Glg Intl Small Fund Market Value
| GLVIX Fund | USD 90.25 0.02 0.02% |
| Symbol | Glg |
Glg Intl '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 Glg Intl'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 Glg Intl.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Glg Intl on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Glg Intl Small or generate 0.0% return on investment in Glg Intl over 90 days. Glg Intl is related to or competes with Ep Emerging, Aqr Tm, Oberweis Emerging, Transamerica Emerging, Fidelity Series, Johcm Emerging, and Nasdaq 100. The fund invests mainly in common stocks of U.S More
Glg Intl 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 Glg Intl'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 Glg Intl Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8559 | |||
| Information Ratio | 0.0911 | |||
| Maximum Drawdown | 5.76 | |||
| Value At Risk | (1.39) | |||
| Potential Upside | 2.39 |
Glg Intl Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Glg Intl's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Glg Intl's standard deviation. In reality, there are many statistical measures that can use Glg Intl historical prices to predict the future Glg Intl's volatility.| Risk Adjusted Performance | 0.206 | |||
| Jensen Alpha | 0.1048 | |||
| Total Risk Alpha | 0.0769 | |||
| Sortino Ratio | 0.1172 | |||
| Treynor Ratio | 0.2393 |
Glg Intl Small Backtested Returns
Glg Intl appears to be very steady, given 3 months investment horizon. Glg Intl Small holds Efficiency (Sharpe) Ratio of 0.3, which attests that the entity had a 0.3 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Glg Intl Small, which you can use to evaluate the volatility of the entity. Please utilize Glg Intl's Downside Deviation of 0.8559, market risk adjusted performance of 0.2493, and Risk Adjusted Performance of 0.206 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.97, which attests to possible diversification benefits within a given portfolio. Glg Intl returns are very sensitive to returns on the market. As the market goes up or down, Glg Intl is expected to follow.
Auto-correlation | 0.64 |
Good predictability
Glg Intl Small has good predictability. Overlapping area represents the amount of predictability between Glg Intl time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Glg Intl Small price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Glg Intl price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 1.58 |
Glg Intl Small lagged returns against current returns
Autocorrelation, which is Glg Intl 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 Glg Intl's mutual fund expected returns. We can calculate the autocorrelation of Glg Intl returns to help us make a trade decision. For example, suppose you find that Glg Intl 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 |
Glg Intl 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 Glg Intl mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Glg Intl mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Glg Intl mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Glg Intl Lagged Returns
When evaluating Glg Intl's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Glg Intl mutual fund have on its future price. Glg Intl 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, Glg Intl autocorrelation shows the relationship between Glg Intl mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Glg Intl Small.
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 Glg Mutual Fund
Glg Intl financial ratios help investors to determine whether Glg 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 Glg with respect to the benefits of owning Glg Intl security.
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