The Global Alpha Fund Key Fundamental Indicators
| BGASX Fund | USD 12.88 0.20 1.53% |
As of the 9th of February, Global Alpha retains the Risk Adjusted Performance of (0.08), standard deviation of 0.9261, and Market Risk Adjusted Performance of (0.11). Global Alpha technical analysis makes it possible for you to employ historical prices and volume momentum with the intention to determine a pattern that calculates the direction of the entity's future prices.
Global Alpha's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Global Alpha's valuation are provided below:The Global Alpha does not presently have any fundamental trends for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Global |
Global Alpha 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Global Alpha's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Global Alpha.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in Global Alpha on November 11, 2025 and sell it all today you would earn a total of 0.00 from holding The Global Alpha or generate 0.0% return on investment in Global Alpha over 90 days. Global Alpha is related to or competes with L Mason, The Hartford, Crafword Dividend, Auer Growth, T Rowe, and Chase Growth. Under normal circumstances, the fund invests at least 80 percent of its net assets in equity securities More
Global Alpha Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Global Alpha's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess The Global Alpha upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 4.24 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 1.25 |
Global Alpha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Alpha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Alpha's standard deviation. In reality, there are many statistical measures that can use Global Alpha historical prices to predict the future Global Alpha's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.12) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Global Alpha's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Global Alpha February 9, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.08) | |||
| Market Risk Adjusted Performance | (0.11) | |||
| Mean Deviation | 0.7155 | |||
| Coefficient Of Variation | (1,038) | |||
| Standard Deviation | 0.9261 | |||
| Variance | 0.8578 | |||
| Information Ratio | (0.19) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.12) | |||
| Maximum Drawdown | 4.24 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 1.25 | |||
| Skewness | (0.27) | |||
| Kurtosis | (0.19) |
Global Alpha Backtested Returns
Global Alpha holds Efficiency (Sharpe) Ratio of -0.0741, which attests that the entity had a -0.0741 % return per unit of risk over the last 3 months. Global Alpha exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Global Alpha's Market Risk Adjusted Performance of (0.11), risk adjusted performance of (0.08), and Standard Deviation of 0.9261 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.8, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Global Alpha's returns are expected to increase less than the market. However, during the bear market, the loss of holding Global Alpha is expected to be smaller as well.
Auto-correlation | -0.38 |
Poor reverse predictability
The Global Alpha has poor reverse predictability. Overlapping area represents the amount of predictability between Global Alpha time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Global Alpha price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Global Alpha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Although Three Year Fund Return indicator can give a sense of overall fund mid-term potential, it is recommended to compare fund performances against other similar funds, ETFs, or market benchmarks for the same 3 year interval.
| Competition |
Based on the latest financial disclosure, The Global Alpha has a Three Year Return of 13.1636%. This is much higher than that of the Baillie Gifford Funds family and significantly higher than that of the World Large-Stock Growth category. The three year return for all United States funds is notably lower than that of the firm.
Global Alpha Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Global Alpha's current stock value. Our valuation model uses many indicators to compare Global Alpha value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Global Alpha competition to find correlations between indicators driving Global Alpha's intrinsic value. More Info.The Global Alpha is the top fund in annual yield among similar funds. It also is the top fund in year to date return among similar funds creating about 79.51 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Global Alpha's earnings, one of the primary drivers of an investment's value.Global Three Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Global Alpha's direct or indirect competition against its Three Year Return to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Global Alpha could also be used in its relative valuation, which is a method of valuing Global Alpha by comparing valuation metrics of similar companies.Global Alpha is currently under evaluation in three year return among similar funds.
Global Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Global Alpha's current stock value. Our valuation model uses many indicators to compare Global Alpha value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Global Alpha competition to find correlations between indicators driving Global Alpha's intrinsic value. More Info.The Global Alpha is the top fund in annual yield among similar funds. It also is the top fund in year to date return among similar funds creating about 79.51 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Global Alpha's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Global Alpha
The fund consists of 98.82% investments in stocks, with the rest of investments allocated between different money market instruments.Asset allocation divides Global Alpha's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Global Fundamentals
| Total Asset | 10 K | ||||
| Annual Yield | 0.03 % | ||||
| Year To Date Return | 2.49 % | ||||
| One Year Return | 13.83 % | ||||
| Three Year Return | 13.16 % | ||||
| Five Year Return | 2.67 % | ||||
| Net Asset | 680.73 M | ||||
| Last Dividend Paid | 0.13 | ||||
| Cash Position Weight | 1.18 % | ||||
| Equity Positions Weight | 98.82 % |
About Global Alpha Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze The Global Alpha's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Global Alpha using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of The Global Alpha based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.Under normal circumstances, the fund invests at least 80 percent of its net assets in equity securities. It invests predominantly in a diversified portfolio of securities issued by companies located in countries represented in the MSCI ACWI Index. The fund invests in a range of companies globally. It ordinarily invests in securities of issuers located in at least three different countries.
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Global Mutual Fund
Global Alpha 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 Alpha security.
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