Strategic Alternatives Fund Market Value

GFSYX Fund  USD 9.26  0.01  0.11%   
Strategic Alternatives' market value is the price at which a share of Strategic Alternatives trades on a public exchange. It measures the collective expectations of Strategic Alternatives Fund investors about its performance. Strategic Alternatives is trading at 9.26 as of the 25th of February 2025; that is 0.11 percent up since the beginning of the trading day. The fund's open price was 9.25.
With this module, you can estimate the performance of a buy and hold strategy of Strategic Alternatives Fund and determine expected loss or profit from investing in Strategic Alternatives over a given investment horizon. Check out Strategic Alternatives Correlation, Strategic Alternatives Volatility and Strategic Alternatives Alpha and Beta module to complement your research on Strategic Alternatives.
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Please note, there is a significant difference between Strategic Alternatives' value and its price as these two are different measures arrived at by different means. Investors typically determine if Strategic Alternatives is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Strategic Alternatives' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Strategic Alternatives '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 Strategic Alternatives' 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 Strategic Alternatives.
0.00
10/28/2024
No Change 0.00  0.0 
In 4 months and 1 day
02/25/2025
0.00
If you would invest  0.00  in Strategic Alternatives on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Strategic Alternatives Fund or generate 0.0% return on investment in Strategic Alternatives over 120 days. Strategic Alternatives is related to or competes with Baillie Gifford, Schwab Health, Putnam Global, Blackrock Health, and Allianzgi Health. The fund pursues its investment objective by utilizing alternative or non-traditional principal investment strategies, m... More

Strategic Alternatives 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 Strategic Alternatives' 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 Strategic Alternatives Fund upside and downside potential and time the market with a certain degree of confidence.

Strategic Alternatives Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Strategic Alternatives' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Strategic Alternatives' standard deviation. In reality, there are many statistical measures that can use Strategic Alternatives historical prices to predict the future Strategic Alternatives' volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Strategic Alternatives' 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.
Hype
Prediction
LowEstimatedHigh
8.659.259.85
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Intrinsic
Valuation
LowRealHigh
8.679.279.87
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Strategic Alternatives Backtested Returns

Strategic Alternatives owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0855, which indicates the fund had a -0.0855 % return per unit of risk over the last 3 months. Strategic Alternatives Fund exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Strategic Alternatives' Variance of 0.3164, risk adjusted performance of (0.06), and Coefficient Of Variation of (1,203) to confirm the risk estimate we provide. The entity has a beta of 0.0856, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Strategic Alternatives' returns are expected to increase less than the market. However, during the bear market, the loss of holding Strategic Alternatives is expected to be smaller as well.

Auto-correlation

    
  -0.47  

Modest reverse predictability

Strategic Alternatives Fund has modest reverse predictability. Overlapping area represents the amount of predictability between Strategic Alternatives time series from 28th of October 2024 to 27th of December 2024 and 27th of December 2024 to 25th 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 Strategic Alternatives price movement. The serial correlation of -0.47 indicates that about 47.0% of current Strategic Alternatives price fluctuation can be explain by its past prices.
Correlation Coefficient-0.47
Spearman Rank Test-0.34
Residual Average0.0
Price Variance0.0
Strategic ReturnsStrategic Lagged ReturnsDiversified AwayStrategic ReturnsStrategic Lagged ReturnsDiversified Away100%

Strategic Alternatives lagged returns against current returns

Autocorrelation, which is Strategic Alternatives mutual 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 Strategic Alternatives' mutual fund expected returns. We can calculate the autocorrelation of Strategic Alternatives returns to help us make a trade decision. For example, suppose you find that Strategic Alternatives has exhibited high autocorrelation historically, and you observe that the mutual 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   
JavaScript chart by amCharts 3.21.15Dec 30JanJan 13Jan 20Jan 27FebFeb 10Feb 17Feb 24-3%-2%-1%0%1% 1
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
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Strategic Alternatives 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 Strategic Alternatives mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Strategic Alternatives mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Strategic Alternatives mutual fund over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15Dec 30JanJan 13Jan 20Jan 27FebFeb 10Feb 17Feb 249.159.209.259.309.359.409.459.509.559.60
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
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Strategic Alternatives Lagged Returns

When evaluating Strategic Alternatives' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Strategic Alternatives mutual fund have on its future price. Strategic Alternatives 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, Strategic Alternatives autocorrelation shows the relationship between Strategic Alternatives mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Strategic Alternatives Fund.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15NovDec2025Feb9.109.159.209.259.309.359.409.459.509.55
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
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Other Information on Investing in Strategic Mutual Fund

Strategic Alternatives financial ratios help investors to determine whether Strategic 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 Strategic with respect to the benefits of owning Strategic Alternatives security.
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