Gabelli Esg Fund Market Value
| SRIGX Fund | USD 13.14 1.51 10.31% |
| Symbol | Gabelli |
Gabelli Esg '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 Esg'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 Esg.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Gabelli Esg on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Gabelli Esg Fund or generate 0.0% return on investment in Gabelli Esg over 30 days. Gabelli Esg is related to or competes with Icon Bond, Rbc Ultra-short, Artisan High, Bbh Intermediate, Ambrus Core, and Multisector Bond. The fund will seek to achieve its objective by investing substantially all, and in any case, no less than 80, of its ass... More
Gabelli Esg 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 Esg'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 Esg Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 2.61 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.17 |
Gabelli Esg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gabelli Esg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gabelli Esg's standard deviation. In reality, there are many statistical measures that can use Gabelli Esg historical prices to predict the future Gabelli Esg's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | (0.13) |
Gabelli Esg Fund Backtested Returns
Gabelli Esg Fund holds Efficiency (Sharpe) Ratio of -0.0572, which attests that the entity had a -0.0572% return per unit of standard deviation over the last 3 months. Gabelli Esg Fund exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Gabelli Esg's risk adjusted performance of (0.04), and Market Risk Adjusted Performance of (0.12) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.69, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gabelli Esg's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gabelli Esg is expected to be smaller as well.
Auto-correlation | -0.29 |
Weak reverse predictability
Gabelli Esg Fund has weak reverse predictability. Overlapping area represents the amount of predictability between Gabelli Esg 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 Esg Fund price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Gabelli Esg price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Gabelli Esg Fund lagged returns against current returns
Autocorrelation, which is Gabelli Esg 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 Esg's mutual fund expected returns. We can calculate the autocorrelation of Gabelli Esg returns to help us make a trade decision. For example, suppose you find that Gabelli Esg 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 Esg 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 Esg mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gabelli Esg 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 Esg mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Gabelli Esg Lagged Returns
When evaluating Gabelli Esg's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gabelli Esg mutual fund have on its future price. Gabelli Esg 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 Esg autocorrelation shows the relationship between Gabelli Esg mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Gabelli Esg Fund.
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 Esg 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 Esg security.
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