Gugg Actv Invmt Fund Market Value
| GUCPX Fund | 20.31 0.03 0.15% |
| Symbol | Gugg |
Gugg Actv '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 Gugg Actv'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 Gugg Actv.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in Gugg Actv on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Gugg Actv Invmt or generate 0.0% return on investment in Gugg Actv over 90 days. Gugg Actv is related to or competes with Ab Bond, Great West, Ab Bond, Ab Bond, and Ab Bond. More
Gugg Actv 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 Gugg Actv'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 Gugg Actv Invmt upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2209 | |||
| Information Ratio | (0.80) | |||
| Maximum Drawdown | 1.05 | |||
| Value At Risk | (0.29) | |||
| Potential Upside | 0.3988 |
Gugg Actv Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gugg Actv's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gugg Actv's standard deviation. In reality, there are many statistical measures that can use Gugg Actv historical prices to predict the future Gugg Actv's volatility.| Risk Adjusted Performance | 0.0957 | |||
| Jensen Alpha | 0.0181 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.83) | |||
| Treynor Ratio | 1.14 |
Gugg Actv Invmt Backtested Returns
At this stage we consider Gugg Mutual Fund to be very steady. Gugg Actv Invmt holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Gugg Actv Invmt, which you can use to evaluate the volatility of the entity. Please check out Gugg Actv's Downside Deviation of 0.2209, market risk adjusted performance of 1.15, and Risk Adjusted Performance of 0.0957 to validate if the risk estimate we provide is consistent with the expected return of 0.032%. The fund retains a Market Volatility (i.e., Beta) of 0.0193, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gugg Actv's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gugg Actv is expected to be smaller as well.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Gugg Actv Invmt has insignificant reverse predictability. Overlapping area represents the amount of predictability between Gugg Actv time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 Gugg Actv Invmt price movement. The serial correlation of -0.17 indicates that over 17.0% of current Gugg Actv price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Gugg Actv Invmt lagged returns against current returns
Autocorrelation, which is Gugg Actv 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 Gugg Actv's mutual fund expected returns. We can calculate the autocorrelation of Gugg Actv returns to help us make a trade decision. For example, suppose you find that Gugg Actv 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 |
Gugg Actv 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 Gugg Actv mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gugg Actv mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gugg Actv mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Gugg Actv Lagged Returns
When evaluating Gugg Actv's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gugg Actv mutual fund have on its future price. Gugg Actv 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, Gugg Actv autocorrelation shows the relationship between Gugg Actv mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Gugg Actv Invmt.
Regressed Prices |
| Timeline |
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Other Information on Investing in Gugg Mutual Fund
Gugg Actv financial ratios help investors to determine whether Gugg 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 Gugg with respect to the benefits of owning Gugg Actv security.
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