.77 | 1.00 | |
10/14/2024 | 11.85 | 11.85 | 11.85 | 11.85 | 1.00 |
| 11.72 | 11.72 | 11.72 | 11.72 | 1.00 |
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Global Managed Trading Date Momentum on October 14, 2024
| On October 15 2024 Global Managed Volatility was traded for 11.72 at the closing time. The highest daily price throughout the period was 11.72 and the lowest price was 11.72 . There was no trading activity during the period 1.0. Lack of trading volume on 10/15/2024 added to the next day price reduction. The trading price change to closing price of the next trading day was 1.10% . The overall trading delta to current closing price is 2.19% . |
Global Managed Volatility Fundamentals Correlations and Trends
By evaluating Global Managed's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Global Managed's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Global financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Global Managed Mutual Fund history
Global Managed investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Global is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Global Managed Volatility will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Global Managed stock prices may prove useful in developing a viable investing in Global Managed
The funds principal strategy is to combine a portfolio of domestic and foreign equity securities, including emerging markets securities, designed to provide growth with lower volatility. It primarily invests in stocks that exhibit high-quality characteristics such as high levels of profitability and stable earnings, which may lower volatility in the funds returns.
Global Managed Mutual Fund Technical Analysis
Global Managed technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Price Boundaries
Global Managed Period Price Range
Low | November 23, 2024
| High |
0.00 | 0.00 |
Global Managed Volatility cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS 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.
Global Managed November 23, 2024 Market Strength
Market strength indicators help investors to evaluate how Global Managed 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 Global Managed shares will generate the highest return on investment. By undertsting and applying Global Managed mutual fund market strength indicators, traders can identify Global Managed Volatility entry and exit signals to maximize returns
Global Managed Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Global Managed's price direction in advance. Along with the technical and fundamental analysis of Global Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Global 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 | 0.045 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.14) | |||
| Treynor Ratio | 0.0468 |
| Cycle Indicators | ||
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| Math Transform | ||
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| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Other Information on Investing in Global Mutual Fund
Global Managed financial ratios help investors to determine whether Global 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 Global with respect to the benefits of owning Global Managed security.
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