Gmo Climate Change Fund Market Value
| GCCHX Fund | USD 28.44 0.43 1.54% |
| Symbol | Gmo |
Gmo Climate '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 Gmo Climate'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 Gmo Climate.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Gmo Climate on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Gmo Climate Change or generate 0.0% return on investment in Gmo Climate over 90 days. Gmo Climate is related to or competes with Global Technology, Janus Global, Pgim Jennison, Fidelity Advisor, Hennessy Technology, Biotechnology Ultrasector, and Specialized Technology. Under normal market conditions, the fund invests at least 80 percent of its assets in companies in climate change-relate... More
Gmo Climate 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 Gmo Climate'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 Gmo Climate Change upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.31 | |||
| Information Ratio | 0.1124 | |||
| Maximum Drawdown | 6.39 | |||
| Value At Risk | (2.28) | |||
| Potential Upside | 2.53 |
Gmo Climate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gmo Climate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gmo Climate's standard deviation. In reality, there are many statistical measures that can use Gmo Climate historical prices to predict the future Gmo Climate's volatility.| Risk Adjusted Performance | 0.1271 | |||
| Jensen Alpha | 0.2046 | |||
| Total Risk Alpha | 0.0984 | |||
| Sortino Ratio | 0.1186 | |||
| Treynor Ratio | 0.8871 |
Gmo Climate January 29, 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 | 0.1271 | |||
| Market Risk Adjusted Performance | 0.8971 | |||
| Mean Deviation | 1.07 | |||
| Semi Deviation | 1.11 | |||
| Downside Deviation | 1.31 | |||
| Coefficient Of Variation | 600.89 | |||
| Standard Deviation | 1.39 | |||
| Variance | 1.92 | |||
| Information Ratio | 0.1124 | |||
| Jensen Alpha | 0.2046 | |||
| Total Risk Alpha | 0.0984 | |||
| Sortino Ratio | 0.1186 | |||
| Treynor Ratio | 0.8871 | |||
| Maximum Drawdown | 6.39 | |||
| Value At Risk | (2.28) | |||
| Potential Upside | 2.53 | |||
| Downside Variance | 1.73 | |||
| Semi Variance | 1.24 | |||
| Expected Short fall | (1.23) | |||
| Skewness | (0.25) | |||
| Kurtosis | 0.2746 |
Gmo Climate Change Backtested Returns
Gmo Climate appears to be very steady, given 3 months investment horizon. Gmo Climate Change holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Gmo Climate Change, which you can use to evaluate the volatility of the entity. Please utilize Gmo Climate's Downside Deviation of 1.31, risk adjusted performance of 0.1271, and Market Risk Adjusted Performance of 0.8971 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.25, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gmo Climate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gmo Climate is expected to be smaller as well.
Auto-correlation | 0.29 |
Poor predictability
Gmo Climate Change has poor predictability. Overlapping area represents the amount of predictability between Gmo Climate time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 Gmo Climate Change price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Gmo Climate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 1.21 |
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 Gmo Mutual Fund
Gmo Climate financial ratios help investors to determine whether Gmo 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 Gmo with respect to the benefits of owning Gmo Climate security.
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