Gabelli Dividend Income Fund Market Value
| GDV Fund | USD 25.18 0.02 0.08% |
| Symbol | Gabelli |
Gabelli Dividend '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 Gabelli Dividend's 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 Gabelli Dividend.
| 01/08/2025 |
| 02/07/2025 |
If you would invest 0.00 in Gabelli Dividend on January 8, 2025 and sell it all today you would earn a total of 0.00 from holding Gabelli Dividend Income or generate 0.0% return on investment in Gabelli Dividend over 30 days. Gabelli Dividend is related to or competes with Gabelli MultiMedia, Gabelli Equity, Gabelli Healthcare, Gabelli Convertible, RiverNorth Flexible, MFS Investment, and Eaton Vance. The Gabelli Dividend Income Trust is a closed ended equity mutual fund launched by GAMCO Investors, Inc More
Gabelli Dividend 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 Gabelli Dividend's 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 Gabelli Dividend Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8597 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 3.77 | |||
| Value At Risk | (1.03) | |||
| Potential Upside | 1.12 |
Gabelli Dividend Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gabelli Dividend's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gabelli Dividend's standard deviation. In reality, there are many statistical measures that can use Gabelli Dividend historical prices to predict the future Gabelli Dividend's volatility.| Risk Adjusted Performance | 0.0358 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.0678 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gabelli Dividend'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.
Gabelli Dividend Income Backtested Returns
At this stage we consider Gabelli Fund to be very steady. Gabelli Dividend Income holds Efficiency (Sharpe) Ratio of 0.0364, which attests that the entity had a 0.0364 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Gabelli Dividend Income, which you can use to evaluate the volatility of the entity. Please check out Gabelli Dividend's market risk adjusted performance of 0.0778, and Risk Adjusted Performance of 0.0358 to validate if the risk estimate we provide is consistent with the expected return of 0.0289%. The fund retains a Market Volatility (i.e., Beta) of 0.36, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gabelli Dividend's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gabelli Dividend is expected to be smaller as well.
Auto-correlation | -0.43 |
Modest reverse predictability
Gabelli Dividend Income has modest reverse predictability. Overlapping area represents the amount of predictability between Gabelli Dividend time series from 8th of January 2025 to 23rd of January 2025 and 23rd of January 2025 to 7th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Gabelli Dividend Income price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Gabelli Dividend price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Gabelli Dividend Income lagged returns against current returns
Autocorrelation, which is Gabelli Dividend fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Gabelli Dividend's fund expected returns. We can calculate the autocorrelation of Gabelli Dividend returns to help us make a trade decision. For example, suppose you find that Gabelli Dividend has exhibited high autocorrelation historically, and you observe that the fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Gabelli Dividend regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Gabelli Dividend fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gabelli Dividend fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gabelli Dividend fund over time.
Current vs Lagged Prices |
| Timeline |
Gabelli Dividend Lagged Returns
When evaluating Gabelli Dividend's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gabelli Dividend fund have on its future price. Gabelli Dividend autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Gabelli Dividend autocorrelation shows the relationship between Gabelli Dividend fund current value and its past values and can show if there is a momentum factor associated with investing in Gabelli Dividend Income.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Other Information on Investing in Gabelli Fund
Gabelli Dividend financial ratios help investors to determine whether Gabelli 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 Gabelli with respect to the benefits of owning Gabelli Dividend security.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance |