Guidemark Large Cap Fund Market Value
| GMLGX Fund | USD 32.88 0.47 1.45% |
| Symbol | Guidemark |
Guidemark Large '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 Guidemark Large'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 Guidemark Large.
| 01/30/2025 |
| 03/01/2025 |
If you would invest 0.00 in Guidemark Large on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding Guidemark Large Cap or generate 0.0% return on investment in Guidemark Large over 30 days. Guidemark Large is related to or competes with Putnam Convertible, Virtus Convertible, Fidelity Convertible, Forum Funds, and Franklin Convertible. Under normal circumstances, the fund invests at least 80 percent of its assets in the securities of large capitalization... More
Guidemark Large 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 Guidemark Large'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 Guidemark Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 5.85 | |||
| Value At Risk | (1.61) | |||
| Potential Upside | 1.22 |
Guidemark Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guidemark Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guidemark Large's standard deviation. In reality, there are many statistical measures that can use Guidemark Large historical prices to predict the future Guidemark Large's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (0.10) |
Guidemark Large Cap Backtested Returns
Guidemark Large Cap holds Efficiency (Sharpe) Ratio of -0.1, which attests that the entity had a -0.1 % return per unit of risk over the last 3 months. Guidemark Large Cap exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Guidemark Large's Risk Adjusted Performance of (0.04), market risk adjusted performance of (0.09), and Standard Deviation of 1.03 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.74, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Guidemark Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding Guidemark Large is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
Guidemark Large Cap has no correlation between past and present. Overlapping area represents the amount of predictability between Guidemark Large time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st of March 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 Guidemark Large Cap price movement. The serial correlation of 0.0 indicates that just 0.0% of current Guidemark Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
Guidemark Large Cap lagged returns against current returns
Autocorrelation, which is Guidemark Large 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 Guidemark Large's mutual fund expected returns. We can calculate the autocorrelation of Guidemark Large returns to help us make a trade decision. For example, suppose you find that Guidemark Large 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 |
Guidemark Large 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 Guidemark Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guidemark Large mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guidemark Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Guidemark Large Lagged Returns
When evaluating Guidemark Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guidemark Large mutual fund have on its future price. Guidemark Large 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, Guidemark Large autocorrelation shows the relationship between Guidemark Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Guidemark Large Cap.
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.Other Information on Investing in Guidemark Mutual Fund
Guidemark Large financial ratios help investors to determine whether Guidemark 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 Guidemark with respect to the benefits of owning Guidemark Large security.
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