The Gabelli Val Fund Market Value
| GVCIX Fund | USD 12.33 0.20 1.65% |
| Symbol | Gabelli |
Gabelli Val '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 Val'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 Gabelli Val.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in Gabelli Val on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding The Gabelli Val or generate 0.0% return on investment in Gabelli Val over 90 days. Gabelli Val is related to or competes with Kinetics Small, Small-midcap Dividend, Calamos International, Us Small, Ab Small, and Champlain Small. The fund invests primarily in equity securities of companies that the Adviser believes are undervalued and have the pote... More
Gabelli Val 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 Val'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 The Gabelli Val upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9986 | |||
| Information Ratio | 0.2043 | |||
| Maximum Drawdown | 11.73 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 1.65 |
Gabelli Val Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gabelli Val's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gabelli Val's standard deviation. In reality, there are many statistical measures that can use Gabelli Val historical prices to predict the future Gabelli Val's volatility.| Risk Adjusted Performance | 0.1956 | |||
| Jensen Alpha | 0.3488 | |||
| Total Risk Alpha | 0.2644 | |||
| Sortino Ratio | 0.3015 | |||
| Treynor Ratio | (3.17) |
Gabelli Val February 17, 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 | 0.1956 | |||
| Market Risk Adjusted Performance | (3.16) | |||
| Mean Deviation | 0.7835 | |||
| Semi Deviation | 0.3881 | |||
| Downside Deviation | 0.9986 | |||
| Coefficient Of Variation | 416.2 | |||
| Standard Deviation | 1.47 | |||
| Variance | 2.17 | |||
| Information Ratio | 0.2043 | |||
| Jensen Alpha | 0.3488 | |||
| Total Risk Alpha | 0.2644 | |||
| Sortino Ratio | 0.3015 | |||
| Treynor Ratio | (3.17) | |||
| Maximum Drawdown | 11.73 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 1.65 | |||
| Downside Variance | 0.9973 | |||
| Semi Variance | 0.1506 | |||
| Expected Short fall | (0.92) | |||
| Skewness | 4.37 | |||
| Kurtosis | 28.95 |
Gabelli Val Backtested Returns
Gabelli Val appears to be not too volatile, given 3 months investment horizon. Gabelli Val holds Efficiency (Sharpe) Ratio of 0.28, which attests that the entity had a 0.28 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Gabelli Val, which you can use to evaluate the volatility of the entity. Please utilize Gabelli Val's Risk Adjusted Performance of 0.1956, market risk adjusted performance of (3.16), and Downside Deviation of 0.9986 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of -0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Gabelli Val are expected to decrease at a much lower rate. During the bear market, Gabelli Val is likely to outperform the market.
Auto-correlation | 0.82 |
Very good predictability
The Gabelli Val has very good predictability. Overlapping area represents the amount of predictability between Gabelli Val time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th of February 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 Gabelli Val price movement. The serial correlation of 0.82 indicates that around 82.0% of current Gabelli Val price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
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 Gabelli Mutual Fund
Gabelli Val financial ratios help investors to determine whether Gabelli 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 Gabelli with respect to the benefits of owning Gabelli Val security.
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