Gmo International Developed Fund Price on August 26, 2021
| GIOTX Fund | USD 16.69 0.23 1.36% |
Below is the normalized historical share price chart for Gmo International Developed extending back to June 14, 2006. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Gmo International stands at 16.69, as last reported on the 18th of April 2024, with the highest price reaching 16.69 and the lowest price hitting 16.69 during the day.
If you're considering investing in Gmo Mutual Fund, it is important to understand the factors that can impact its price. We consider Gmo International very steady. Gmo International holds Efficiency (Sharpe) Ratio of 0.0912, which attests that the entity had a 0.0912% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Gmo International, which you can use to evaluate the volatility of the entity. Please check out Gmo International's Downside Deviation of 0.7337, market risk adjusted performance of 0.3269, and Risk Adjusted Performance of 0.0418 to validate if the risk estimate we provide is consistent with the expected return of 0.0548%.
Gmo Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Gmo |
Sharpe Ratio = 0.0912
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Estimated Market Risk
| 0.6 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average Gmo International is performing at about 7% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Gmo International by adding it to a well-diversified portfolio.
Gmo International Valuation on August 26, 2021
It is possible to determine the worth of Gmo International on a given historical date. On August 26, 2021 Gmo was worth 16.29 at the beginning of the trading date compared to the closed value of 14.63. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Gmo International mutual fund. Still, in general, we apply an absolute valuation method to find Gmo International's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Gmo International where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Gmo International's related companies.
| Open | High | Low | Close | Volume | |
04/04/2022 | 16.29 | 16.29 | 14.63 | 14.63 | 1.00 |
| 16.00 | 16.00 | 14.37 | 14.37 | 1.00 |
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Gmo International Trading Date Momentum on August 26, 2021
The event impact on price volatility cannot be determined at this time. Please check this event after some time to allow current data to be analyzed.Gmo International Fundamentals Correlations and Trends
By evaluating Gmo International's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Gmo International's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Gmo financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Gmo International Mutual Fund history
Gmo International investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Gmo is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Gmo International will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Gmo International stock prices may prove useful in developing a viable investing in Gmo International
The fund is a fund of funds and invests primarily in equities traded in non-U.S. markets through its investment in other series of GMO Trust, including International Equity Fund, Emerging Markets Fund and Japan Value Creation Fund . It invests at least 80 percent of its assets in equities tied economically to developed markets.
Gmo International Mutual Fund Technical Analysis
Gmo International 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.
Price Boundaries
Gmo International Period Price Range
Low | April 4, 2022
| High |
16.29 | 14.63 |
Gmo International April 18, 2024 Market Strength
Market strength indicators help investors to evaluate how Gmo International mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gmo International shares will generate the highest return on investment. By undertsting and applying Gmo International mutual fund market strength indicators, traders can identify Gmo International Developed entry and exit signals to maximize returns
Gmo International Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Gmo International's price direction in advance. Along with the technical and fundamental analysis of Gmo Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Gmo to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0418 | |||
| Jensen Alpha | 0.027 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.3169 |
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Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Gmo International Developed. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in estimate. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.