Gmo Quality Fund Technical Analysis
| GQEFX Fund | USD 35.07 0.20 0.57% |
As of the 30th of November, Gmo Quality retains the Market Risk Adjusted Performance of 0.0627, risk adjusted performance of 0.0504, and Downside Deviation of 0.7675. Gmo Quality 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 Quality 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 Quality 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 Quality Fund Technical Analysis
The output start index for this execution was ten with a total number of output elements of fifty-one. 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 Quality Fund volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Gmo Quality Fund Trend Analysis
Use this graph to draw trend lines for Gmo Quality Fund. You can use it to identify possible trend reversals for Gmo Quality as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Gmo Quality price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Gmo Quality Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Gmo Quality Fund applied against its price change over selected period. The best fit line has a slop of 0.01 , which means Gmo Quality Fund will continue generating value for investors. It has 122 observation points and a regression sum of squares at 2.38, which is the sum of squared deviations for the predicted Gmo Quality price change compared to its average price change.About Gmo Quality 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 Quality Fund 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 Quality Fund based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Gmo Quality Fund price pattern first instead of the macroeconomic environment surrounding Gmo Quality Fund. By analyzing Gmo Quality'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 Quality'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 Quality specific price patterns or momentum indicators. Please read more on our technical analysis page.
Gmo Quality November 30, 2024 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 | 0.0504 | |||
| Market Risk Adjusted Performance | 0.0627 | |||
| Mean Deviation | 0.5416 | |||
| Semi Deviation | 0.6943 | |||
| Downside Deviation | 0.7675 | |||
| Coefficient Of Variation | 1486.04 | |||
| Standard Deviation | 0.6933 | |||
| Variance | 0.4807 | |||
| Information Ratio | (0.13) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | 0.0527 | |||
| Maximum Drawdown | 3.32 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 1.15 | |||
| Downside Variance | 0.5891 | |||
| Semi Variance | 0.4821 | |||
| Expected Short fall | (0.53) | |||
| Skewness | (0.41) | |||
| Kurtosis | 0.1414 |
Gmo Quality Fund One Year Return
Based on the recorded statements, Gmo Quality Fund has an One Year Return of 25.0688%. This is 565.96% lower than that of the GMO family and significantly higher than that of the Large Blend 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.Other Information on Investing in GMO Mutual Fund
Gmo Quality 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 Quality security.
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data |