Gmo Quality Fund Probability of Future Mutual Fund Price Finishing Over 31.26
| GQEFX Fund | USD 31.26 0.33 1.07% |
Gmo |
Gmo Quality Target Price Odds to finish over 31.26
The tendency of Gmo 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 forecasting. 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 Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 31.26 | 90 days | 31.26 | about 33.99 |
Based on a normal probability distribution, the odds of Gmo Quality to move above the current price in 90 days from now is about 33.99 (This Gmo Quality Fund probability density function shows the probability of Gmo Mutual Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon Gmo Quality Fund has a beta of -0.0225. This usually indicates as returns on the benchmark increase, returns on holding Gmo Quality are expected to decrease at a much lower rate. During a bear market, however, Gmo Quality Fund is likely to outperform the market. Additionally Gmo Quality Fund has an alpha of 0.0622, implying that it can generate a 0.0622 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Gmo Quality Price Density |
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Predictive Modules for Gmo Quality
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 Quality Fund. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund 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, anticipate that the market will even out over time. This tendency of Gmo Quality'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.
Gmo Quality Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Gmo Quality is not an exception. The market had few large corrections towards the Gmo Quality'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 Quality Fund, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Gmo Quality within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | 0.06 | |
β | Beta against NYSE Composite | -0.02 | |
σ | Overall volatility | 0.63 | |
Ir | Information ratio | -0.03 |
Gmo Quality 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 Quality for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Gmo Quality Fund can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| The fund retains 99.45% of its assets under management (AUM) in equities |
Gmo Quality Technical Analysis
Gmo Quality's future price can be derived by breaking down and analyzing its technical indicators over time. Gmo 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 Quality Fund. In general, you should focus on analyzing Gmo Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Gmo Quality Predictive Forecast Models
Gmo Quality's time-series forecasting models is one of many Gmo Quality's mutual fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are 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. This non-stationary Gmo Quality'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 mutual fund market movement and maximize returns from investment trading.
Things to note about Gmo Quality Fund
Checking the ongoing alerts about Gmo Quality for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Gmo Quality Fund help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| The fund retains 99.45% of its assets under management (AUM) in equities |
Check out Gmo Quality Backtesting, Portfolio Optimization, Gmo Quality Correlation, Gmo Quality Hype Analysis, Gmo Quality Volatility, Gmo Quality History as well as Gmo Quality Performance. Note that the Gmo Quality Fund information on this page should be used as a complementary analysis to other Gmo Quality'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 the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.