The Global Alpha Fund Market Value
| BGAKX Fund | USD 13.56 0.03 0.22% |
| Symbol | 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.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Global Alpha on October 28, 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 Virtus Select, Hennessy, Franklin Natural, Dreyfus Natural, Fidelity Natural, and Cohen Steers. 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.
| Downside Deviation | 1.0 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 4.17 | |||
| Value At Risk | (1.71) | |||
| 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 | 0.0042 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | (0.01) |
Global Alpha January 26, 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 | 0.0042 | |||
| Market Risk Adjusted Performance | 0.0026 | |||
| Mean Deviation | 0.6974 | |||
| Semi Deviation | 0.9365 | |||
| Downside Deviation | 1.0 | |||
| Coefficient Of Variation | 31114.03 | |||
| Standard Deviation | 0.9022 | |||
| Variance | 0.814 | |||
| Information Ratio | (0.08) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | (0.01) | |||
| Maximum Drawdown | 4.17 | |||
| Value At Risk | (1.71) | |||
| Potential Upside | 1.25 | |||
| Downside Variance | 1.0 | |||
| Semi Variance | 0.8771 | |||
| Expected Short fall | (0.72) | |||
| Skewness | (0.35) | |||
| Kurtosis | (0.05) |
Global Alpha Backtested Returns
Global Alpha holds Efficiency (Sharpe) Ratio of -0.0341, which attests that the entity had a -0.0341 % return per unit of risk over the last 3 months. Global Alpha exposes twenty-eight 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 0.0026, downside deviation of 1.0, and Risk Adjusted Performance of 0.0042 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.96, which attests to possible diversification benefits within a given portfolio. Global Alpha returns are very sensitive to returns on the market. As the market goes up or down, Global Alpha is expected to follow.
Auto-correlation | -0.85 |
Excellent reverse predictability
The Global Alpha has excellent reverse predictability. Overlapping area represents the amount of predictability between Global Alpha time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th of January 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 -0.85 indicates that around 85.0% of current Global Alpha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.85 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Also Currently Popular
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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