Balanced Allocation Fund Market Value
| GGIZX Fund | USD 11.62 0.04 0.35% |
| Symbol | Balanced |
Balanced Allocation '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 Balanced Allocation'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 Balanced Allocation.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in Balanced Allocation on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Balanced Allocation Fund or generate 0.0% return on investment in Balanced Allocation over 30 days. Balanced Allocation is related to or competes with Tax-managed, Dodge Cox, Fisher Investments, Fundamental Large, Profunds-large Cap, Fidelity Large, and Touchstone Large. The fund, primarily through investments in the GuideStone Funds Select Funds, combines approximately equal percentages o... More
Balanced Allocation 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 Balanced Allocation'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 Balanced Allocation Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 2.4 | |||
| Value At Risk | (0.59) | |||
| Potential Upside | 0.5963 |
Balanced Allocation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Balanced Allocation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Balanced Allocation's standard deviation. In reality, there are many statistical measures that can use Balanced Allocation historical prices to predict the future Balanced Allocation's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (0.18) |
Balanced Allocation Backtested Returns
Balanced Allocation secures Sharpe Ratio (or Efficiency) of -0.0366, which signifies that the fund had a -0.0366% return per unit of risk over the last 3 months. Balanced Allocation Fund exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Balanced Allocation's Risk Adjusted Performance of (0.05), mean deviation of 0.3163, and Standard Deviation of 0.4319 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Balanced Allocation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Balanced Allocation is expected to be smaller as well.
Auto-correlation | -0.45 |
Modest reverse predictability
Balanced Allocation Fund has modest reverse predictability. Overlapping area represents the amount of predictability between Balanced Allocation time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 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 Balanced Allocation price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Balanced Allocation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Balanced Allocation lagged returns against current returns
Autocorrelation, which is Balanced Allocation 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 Balanced Allocation's mutual fund expected returns. We can calculate the autocorrelation of Balanced Allocation returns to help us make a trade decision. For example, suppose you find that Balanced Allocation 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 |
| Timeline |
Balanced Allocation 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 Balanced Allocation mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Balanced Allocation mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Balanced Allocation mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Balanced Allocation Lagged Returns
When evaluating Balanced Allocation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Balanced Allocation mutual fund have on its future price. Balanced Allocation 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, Balanced Allocation autocorrelation shows the relationship between Balanced Allocation mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Balanced Allocation Fund.
Regressed Prices |
| Timeline |
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.| BTC | Bitcoin | |
| TRX | TRON | |
| BNB | Binance Coin |
Other Information on Investing in Balanced Mutual Fund
Balanced Allocation financial ratios help investors to determine whether Balanced 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 Balanced with respect to the benefits of owning Balanced Allocation security.
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio |