Gmo Climate Change Fund Market Value
| GCCLX Fund | USD 20.69 0.19 0.93% |
| Symbol | Gmo |
Gmo Climate '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 Gmo Climate'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 Gmo Climate.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Gmo Climate on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Gmo Climate Change or generate 0.0% return on investment in Gmo Climate over 90 days. Gmo Climate is related to or competes with Gmo E, Gmo Trust, Gmo Us, Gmo Trust, Gmo Emerging, Gmo Emerging, and Gmo Emerging. Under normal market conditions, the fund invests at least 80 percent of its assets in companies in climate change-relate... More
Gmo Climate 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 Gmo Climate'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 Gmo Climate Change upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.89 | |||
| Information Ratio | 0.1762 | |||
| Maximum Drawdown | 9.95 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 2.65 |
Gmo Climate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gmo Climate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gmo Climate's standard deviation. In reality, there are many statistical measures that can use Gmo Climate historical prices to predict the future Gmo Climate's volatility.| Risk Adjusted Performance | 0.2502 | |||
| Jensen Alpha | 0.3113 | |||
| Total Risk Alpha | 0.1864 | |||
| Sortino Ratio | 0.1557 | |||
| Treynor Ratio | 0.4936 |
Gmo Climate Change Backtested Returns
Gmo Climate appears to be very steady, given 3 months investment horizon. Gmo Climate Change holds Efficiency (Sharpe) Ratio of 0.27, which attests that the entity had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Gmo Climate Change, which you can use to evaluate the volatility of the entity. Please utilize Gmo Climate's Market Risk Adjusted Performance of 0.5036, risk adjusted performance of 0.2502, and Downside Deviation of 1.89 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.87, which attests to possible diversification benefits within a given portfolio. Gmo Climate returns are very sensitive to returns on the market. As the market goes up or down, Gmo Climate is expected to follow.
Auto-correlation | 0.59 |
Modest predictability
Gmo Climate Change has modest predictability. Overlapping area represents the amount of predictability between Gmo Climate time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Gmo Climate Change price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Gmo Climate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.77 |
Gmo Climate Change lagged returns against current returns
Autocorrelation, which is Gmo Climate 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 Gmo Climate's mutual fund expected returns. We can calculate the autocorrelation of Gmo Climate returns to help us make a trade decision. For example, suppose you find that Gmo Climate has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Gmo Climate 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 Gmo Climate mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gmo Climate mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gmo Climate mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Gmo Climate Lagged Returns
When evaluating Gmo Climate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gmo Climate mutual fund have on its future price. Gmo Climate 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, Gmo Climate autocorrelation shows the relationship between Gmo Climate mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Gmo Climate Change.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Gmo Mutual Fund
Gmo Climate financial ratios help investors to determine whether Gmo Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Gmo with respect to the benefits of owning Gmo Climate security.
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format |