The Gabelli Focus Fund Market Value
| GWSAX Fund | USD 18.13 0.01 0.06% |
| Symbol | The |
The Gabelli '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 The Gabelli'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 The Gabelli.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in The Gabelli on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding The Gabelli Focus or generate 0.0% return on investment in The Gabelli over 30 days. The Gabelli is related to or competes with Gold And, Precious Metals, The Gold, Gabelli Gold, Global Gold, and Franklin Gold. Under normal circumstances, the fund will invest in a concentrated portfolio of twenty-five to thirty-five equity securi... More
The Gabelli 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 The Gabelli'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 Focus upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6372 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 3.32 | |||
| Value At Risk | (0.95) | |||
| Potential Upside | 1.23 |
The Gabelli Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for The Gabelli's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as The Gabelli's standard deviation. In reality, there are many statistical measures that can use The Gabelli historical prices to predict the future The Gabelli's volatility.| Risk Adjusted Performance | 0.1127 | |||
| Jensen Alpha | 0.0104 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.136 |
Gabelli Focus Backtested Returns
At this stage we consider The Mutual Fund to be very steady. Gabelli Focus owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the fund had a 0.16% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for The Gabelli Focus, which you can use to evaluate the volatility of the fund. Please validate The Gabelli's Semi Deviation of 0.4998, risk adjusted performance of 0.1127, and Coefficient Of Variation of 670.2 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The entity has a beta of 0.67, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, the Gabelli's returns are expected to increase less than the market. However, during the bear market, the loss of holding the Gabelli is expected to be smaller as well.
Auto-correlation | 0.75 |
Good predictability
The Gabelli Focus has good predictability. Overlapping area represents the amount of predictability between The Gabelli time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Gabelli Focus price movement. The serial correlation of 0.75 indicates that around 75.0% of current The Gabelli price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Gabelli Focus lagged returns against current returns
Autocorrelation, which is The Gabelli 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 The Gabelli's mutual fund expected returns. We can calculate the autocorrelation of The Gabelli returns to help us make a trade decision. For example, suppose you find that The Gabelli 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 |
The Gabelli 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 The Gabelli mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if The Gabelli mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in The Gabelli mutual fund over time.
Current vs Lagged Prices |
| Timeline |
The Gabelli Lagged Returns
When evaluating The Gabelli's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of The Gabelli mutual fund have on its future price. The Gabelli 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, The Gabelli autocorrelation shows the relationship between The Gabelli mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Gabelli Focus.
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 The Mutual Fund
The Gabelli financial ratios help investors to determine whether The 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 The with respect to the benefits of owning The Gabelli security.
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital |