Gabelli Media Mogul Fund Market Value
| MLGLX Fund | USD 9.69 0.06 0.62% |
| Symbol | Gabelli |
Gabelli Media '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 Media'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 Media.
| 05/31/2024 |
| 11/27/2024 |
If you would invest 0.00 in Gabelli Media on May 31, 2024 and sell it all today you would earn a total of 0.00 from holding Gabelli Media Mogul or generate 0.0% return on investment in Gabelli Media over 180 days. Gabelli Media is related to or competes with Shelton Emerging, Arrow Managed, Federated Emerging, Ep Emerging, Transamerica Emerging, Touchstone Sands, and Dodge Cox. Under normal market conditions, the fund invests at least 80 percent of its net assets, plus borrowings for investment p... More
Gabelli Media 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 Media'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 Gabelli Media Mogul upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 4.81 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 1.74 |
Gabelli Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gabelli Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gabelli Media's standard deviation. In reality, there are many statistical measures that can use Gabelli Media historical prices to predict the future Gabelli Media's volatility.| Risk Adjusted Performance | 0.0901 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.117 |
Gabelli Media Mogul Backtested Returns
At this stage we consider Gabelli Mutual Fund to be not too volatile. Gabelli Media Mogul holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Gabelli Media Mogul, which you can use to evaluate the volatility of the entity. Please check out Gabelli Media's market risk adjusted performance of 0.127, and Risk Adjusted Performance of 0.0901 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 0.86, which attests to possible diversification benefits within a given portfolio. Gabelli Media returns are very sensitive to returns on the market. As the market goes up or down, Gabelli Media is expected to follow.
Auto-correlation | 0.55 |
Modest predictability
Gabelli Media Mogul has modest predictability. Overlapping area represents the amount of predictability between Gabelli Media time series from 31st of May 2024 to 29th of August 2024 and 29th of August 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 Media Mogul price movement. The serial correlation of 0.55 indicates that about 55.0% of current Gabelli Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Gabelli Media Mogul lagged returns against current returns
Autocorrelation, which is Gabelli Media 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 Gabelli Media's mutual fund expected returns. We can calculate the autocorrelation of Gabelli Media returns to help us make a trade decision. For example, suppose you find that Gabelli Media 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 |
Gabelli Media 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 Gabelli Media mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gabelli Media mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gabelli Media mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Gabelli Media Lagged Returns
When evaluating Gabelli Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gabelli Media mutual fund have on its future price. Gabelli Media 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, Gabelli Media autocorrelation shows the relationship between Gabelli Media mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Gabelli Media Mogul.
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 Gabelli Mutual Fund
Gabelli Media 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 Media security.
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