Guidemark Mutual Fund Market Value

GILGX -  USA Fund  

USD 30.93  0.04  0.13%

Guidemark Large's market value is the price at which a share of Guidemark Large stock trades on a public exchange. It measures the collective expectations of Guidemark Large Cap investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Guidemark Large Cap and determine expected loss or profit from investing in Guidemark Large over a given investment horizon. Please check Guidemark Large Hype Analysis, Guidemark Large Correlation, Portfolio Optimization, Guidemark Large Volatility, as well as analyze Guidemark Large Alpha and Beta and Guidemark Large Performance.
Symbol
Backtest

Please note, there is a significant difference between Guidemark Large's value and its price as these two are different measures arrived at by different means. Investors typically determine Guidemark Large value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Guidemark Large'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.

Guidemark Large 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Guidemark Large's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Guidemark Large.
0.00
11/03/2019
No Change 0.00  0.0 
In 1 year 11 months and 22 days
10/23/2021
0.00
If you would invest  0.00  in Guidemark Large on November 3, 2019 and sell it all today you would earn a total of 0.00 from holding Guidemark Large Cap or generate 0.0% return on investment in Guidemark Large over 720 days. Guidemark Large is related to or competes with Vanguard 500. The investment seeks capital appreciation over the long term

Guidemark Large Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Guidemark Large's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Guidemark Large Cap upside and downside potential and time the market with a certain degree of confidence.

Guidemark Large Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Guidemark Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guidemark Large's standard deviation. In reality, there are many statistical measures that can use Guidemark Large historical prices to predict the future Guidemark Large's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Guidemark Large'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 Guidemark Large in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
30.2130.9331.65
Details
Intrinsic
Valuation
LowReal ValueHigh
30.0030.7231.44
Details
Naive
Forecast
LowNext ValueHigh
30.8631.5832.31
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
29.4930.4731.44
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Guidemark Large. Your research has to be compared to or analyzed against Guidemark Large's peers to derive any actionable benefits. When done correctly, Guidemark Large'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 Guidemark Large Cap.

Guidemark Large Cap Backtested Returns

We consider Guidemark Large very steady. Guidemark Large Cap holds Efficiency (Sharpe) Ratio of 0.0671, which attests that the entity had 0.0671% of return per unit of risk over the last 3 months. Our standpoint towards determining the volatility of a fund is to use all available market data together with fund-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Guidemark Large Cap, which you can use to evaluate the future volatility of the entity. Please check out Guidemark Large Risk Adjusted Performance of 0.0655, downside deviation of 0.8091, and Market Risk Adjusted Performance of 0.0701 to validate if the risk estimate we provide is consistent with the expected return of 0.0485%.
The fund retains a Market Volatility (i.e., Beta) of 0.9514, which attests to possible diversification benefits within a given portfolio. Let's try to break down what Guidemark's beta means in this case. Guidemark Large returns are very sensitive to returns on the market. As the market goes up or down, Guidemark Large is expected to follow. Although it is extremely important to respect Guidemark Large Cap current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By evaluating Guidemark Large Cap technical indicators, you can presently evaluate if the expected return of 0.0485% will be sustainable into the future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.36   

Below average predictability

Guidemark Large Cap has below average predictability. Overlapping area represents the amount of predictability between Guidemark Large time series from 3rd of November 2019 to 28th of October 2020 and 28th of October 2020 to 23rd of October 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Guidemark Large Cap price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Guidemark Large price fluctuation can be explain by its past prices.
Correlation Coefficient0.36
Spearman Rank Test0.51
Residual Average0.0
Price Variance5.1

Guidemark Large Cap lagged returns against current returns

Autocorrelation, which is Guidemark Large mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Guidemark Large's mutual fund expected returns. We can calculate the autocorrelation of Guidemark Large returns to help us make a trade decision. For example, suppose you find that Guidemark Large mutual fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Guidemark Large regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Guidemark Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guidemark Large mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guidemark Large mutual fund over time.
 Current vs Lagged Prices 
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      Timeline 

Guidemark Large Lagged Returns

When evaluating Guidemark Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guidemark Large mutual fund have on its future price. Guidemark Large autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Guidemark Large autocorrelation shows the relationship between Guidemark Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Guidemark Large Cap.
 Regressed Prices 
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      Timeline 

Guidemark Large Investors Sentiment

The influence of Guidemark Large's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Guidemark. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - GILGX

Guidemark Large Cap Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Guidemark Large Cap. What is your judgment towards investing in Guidemark Large Cap? Are you bullish or bearish?
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Bearish
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50% Bearish
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Please check Guidemark Large Hype Analysis, Guidemark Large Correlation, Portfolio Optimization, Guidemark Large Volatility, as well as analyze Guidemark Large Alpha and Beta and Guidemark Large Performance. Note that the Guidemark Large Cap information on this page should be used as a complementary analysis to other Guidemark Large'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 Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.

Complementary Tools for Guidemark Mutual Fund analysis

When running Guidemark Large Cap price analysis, check to measure Guidemark Large'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 Guidemark Large is operating at the current time. Most of Guidemark Large's value examination focuses on studying past and present price action to predict the probability of Guidemark Large's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Guidemark Large's price. Additionally, you may evaluate how the addition of Guidemark Large to your portfolios can decrease your overall portfolio volatility.
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Guidemark Large 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, stock market cycles, or different charting patterns.
A focus of Guidemark Large technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Guidemark Large trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...