The Global Alpha Fund Technical Analysis
| BGASX Fund | USD 13.59 0.15 0.22% |
As of the 25th of January, Global Alpha retains the Market Risk Adjusted Performance of (0.19), standard deviation of 0.9026, and Risk Adjusted Performance of (0.02). Global Alpha technical analysis makes it possible for you to employ historical prices and volume momentum with the intention to determine a pattern that calculates the direction of the entity's future prices.
Global Alpha Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Global, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to GlobalGlobal |
Global 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 Global 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 Global Alpha.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in Global Alpha on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding The Global Alpha or generate 0.0% return on investment in Global Alpha over 90 days. Global Alpha is related to or competes with T Rowe, Franklin High, Morningstar Defensive, Doubleline Global, Gmo High, Ishares Municipal, and Ambrus Core. Under normal circumstances, the fund invests at least 80 percent of its net assets in equity securities More
Global 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 Global 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 The Global Alpha upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 4.24 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 1.25 |
Global Alpha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Alpha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Alpha's standard deviation. In reality, there are many statistical measures that can use Global Alpha historical prices to predict the future Global Alpha's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | (0.20) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Global 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.
Global Alpha January 25, 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 | (0.02) | |||
| Market Risk Adjusted Performance | (0.19) | |||
| Mean Deviation | 0.6842 | |||
| Coefficient Of Variation | (2,893) | |||
| Standard Deviation | 0.9026 | |||
| Variance | 0.8148 | |||
| Information Ratio | (0.12) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | (0.20) | |||
| Maximum Drawdown | 4.24 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 1.25 | |||
| Skewness | (0.32) | |||
| Kurtosis | 0.1087 |
Global Alpha Backtested Returns
Global Alpha holds Efficiency (Sharpe) Ratio of -0.0346, which attests that the entity had a -0.0346 % return per unit of risk over the last 3 months. Global Alpha exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Global Alpha's Market Risk Adjusted Performance of (0.19), standard deviation of 0.9026, and Risk Adjusted Performance of (0.02) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.21, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Global Alpha's returns are expected to increase less than the market. However, during the bear market, the loss of holding Global Alpha is expected to be smaller as well.
Auto-correlation | -0.82 |
Excellent reverse predictability
The Global Alpha has excellent reverse predictability. Overlapping area represents the amount of predictability between Global Alpha time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th 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 Global Alpha price movement. The serial correlation of -0.82 indicates that around 82.0% of current Global Alpha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Global Alpha technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Global Alpha Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Global Alpha volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Global Alpha Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of The Global Alpha on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of The Global Alpha based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Global Alpha price pattern first instead of the macroeconomic environment surrounding Global Alpha. By analyzing Global Alpha's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Global Alpha's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Global Alpha specific price patterns or momentum indicators. Please read more on our technical analysis page.
Global Alpha January 25, 2026 Technical Indicators
Most technical analysis of Global help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Global from various momentum indicators to cycle indicators. When you analyze Global charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.02) | |||
| Market Risk Adjusted Performance | (0.19) | |||
| Mean Deviation | 0.6842 | |||
| Coefficient Of Variation | (2,893) | |||
| Standard Deviation | 0.9026 | |||
| Variance | 0.8148 | |||
| Information Ratio | (0.12) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | (0.20) | |||
| Maximum Drawdown | 4.24 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 1.25 | |||
| Skewness | (0.32) | |||
| Kurtosis | 0.1087 |
Global Alpha January 25, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Global stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 13.59 | ||
| Day Typical Price | 13.59 | ||
| Price Action Indicator | 0.01 |
Other Information on Investing in Global Mutual Fund
Global Alpha financial ratios help investors to determine whether Global 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 Global with respect to the benefits of owning Global Alpha security.
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