Gmo E Plus Fund Technical Analysis
| GPBFX Fund | USD 17.66 0.02 0.11% |
As of the 28th of January, Gmo Core retains the Market Risk Adjusted Performance of (0.1), downside deviation of 0.2102, and Risk Adjusted Performance of (0.02). Gmo Core 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 Core 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 Core '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 Core'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 Core.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in Gmo Core on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding Gmo E Plus or generate 0.0% return on investment in Gmo Core over 90 days. Gmo Core is related to or competes with Smallcap Fund, Old Westbury, Aqr Small, Franklin Small, Nt International, Foundry Partners, and Hartford Schroders. Under normal circumstances, the fund invests directly and indirectly at least 80 percent of its assets in bonds More
Gmo Core 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 Core'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 E Plus upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2102 | |||
| Information Ratio | (0.42) | |||
| Maximum Drawdown | 0.7421 | |||
| Value At Risk | (0.29) | |||
| Potential Upside | 0.229 |
Gmo Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gmo Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gmo Core's standard deviation. In reality, there are many statistical measures that can use Gmo Core historical prices to predict the future Gmo Core's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.36) | |||
| Treynor Ratio | (0.11) |
Gmo Core January 28, 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 | (0.1) | |||
| Mean Deviation | 0.1461 | |||
| Semi Deviation | 0.1732 | |||
| Downside Deviation | 0.2102 | |||
| Coefficient Of Variation | 6631.37 | |||
| Standard Deviation | 0.1816 | |||
| Variance | 0.033 | |||
| Information Ratio | (0.42) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.36) | |||
| Treynor Ratio | (0.11) | |||
| Maximum Drawdown | 0.7421 | |||
| Value At Risk | (0.29) | |||
| Potential Upside | 0.229 | |||
| Downside Variance | 0.0442 | |||
| Semi Variance | 0.03 | |||
| Expected Short fall | (0.16) | |||
| Skewness | (0.34) | |||
| Kurtosis | (0.17) |
Gmo E Plus Backtested Returns
At this stage we consider Gmo Mutual Fund to be very steady. Gmo E Plus holds Efficiency (Sharpe) Ratio of 0.0836, which attests that the entity had a 0.0836 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Gmo E Plus, which you can use to evaluate the volatility of the entity. Please check out Gmo Core's Market Risk Adjusted Performance of (0.1), risk adjusted performance of (0.02), and Downside Deviation of 0.2102 to validate if the risk estimate we provide is consistent with the expected return of 0.0144%. The fund retains a Market Volatility (i.e., Beta) of 0.0681, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gmo Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gmo Core is expected to be smaller as well.
Auto-correlation | 0.34 |
Below average predictability
Gmo E Plus has below average predictability. Overlapping area represents the amount of predictability between Gmo Core time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th 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 Gmo E Plus price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Gmo Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Gmo Core 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 E Plus 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 Gmo E Plus volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Gmo Core 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 E Plus 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 E Plus based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Gmo E Plus price pattern first instead of the macroeconomic environment surrounding Gmo E Plus. By analyzing Gmo Core'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 Core'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 Core specific price patterns or momentum indicators. Please read more on our technical analysis page.
Gmo Core January 28, 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 | (0.02) | |||
| Market Risk Adjusted Performance | (0.1) | |||
| Mean Deviation | 0.1461 | |||
| Semi Deviation | 0.1732 | |||
| Downside Deviation | 0.2102 | |||
| Coefficient Of Variation | 6631.37 | |||
| Standard Deviation | 0.1816 | |||
| Variance | 0.033 | |||
| Information Ratio | (0.42) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.36) | |||
| Treynor Ratio | (0.11) | |||
| Maximum Drawdown | 0.7421 | |||
| Value At Risk | (0.29) | |||
| Potential Upside | 0.229 | |||
| Downside Variance | 0.0442 | |||
| Semi Variance | 0.03 | |||
| Expected Short fall | (0.16) | |||
| Skewness | (0.34) | |||
| Kurtosis | (0.17) |
Gmo E Plus One Year Return
Based on the recorded statements, Gmo E Plus has an One Year Return of 7.242%. This is 234.61% lower than that of the GMO family and significantly higher than that of the Intermediate Core-Plus Bond category. The one year return for all United States funds is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Gmo Core January 28, 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 | 17.66 | ||
| Day Typical Price | 17.66 | ||
| Price Action Indicator | 0.01 |
Other Information on Investing in Gmo Mutual Fund
Gmo Core 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 Core security.
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