Large Cap Core Fund Probability of Future Mutual Fund Price Finishing Over 24.38
| GTLIX Fund | USD 22.84 0.18 0.79% |
Large |
Large Cap Target Price Odds to finish over 24.38
The tendency of Large 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 over $ 24.38 or more in 90 days |
| 22.84 | 90 days | 24.38 | about 1.18 |
Based on a normal probability distribution, the odds of Large Cap to move over $ 24.38 or more in 90 days from now is about 1.18 (This Large Cap Core probability density function shows the probability of Large Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Large Cap Core price to stay between its current price of $ 22.84 and $ 24.38 at the end of the 90-day period is about 72.76 .
Assuming the 90 days horizon the mutual fund has the beta coefficient of 1.07 . This usually indicates Large Cap Core market returns are sensitive to returns on the market. As the market goes up or down, Large Cap is expected to follow. Additionally Large Cap Core has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. Large Cap Price Density |
| Price |
Predictive Modules for Large Cap
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Large Cap Core. 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 Large Cap'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.
Large Cap Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Large Cap is not an exception. The market had few large corrections towards the Large Cap'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 Large Cap Core, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Large Cap within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | -0.05 | |
β | Beta against NYSE Composite | 1.07 | |
σ | Overall volatility | 0.53 | |
Ir | Information ratio | -0.06 |
Large Cap 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 Large Cap for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Large Cap Core 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 99.99% of its assets under management (AUM) in equities |
Large Cap Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Large Mutual Fund often depends not only on the future outlook of the current and potential Large Cap's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Large Cap's indicators that are reflective of the short sentiment are summarized in the table below.
Large Cap Technical Analysis
Large Cap's future price can be derived by breaking down and analyzing its technical indicators over time. Large Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Large Cap Core. In general, you should focus on analyzing Large Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Large Cap Predictive Forecast Models
Large Cap's time-series forecasting models is one of many Large Cap'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 Large Cap'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 Large Cap Core
Checking the ongoing alerts about Large Cap for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Large Cap Core 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 99.99% of its assets under management (AUM) in equities |
Check out Large Cap Backtesting, Portfolio Optimization, Large Cap Correlation, Large Cap Hype Analysis, Large Cap Volatility, Large Cap History as well as Large Cap Performance. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.