Great West Sp Small Fund Price on November 13, 2023
| MXNSX Fund | USD 19.20 0.03 0.16% |
Below is the normalized historical share price chart for Great West Sp Small extending back to August 12, 2011. 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 Great West stands at 19.20, as last reported on the 19th of May, with the highest price reaching 19.20 and the lowest price hitting 19.20 during the day.
If you're considering investing in Great Mutual Fund, it is important to understand the factors that can impact its price. We consider Great West very steady. Great West Sp holds Efficiency (Sharpe) Ratio of 0.0669, which attests that the entity had a 0.0669% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Great West Sp, which you can use to evaluate the volatility of the entity. Please check out Great West's Risk Adjusted Performance of 0.0423, downside deviation of 1.04, and Market Risk Adjusted Performance of 0.0482 to validate if the risk estimate we provide is consistent with the expected return of 0.0623%.
Great Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Great |
Sharpe Ratio = 0.0669
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| Cash | MXNSX | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.93 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Great West is performing at about 5% 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 Great West by adding it to a well-diversified portfolio.
Great West Valuation on November 13, 2023
It is possible to determine the worth of Great West on a given historical date. On November 13, 2023 Great was worth 16.06 at the beginning of the trading date compared to the closed value of 15.9. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Great West mutual fund. Still, in general, we apply an absolute valuation method to find Great West'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 Great West where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Great West's related companies.
| Open | High | Low | Close | Volume | |
| 16.07 | 16.07 | 15.91 | 15.91 | 1.00 | |
11/13/2023 | 16.06 | 16.06 | 15.90 | 15.90 | 1.00 |
| 16.94 | 16.94 | 16.77 | 16.77 | 1.00 |
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Great West Trading Date Momentum on November 13, 2023
| On November 14 2023 Great West Sp Small was traded for 16.77 at the closing time. The highest daily price throughout the period was 16.94 and the lowest price was 16.77 . There was no trading activity during the period 1.0. Lack of trading volume on 11/14/2023 added to the next day price jump. The trading delta at closing time to closing price of the next trading day was 5.47% . The overall trading delta to current closing price is 6.54% . |
Great West Sp Fundamentals Correlations and Trends
By evaluating Great West'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 Great West's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Great financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Great West Mutual Fund history
Great West 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 Great is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Great West Sp 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 Great West stock prices may prove useful in developing a viable investing in Great West
The fund normally invests at least 80 percent of its net assets in common stocks of the companies included in the benchmark index. The fund uses the replication method of indexing, meaning the fund seeks to own the securities contained in the benchmark index in as close as possible a proportion of the fund as each stocks weight in the benchmark index.
Great West Mutual Fund Technical Analysis
Great West 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
Great West Period Price Range
Low | November 13, 2023
| High |
16.06 | 15.90 |
Great West May 19, 2024 Market Strength
Market strength indicators help investors to evaluate how Great West 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 Great West shares will generate the highest return on investment. By undertsting and applying Great West mutual fund market strength indicators, traders can identify Great West Sp Small entry and exit signals to maximize returns
Great West Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Great West's price direction in advance. Along with the technical and fundamental analysis of Great Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Great 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 | 0.0423 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0382 |
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Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Great West Sp Small. 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 state. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.