Gmo Trust Fund Manager Performance Evaluation
| GUSOX Fund | 25.11 0.31 1.25% |
The fund retains a Market Volatility (i.e., Beta) of -0.0041, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Gmo Trust are expected to decrease at a much lower rate. During the bear market, Gmo Trust is likely to outperform the market.
Risk-Adjusted Performance
9 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Gmo Trust are ranked lower than 9 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak basic indicators, Gmo Trust may actually be approaching a critical reversion point that can send shares even higher in December 2024.
...moreGmo |
Gmo Trust Relative Risk vs. Return Landscape
If you would invest 2,355 in Gmo Trust on August 29, 2024 and sell it today you would earn a total of 156.00 from holding Gmo Trust or generate 6.62% return on investment over 90 days. Gmo Trust is currently producing 0.1057% returns and takes up 0.8814% volatility of returns over 90 trading days. Put another way, 7% of traded mutual funds are less volatile than Gmo, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Gmo Trust Current Valuation
Fairly Valued
Today
Please note that Gmo Trust's price fluctuation is very steady at this time. Based on Macroaxis valuation methodology, the entity is fairly valued. Gmo Trust retains a regular Real Value of USD24.82 per share. The prevalent price of the fund is USD25.11. Our model calculates the value of Gmo Trust from evaluating the entity technical indicators and probability of bankruptcy. In general, investors encourage acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will come together.
Since Gmo Trust is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Gmo Mutual Fund. However, Gmo Trust's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 25.11 | Real 24.82 | Hype 25.11 | Naive 24.86 |
The intrinsic value of Gmo Trust's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Gmo Trust's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Gmo Trust helps investors to forecast how Gmo mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Gmo Trust more accurately as focusing exclusively on Gmo Trust's fundamentals will not take into account other important factors: Gmo Trust Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gmo Trust's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Gmo Trust , and traders can use it to determine the average amount a Gmo Trust's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1199
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | GUSOX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.88 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Gmo Trust is performing at about 9% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Gmo Trust by adding it to a well-diversified portfolio.
Gmo Trust Fundamentals Growth
Gmo Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Gmo Trust, and Gmo Trust fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Gmo Mutual Fund performance.
About Gmo Trust Performance
Evaluating Gmo Trust's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Gmo Trust has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Gmo Trust has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund seeks to achieve the funds investment objective by investing the funds assets primarily in securities traded in U.S. equity markets. Under normal circumstances, the fund invests directly and indirectly at least 80 percent of its assets in companies tied economically to the United States. It also may invest in U.S. Treasury Fund, in money market funds unaffiliated with GMO, and directly in the types of investments typically held by money market funds.Things to note about Gmo Trust performance evaluation
Checking the ongoing alerts about Gmo Trust for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Gmo Trust help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund retains all of the assets under management (AUM) in different types of exotic instruments |
- Analyzing Gmo Trust's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Gmo Trust's stock is overvalued or undervalued compared to its peers.
- Examining Gmo Trust's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Gmo Trust's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Gmo Trust's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Gmo Trust's mutual fund. These opinions can provide insight into Gmo Trust's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Gmo Mutual Fund
Gmo Trust financial ratios help investors to determine whether Gmo 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 Gmo with respect to the benefits of owning Gmo Trust security.
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk |