Gmo High Yield Fund Technical Analysis
| GMOZX Fund | 17.31 0.02 0.12% |
As of the 11th of February 2026, Gmo High retains the Market Risk Adjusted Performance of 0.2466, risk adjusted performance of 0.1762, and Coefficient Of Variation of 342.41. Gmo High 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.
Gmo High Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Gmo, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to GmoGmo |
Gmo High '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 Gmo High'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 Gmo High.
| 11/13/2025 |
| 02/11/2026 |
If you would invest 0.00 in Gmo High on November 13, 2025 and sell it all today you would earn a total of 0.00 from holding Gmo High Yield or generate 0.0% return on investment in Gmo High over 90 days. Gmo High is related to or competes with The Hartford, Old Westbury, T Rowe, Franklin High, and T Rowe. Under normal circumstances, the fund invests directly and indirectly at least 80 percent of its assets in high yield bon... More
Gmo High 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 Gmo High'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 Gmo High Yield upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.161 | |||
| Information Ratio | (0.49) | |||
| Maximum Drawdown | 0.7067 | |||
| Value At Risk | (0.12) | |||
| Potential Upside | 0.2339 |
Gmo High Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gmo High's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gmo High's standard deviation. In reality, there are many statistical measures that can use Gmo High historical prices to predict the future Gmo High's volatility.| Risk Adjusted Performance | 0.1762 | |||
| Jensen Alpha | 0.016 | |||
| Total Risk Alpha | 0.0123 | |||
| Sortino Ratio | (0.36) | |||
| Treynor Ratio | 0.2366 |
Gmo High February 11, 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 | 0.1762 | |||
| Market Risk Adjusted Performance | 0.2466 | |||
| Mean Deviation | 0.0833 | |||
| Downside Deviation | 0.161 | |||
| Coefficient Of Variation | 342.41 | |||
| Standard Deviation | 0.1183 | |||
| Variance | 0.014 | |||
| Information Ratio | (0.49) | |||
| Jensen Alpha | 0.016 | |||
| Total Risk Alpha | 0.0123 | |||
| Sortino Ratio | (0.36) | |||
| Treynor Ratio | 0.2366 | |||
| Maximum Drawdown | 0.7067 | |||
| Value At Risk | (0.12) | |||
| Potential Upside | 0.2339 | |||
| Downside Variance | 0.0259 | |||
| Semi Variance | (0.03) | |||
| Expected Short fall | (0.12) | |||
| Skewness | (0.34) | |||
| Kurtosis | 2.93 |
Gmo High Yield Backtested Returns
At this stage we consider Gmo Mutual Fund to be very steady. Gmo High Yield holds Efficiency (Sharpe) Ratio of 0.34, which attests that the entity had a 0.34 % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Gmo High Yield, which you can use to evaluate the volatility of the entity. Please check out Gmo High's Coefficient Of Variation of 342.41, risk adjusted performance of 0.1762, and Market Risk Adjusted Performance of 0.2466 to validate if the risk estimate we provide is consistent with the expected return of 0.0355%. The fund retains a Market Volatility (i.e., Beta) of 0.1, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gmo High's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gmo High is expected to be smaller as well.
Auto-correlation | 0.85 |
Very good predictability
Gmo High Yield has very good predictability. Overlapping area represents the amount of predictability between Gmo High time series from 13th of November 2025 to 28th of December 2025 and 28th of December 2025 to 11th of February 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 Gmo High Yield price movement. The serial correlation of 0.85 indicates that around 85.0% of current Gmo High price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Gmo High 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.
Gmo High Yield Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. The Normalized Average True Range is used to analyze tradable apportunities for Gmo High Yield across different markets.
About Gmo High 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 Gmo High Yield 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 Gmo High Yield based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Gmo High Yield price pattern first instead of the macroeconomic environment surrounding Gmo High Yield. By analyzing Gmo High'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 Gmo High'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 Gmo High specific price patterns or momentum indicators. Please read more on our technical analysis page.
Gmo High February 11, 2026 Technical Indicators
Most technical analysis of Gmo 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 Gmo from various momentum indicators to cycle indicators. When you analyze Gmo 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 | 0.1762 | |||
| Market Risk Adjusted Performance | 0.2466 | |||
| Mean Deviation | 0.0833 | |||
| Downside Deviation | 0.161 | |||
| Coefficient Of Variation | 342.41 | |||
| Standard Deviation | 0.1183 | |||
| Variance | 0.014 | |||
| Information Ratio | (0.49) | |||
| Jensen Alpha | 0.016 | |||
| Total Risk Alpha | 0.0123 | |||
| Sortino Ratio | (0.36) | |||
| Treynor Ratio | 0.2366 | |||
| Maximum Drawdown | 0.7067 | |||
| Value At Risk | (0.12) | |||
| Potential Upside | 0.2339 | |||
| Downside Variance | 0.0259 | |||
| Semi Variance | (0.03) | |||
| Expected Short fall | (0.12) | |||
| Skewness | (0.34) | |||
| Kurtosis | 2.93 |
Gmo High February 11, 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 Gmo 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 | 17.31 | ||
| Day Typical Price | 17.31 | ||
| Price Action Indicator | (0.01) |
Other Information on Investing in Gmo Mutual Fund
Gmo High 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 High security.
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios |