GIOTX Mutual Fund Probability of Future Mutual Fund Price Finishing Over 18.56

GIOTX -  USA Fund  

USD 18.56  0.000001  0.00%

GMO International's future price is the expected price of GMO International instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of GMO International Developed performance during a given time horizon utilizing its historical volatility.

Search Price Probability 

 
Refresh
Please check GMO International Backtesting, Portfolio Optimization, GMO International Correlation, GMO International Hype Analysis, GMO International Volatility, GMO International History as well as GMO International Performance. Please specify GMO International time horizon, a valid symbol (red box) and a target price (blue box) you would like GMO International odds to be computed.
Apply Odds

GMO International Target Price Odds to finish over 18.56

The tendency of GIOTX Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for foresting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to move above the current price in 90 days
 18.56 90 days 18.56  about 35.38
Based on a normal probability distribution, the odds of GMO International to move above the current price in 90 days from now is about 35.38 (This GMO International Developed probability density function shows the probability of GIOTX Mutual Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon GMO International Developed has a beta of -0.0148. This usually indicates as returns on benchmark increase, returns on holding GMO International are expected to decrease at a much lower rate. During the bear market, however, GMO International Developed is likely to outperform the market. Additionally The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. GMO International is significantly underperforming DOW.
 GMO International Price Density 
      Price 

Predictive Modules for GMO International

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as GMO International. Regardless of method or technology, however, to accurately forecast the stock or bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of GMO International'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. Please use the tools below to analyze the current value of GMO International in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
17.7818.5619.34
Details
Intrinsic
Valuation
LowReal ValueHigh
17.7118.4919.27
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as GMO International. Your research has to be compared to or analyzed against GMO International's peers to derive any actionable benefits. When done correctly, GMO International's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in GMO International.

GMO International Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. GMO International is not an exception. The market had few large corrections towards the GMO International's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold GMO International Developed, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of GMO International within the framework of very fundamental risk indicators.
α
Alpha over DOW
-0.05
β
Beta against DOW-0.01
σ
Overall volatility
0.24
Ir
Information ratio -0.07

GMO International Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of GMO International for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for GMO International can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
GMO International generated five year return of -1.0%
This fund retains 92.15% of its assets under management (AUM) in equities

GMO International Technical Analysis

GMO International's future price can be derived by breaking down and analyzing its technical indicators over time. GIOTX Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of GMO International Developed. In general, you should focus on analyzing GIOTX Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.

GMO International Predictive Forecast Models

GMO International time-series forecasting models is one of many GMO International's mutual fund analysis techniquest aimed to predict future share value based on previously observed values. Time-series forecasting models ae widely used for non-stationary data. Non-stationary data are called the data whose statistical properties e.g. the mean and standard deviation are not constant over time but instead, these metrics vary over time. These non-stationary GMO International's historical data is usually called time-series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.

Things to note about GMO International

Checking the ongoing alerts about GMO International for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for GMO International help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

GMO International Alerts

GMO International Alerts and Suggestions

GMO International generated five year return of -1.0%
This fund retains 92.15% of its assets under management (AUM) in equities
Please check GMO International Backtesting, Portfolio Optimization, GMO International Correlation, GMO International Hype Analysis, GMO International Volatility, GMO International History as well as GMO International Performance. Note that the GMO International information on this page should be used as a complementary analysis to other GMO International's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.

Complementary Tools for GIOTX Mutual Fund analysis

When running GMO International price analysis, check to measure GMO International's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy GMO International is operating at the current time. Most of GMO International's value examination focuses on studying past and present price action to predict the probability of GMO International's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move GMO International's price. Additionally, you may evaluate how the addition of GMO International to your portfolios can decrease your overall portfolio volatility.
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
Go
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Go
Transaction History
View history of all your transactions and understand their impact on performance
Go
Price Transformation
Use Price Transformation models to analyze depth of different equity instruments across global markets
Go
Global Markets Map
Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes
Go
Money Flow Index
Determine momentum by analyzing Money Flow Index and other technical indicators
Go
Please note, there is a significant difference between GMO International's value and its price as these two are different measures arrived at by different means. Investors typically determine GMO International value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, GMO International's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.