Guidestone Value Equity Fund Market Value
| GVIYX Fund | USD 13.10 0.20 1.55% |
| Symbol | Guidestone |
Guidestone Value '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 Guidestone Value'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 Guidestone Value.
| 05/30/2024 |
| 11/26/2024 |
If you would invest 0.00 in Guidestone Value on May 30, 2024 and sell it all today you would earn a total of 0.00 from holding Guidestone Value Equity or generate 0.0% return on investment in Guidestone Value over 180 days. Guidestone Value is related to or competes with Growth Allocation, Defensive Market, Defensive Market, Value Equity, Value Equity, Guidestone Growth, and Emerging Markets. Under normal market conditions, the fund will invest substantially all, and normally at least 80 percent of its total as... More
Guidestone Value 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 Guidestone Value'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 Guidestone Value Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5023 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.51 | |||
| Value At Risk | (0.72) | |||
| Potential Upside | 1.1 |
Guidestone Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guidestone Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guidestone Value's standard deviation. In reality, there are many statistical measures that can use Guidestone Value historical prices to predict the future Guidestone Value's volatility.| Risk Adjusted Performance | 0.1313 | |||
| Jensen Alpha | 0.0189 | |||
| Total Risk Alpha | 0.0023 | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1447 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Guidestone Value'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.
Guidestone Value Equity Backtested Returns
At this stage we consider Guidestone Mutual Fund to be very steady. Guidestone Value Equity holds Efficiency (Sharpe) Ratio of 0.17, which attests that the entity had a 0.17% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Guidestone Value Equity, which you can use to evaluate the volatility of the entity. Please check out Guidestone Value's Risk Adjusted Performance of 0.1313, market risk adjusted performance of 0.1547, and Downside Deviation of 0.5023 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. The fund retains a Market Volatility (i.e., Beta) of 0.73, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Guidestone Value's returns are expected to increase less than the market. However, during the bear market, the loss of holding Guidestone Value is expected to be smaller as well.
Auto-correlation | 0.75 |
Good predictability
Guidestone Value Equity has good predictability. Overlapping area represents the amount of predictability between Guidestone Value time series from 30th of May 2024 to 28th of August 2024 and 28th of August 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Guidestone Value Equity price movement. The serial correlation of 0.75 indicates that around 75.0% of current Guidestone Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Guidestone Value Equity lagged returns against current returns
Autocorrelation, which is Guidestone Value 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 Guidestone Value's mutual fund expected returns. We can calculate the autocorrelation of Guidestone Value returns to help us make a trade decision. For example, suppose you find that Guidestone Value 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 |
Guidestone Value 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 Guidestone Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guidestone Value mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guidestone Value mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Guidestone Value Lagged Returns
When evaluating Guidestone Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guidestone Value mutual fund have on its future price. Guidestone Value 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, Guidestone Value autocorrelation shows the relationship between Guidestone Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Guidestone Value Equity.
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 Guidestone Mutual Fund
Guidestone Value financial ratios help investors to determine whether Guidestone 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 Guidestone with respect to the benefits of owning Guidestone Value security.
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