Gamco Global Fund Alpha and Beta Analysis

GGN Fund  USD 3.69  0.03  0.52%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gamco Global. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gamco Global over a specified time horizon. Remember, high Gamco Global's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Gamco Global's market risk premium analysis include:
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Alpha
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Sharpe Ratio
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Please note that although Gamco Global alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Gamco Global did 0.00  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Gamco Global fund's relative risk over its benchmark. Gamco Global has a beta of 0.00  . The returns on NYSE COMPOSITE and Gamco Global are completely uncorrelated. .
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any fund could be tightly coupled with the direction of predictive economic indicators such as various price indices.

Gamco Global Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gamco Global market risk premium is the additional return an investor will receive from holding Gamco Global long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Gamco Global. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Gamco Global's performance over market.
α0.04   β0.28

Gamco Global expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Gamco Global's Buy-and-hold return. Our buy-and-hold chart shows how Gamco Global performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Gamco Global Market Price Analysis

Market price analysis indicators help investors to evaluate how Gamco Global fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gamco Global shares will generate the highest return on investment. By understating and applying Gamco Global fund market price indicators, traders can identify Gamco Global position entry and exit signals to maximize returns.

Gamco Global Return and Market Media

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About Gamco Global Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Gamco or other funds. Alpha measures the amount that position in Gamco Global has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Gamco Global in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Gamco Global's short interest history, or implied volatility extrapolated from Gamco Global options trading.

Build Portfolio with Gamco Global

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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Check out Gamco Global Backtesting, Portfolio Optimization, Gamco Global Correlation, Gamco Global Hype Analysis, Gamco Global Volatility, Gamco Global History and analyze Gamco Global Performance.
Note that the Gamco Global information on this page should be used as a complementary analysis to other Gamco Global'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 the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.

Complementary Tools for Gamco Fund analysis

When running Gamco Global's price analysis, check to measure Gamco Global'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 Gamco Global is operating at the current time. Most of Gamco Global's value examination focuses on studying past and present price action to predict the probability of Gamco Global's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gamco Global's price. Additionally, you may evaluate how the addition of Gamco Global to your portfolios can decrease your overall portfolio volatility.
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Gamco Global technical 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.
A focus of Gamco Global technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Gamco Global 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...