GIOTX Mutual Fund Alpha and Beta Analysis

GIOTX -  USA Fund  

USD 18.15  0.11  0.60%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as GMO International Developed. It also helps investors analyze the systematic and unsystematic risks associated with investing in GMO International over a specified time horizon. Remember, high GMO International'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.
Please check GMO International Backtesting, Portfolio Optimization, GMO International Correlation, GMO International Hype Analysis, GMO International Volatility, GMO International History and analyze GMO International Performance.

GIOTX Beta 

 
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Please note that although GMO International 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., DOW index.) So in this particular case, GMO International did 0.030514  worse 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 GMO International Developed fund's relative risk over its benchmark. GMO International has a beta of 0.70  . Let's try to break down what GIOTX's beta means in this case. As returns on the market increase, GMO International returns are expected to increase less than the market. However, during the bear market, the loss on holding GMO International will be expected to be smaller as well.
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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.

GMO International Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GMO International market risk premium is the additional return an investor will receive from holding GMO International 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 GMO International. 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 GMO International's performance over market.
α-0.03   β0.70
90 days against DJI

GMO International 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 GMO International's Buy-and-hold return. Our buy-and-hold chart shows how GMO International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

GMO International Market Price Analysis

Market price analysis indicators help investors to evaluate how GMO International 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 GMO International shares will generate the highest return on investment. By understating and applying GMO International mutual fund market price indicators, traders can identify GMO International position entry and exit signals to maximize returns.

GMO International Return and Market Media

The median price of GMO International for the period between Sat, Jul 24, 2021 and Fri, Oct 22, 2021 is 18.29 with a coefficient of variation of 1.49. The daily time series for the period is distributed with a sample standard deviation of 0.27, arithmetic mean of 18.27, and mean deviation of 0.22. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

About GMO International 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in GMO International 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.

GMO International Investors Sentiment

The influence of GMO International'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 GIOTX. 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 - GIOTX

GMO International Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in GMO International Developed. What is your judgment towards investing in GMO International Developed? Are you bullish or bearish?
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50% Bullish
50% Bearish
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Please check GMO International Backtesting, Portfolio Optimization, GMO International Correlation, GMO International Hype Analysis, GMO International Volatility, GMO International History and analyze GMO International Performance. 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 Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.

Complementary Tools for GIOTX Mutual Fund analysis

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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GMO International 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 GMO International technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of GMO International 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...