Gmo Quality Fund Technical Analysis
| GQLIX Fund | USD 35.36 0.34 0.95% |
As of the 2nd of February, Gmo Quality retains the Downside Deviation of 0.7272, market risk adjusted performance of 0.0474, and Risk Adjusted Performance of 0.0417. 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 '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 Quality'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 Quality.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in Gmo Quality on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding Gmo Quality Fund or generate 0.0% return on investment in Gmo Quality over 90 days. Gmo Quality is related to or competes with Blackrock Lifepath, Massachusetts Investors, Artisan High, Blackrock Equity, Goldman Sachs, Putnam Emerging, and Vanguard Target. The adviser seeks to achieve the funds investment objective by investing the funds assets primarily in equities of compa... More
Gmo Quality 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 Quality'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 Quality Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7272 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.06 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.13 |
Gmo Quality Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gmo Quality's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gmo Quality's standard deviation. In reality, there are many statistical measures that can use Gmo Quality historical prices to predict the future Gmo Quality's volatility.| Risk Adjusted Performance | 0.0417 | |||
| Jensen Alpha | 0.002 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0374 |
Gmo Quality February 2, 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 | 0.0417 | |||
| Market Risk Adjusted Performance | 0.0474 | |||
| Mean Deviation | 0.5781 | |||
| Semi Deviation | 0.6725 | |||
| Downside Deviation | 0.7272 | |||
| Coefficient Of Variation | 1728.52 | |||
| Standard Deviation | 0.7107 | |||
| Variance | 0.5052 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.002 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0374 | |||
| Maximum Drawdown | 3.06 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.13 | |||
| Downside Variance | 0.5289 | |||
| Semi Variance | 0.4523 | |||
| Expected Short fall | (0.60) | |||
| Skewness | (0.05) | |||
| Kurtosis | (0.45) |
Gmo Quality Fund Backtested Returns
At this stage we consider Gmo Mutual Fund to be very steady. Gmo Quality Fund holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Gmo Quality Fund, which you can use to evaluate the volatility of the entity. Please check out Gmo Quality's Downside Deviation of 0.7272, risk adjusted performance of 0.0417, and Market Risk Adjusted Performance of 0.0474 to validate if the risk estimate we provide is consistent with the expected return of 0.0862%. The fund retains a Market Volatility (i.e., Beta) of 0.83, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gmo Quality's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gmo Quality is expected to be smaller as well.
Auto-correlation | 0.14 |
Insignificant predictability
Gmo Quality Fund has insignificant predictability. Overlapping area represents the amount of predictability between Gmo Quality time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd 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 Quality Fund price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Gmo Quality price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
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 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 Quality Fund volatility. High ATR values indicate high volatility, and low values indicate low volatility.
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 February 2, 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 | 0.0417 | |||
| Market Risk Adjusted Performance | 0.0474 | |||
| Mean Deviation | 0.5781 | |||
| Semi Deviation | 0.6725 | |||
| Downside Deviation | 0.7272 | |||
| Coefficient Of Variation | 1728.52 | |||
| Standard Deviation | 0.7107 | |||
| Variance | 0.5052 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.002 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0374 | |||
| Maximum Drawdown | 3.06 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.13 | |||
| Downside Variance | 0.5289 | |||
| Semi Variance | 0.4523 | |||
| Expected Short fall | (0.60) | |||
| Skewness | (0.05) | |||
| Kurtosis | (0.45) |
Gmo Quality Fund One Year Return
Based on the recorded statements, Gmo Quality Fund has an One Year Return of 17.2246%. This is 420.16% 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.Gmo Quality February 2, 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 | 0.99 | ||
| Day Median Price | 35.36 | ||
| Day Typical Price | 35.36 | ||
| Price Action Indicator | (0.17) |
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.
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