The Global Alpha Fund Market Value
| BGASX Fund | USD 12.96 0.07 0.54% |
| 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.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in Global Alpha on November 19, 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 Gamco Global, Intermediate-term, Nuveen Minnesota, T Rowe, Pace Municipal, Ab Impact, and Oklahoma Municipal. 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 | (0.13) | |||
| Maximum Drawdown | 4.24 | |||
| Value At Risk | (1.86) | |||
| 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 | (0.04) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | (0.07) |
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 17, 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 | (0.04) | |||
| Market Risk Adjusted Performance | (0.06) | |||
| Mean Deviation | 0.732 | |||
| Coefficient Of Variation | (1,749) | |||
| Standard Deviation | 0.9455 | |||
| Variance | 0.894 | |||
| Information Ratio | (0.13) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | (0.07) | |||
| Maximum Drawdown | 4.24 | |||
| Value At Risk | (1.86) | |||
| Potential Upside | 1.25 | |||
| Skewness | (0.23) | |||
| Kurtosis | 0.0127 |
Global Alpha Backtested Returns
At this stage we consider Global Mutual Fund to be very steady. Global Alpha holds Efficiency (Sharpe) Ratio of 0.0253, which attests that the entity had a 0.0253 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Global Alpha, which you can use to evaluate the volatility of the entity. Please check out Global Alpha's Risk Adjusted Performance of (0.04), market risk adjusted performance of (0.06), and Standard Deviation of 0.9455 to validate if the risk estimate we provide is consistent with the expected return of 0.0237%. The fund retains a Market Volatility (i.e., Beta) of 0.9, 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 | -0.57 |
Good reverse predictability
The Global Alpha has good reverse predictability. Overlapping area represents the amount of predictability between Global Alpha time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th 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 -0.57 indicates that roughly 57.0% of current Global Alpha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
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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