Essex Environmental Opportunities Fund Market Value
| GEOSX Fund | USD 17.23 0.54 3.04% |
| Symbol | Essex |
Essex Environmental '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 Essex Environmental'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 Essex Environmental.
| 12/04/2025 |
| 03/04/2026 |
If you would invest 0.00 in Essex Environmental on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding Essex Environmental Opportunities or generate 0.0% return on investment in Essex Environmental over 90 days. Essex Environmental is related to or competes with Pear Tree, Pear Tree, Pear Tree, Pear Tree, Pear Tree, Pear Tree, and Pear Tree. Under normal market conditions, fund invests at least 80 percent of its net assets in equity securities of clean-tech co... More
Essex Environmental 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 Essex Environmental'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 Essex Environmental Opportunities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.13 | |||
| Information Ratio | 0.115 | |||
| Maximum Drawdown | 5.38 | |||
| Value At Risk | (2.00) | |||
| Potential Upside | 1.7 |
Essex Environmental Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Essex Environmental's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Essex Environmental's standard deviation. In reality, there are many statistical measures that can use Essex Environmental historical prices to predict the future Essex Environmental's volatility.| Risk Adjusted Performance | 0.1206 | |||
| Jensen Alpha | 0.1764 | |||
| Total Risk Alpha | 0.1134 | |||
| Sortino Ratio | 0.118 | |||
| Treynor Ratio | (0.97) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Essex Environmental'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.
Essex Environmental March 4, 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 | 0.1206 | |||
| Market Risk Adjusted Performance | (0.96) | |||
| Mean Deviation | 0.9356 | |||
| Semi Deviation | 0.9101 | |||
| Downside Deviation | 1.13 | |||
| Coefficient Of Variation | 643.61 | |||
| Standard Deviation | 1.16 | |||
| Variance | 1.34 | |||
| Information Ratio | 0.115 | |||
| Jensen Alpha | 0.1764 | |||
| Total Risk Alpha | 0.1134 | |||
| Sortino Ratio | 0.118 | |||
| Treynor Ratio | (0.97) | |||
| Maximum Drawdown | 5.38 | |||
| Value At Risk | (2.00) | |||
| Potential Upside | 1.7 | |||
| Downside Variance | 1.27 | |||
| Semi Variance | 0.8283 | |||
| Expected Short fall | (1.05) | |||
| Skewness | (0.06) | |||
| Kurtosis | (0.13) |
Essex Environmental Backtested Returns
At this stage we consider Essex Mutual Fund to be very steady. Essex Environmental secures Sharpe Ratio (or Efficiency) of 0.0303, which denotes the fund had a 0.0303 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Essex Environmental Opportunities, which you can use to evaluate the volatility of the entity. Please confirm Essex Environmental's Mean Deviation of 0.9356, coefficient of variation of 643.61, and Downside Deviation of 1.13 to check if the risk estimate we provide is consistent with the expected return of 0.0364%. The fund shows a Beta (market volatility) of -0.17, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Essex Environmental are expected to decrease at a much lower rate. During the bear market, Essex Environmental is likely to outperform the market.
Auto-correlation | 0.08 |
Virtually no predictability
Essex Environmental Opportunities has virtually no predictability. Overlapping area represents the amount of predictability between Essex Environmental time series from 4th of December 2025 to 18th of January 2026 and 18th of January 2026 to 4th of March 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 Essex Environmental price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Essex Environmental price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
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 Essex Mutual Fund
Essex Environmental financial ratios help investors to determine whether Essex 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 Essex with respect to the benefits of owning Essex Environmental security.
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