GIOTX Mutual Fund Manager Performance Evaluation

GIOTX -  USA Fund  

USD 18.56  0.04  0.22%

The fund retains a Market Volatility (i.e., Beta) of -0.2046, which attests to not very significant fluctuations relative to the market. Let's try to break down what GIOTX's beta means in this case. As returns on the market increase, returns on owning GMO International are expected to decrease at a much lower rate. During the bear market, GMO International is likely to outperform the market. Even though it is essential to pay attention to GMO International current price history, it is always good to be careful when utilizing equity current price movements. Our approach towards determining any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. GMO International exposes twenty-one different technical indicators, which can help you to evaluate its performance.

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 GIOTX Performance
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Over the last 90 days GMO International Developed has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, GMO International is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
Fifty Two Week Low14.37
Fifty Two Week High19.26
Annual Report Expense Ratio0.63%

GMO International Relative Risk vs. Return Landscape

If you would invest  1,862  in GMO International Developed on June 22, 2021 and sell it today you would lose (6.00)  from holding GMO International Developed or give up 0.32% of portfolio value over 90 days. GMO International Developed is currently producing negative expected returns and takes up 0.7775% volatility of returns over 90 trading days. Put another way, 6% of traded mutual funds are less volatile than GIOTX, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 90 days horizon GMO International is expected to under-perform the market. In addition to that, the company is 1.19 times more volatile than its market benchmark. It trades about 0.0 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.01 per unit of volatility.

GMO International Current Valuation

Overvalued
Today
18.56
20th of September 2021
Share
Please note that GMO International's price fluctuation is very steady at this time.
GMO International retains a regular Real Value of $17.01 per share. The prevalent price of the fund is $18.56. At this time, the entity appears to be overvalued. We determine the value of GMO International from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage acquiring undervalued assets and dropping overvalued assets since, at some point future time, stock prices and their ongoing real values will come together.
Our valuation method for GMO International Developed is useful when determining the fair value of the GIOTX mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of GMO International. Since GMO International is currently traded on the exchange, buyers and sellers on that exchange determine the market value of GIOTX Mutual Fund. However, GMO International's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
17.01
Real Value
20.42
Upside
Estimating the potential upside or downside of GMO International Developed helps investors to forecast how GIOTX mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of GMO International more accurately as focusing exclusively on GMO International's fundamentals will not take into account other important factors:
Hype
Prediction
LowEstimated ValueHigh
17.7818.5619.34
Details

GMO International Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for GMO International's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as GMO International Developed, and traders can use it to determine the average amount a GMO International's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = -0.003

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Estimated Market Risk
 0.78
  actual daily
 
 6 %
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66
Expected Return
 0.0
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 0 %
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Based on monthly moving average GMO International is performing at about 0% 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.

About GMO International Performance

To evaluate GMO International Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when GMO International generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare GIOTX Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand GMO International stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents GIOTX's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
The investment seeks total return greater than that of its benchmark, the MSCI EAFE Index. GMO International is traded on NASDAQ Exchange in the United States.

Things to note about GMO International

Checking the ongoing alerts about GMO International for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for GMO International help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

GMO International Alerts

Equity Alerts and Improvement Suggestions

GMO International generates negative expected return over the last 90 days
GMO International generated five year return of -1.0%
This fund retains 92.15% of its assets under management (AUM) in equities
Please check Risk vs Return Analysis. Note that the GMO International information on this page should be used as a complementary analysis to other GMO International'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 Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.

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When running GMO International price analysis, check to measure GMO International'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 GMO International is operating at the current time. Most of GMO International's value examination focuses on studying past and present price action to predict the probability of GMO International's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move GMO International's price. Additionally, you may evaluate how the addition of GMO International to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between GMO International's value and its price as these two are different measures arrived at by different means. Investors typically determine GMO International value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, GMO International'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.