Guggenheim Alpha Opportunity Fund Market Value
| SAOCX Fund | USD 37.15 0.20 0.54% |
| Symbol | Guggenheim |
Guggenheim Alpha '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 Guggenheim Alpha'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 Guggenheim Alpha.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Guggenheim Alpha on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Guggenheim Alpha Opportunity or generate 0.0% return on investment in Guggenheim Alpha over 90 days. Guggenheim Alpha is related to or competes with Guggenheim Alpha, Consumer Products, Consumer Products, Tcw Conservative, Small-cap Growth, Teton Westwood, and Reaves Select. The fund pursues its objective by investing, under normal market conditions, in long and short positions of domestic equ... More
Guggenheim Alpha 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 Guggenheim Alpha'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 Guggenheim Alpha Opportunity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5406 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 2.81 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 0.8635 |
Guggenheim Alpha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guggenheim Alpha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guggenheim Alpha's standard deviation. In reality, there are many statistical measures that can use Guggenheim Alpha historical prices to predict the future Guggenheim Alpha's volatility.| Risk Adjusted Performance | 0.076 | |||
| Jensen Alpha | 0.0156 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.1401 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Guggenheim Alpha'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.
Guggenheim Alpha January 23, 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 | 0.076 | |||
| Market Risk Adjusted Performance | 0.1501 | |||
| Mean Deviation | 0.4011 | |||
| Semi Deviation | 0.4031 | |||
| Downside Deviation | 0.5406 | |||
| Coefficient Of Variation | 924.74 | |||
| Standard Deviation | 0.5319 | |||
| Variance | 0.2829 | |||
| Information Ratio | (0.09) | |||
| Jensen Alpha | 0.0156 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.1401 | |||
| Maximum Drawdown | 2.81 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 0.8635 | |||
| Downside Variance | 0.2922 | |||
| Semi Variance | 0.1625 | |||
| Expected Short fall | (0.44) | |||
| Skewness | (0.01) | |||
| Kurtosis | 1.1 |
Guggenheim Alpha Opp Backtested Returns
At this stage we consider Guggenheim Mutual Fund to be out of control. Guggenheim Alpha Opp holds Efficiency (Sharpe) Ratio of 0.0989, which attests that the entity had a 0.0989 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Guggenheim Alpha Opp, which you can use to evaluate the volatility of the entity. Please check out Guggenheim Alpha's Market Risk Adjusted Performance of 0.1501, downside deviation of 0.5406, and Risk Adjusted Performance of 0.076 to validate if the risk estimate we provide is consistent with the expected return of 0.0529%. The fund retains a Market Volatility (i.e., Beta) of 0.34, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Guggenheim Alpha's returns are expected to increase less than the market. However, during the bear market, the loss of holding Guggenheim Alpha is expected to be smaller as well.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Guggenheim Alpha Opportunity has insignificant reverse predictability. Overlapping area represents the amount of predictability between Guggenheim Alpha time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd of January 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 Guggenheim Alpha Opp price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Guggenheim Alpha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
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 Guggenheim Mutual Fund
Guggenheim Alpha financial ratios help investors to determine whether Guggenheim 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 Guggenheim with respect to the benefits of owning Guggenheim Alpha security.
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. |