Gugg Actv Invmt Fund Market Value
| GULDX Fund | 19.86 0.01 0.05% |
| 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.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Gugg Actv on April 22, 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, Ab Bond, The Hartford, Short Duration, Ab Bond, Atac Inflation, and Western Asset. The fund managet intends to pursue its investment objective by investing, under normal circumstances, at least 80 percen... 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 | 0.0716 | |||
| Information Ratio | (0.87) | |||
| Maximum Drawdown | 0.6623 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1521 |
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 | 0.2007 | |||
| Jensen Alpha | 0.0229 | |||
| Total Risk Alpha | 0.0078 | |||
| Sortino Ratio | (1.48) | |||
| Treynor Ratio | 1.75 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gugg Actv's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
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 0.28, which attests that the entity had a 0.28 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Gugg Actv Invmt, which you can use to evaluate the volatility of the entity. Please check out Gugg Actv's Coefficient Of Variation of 349.12, risk adjusted performance of 0.2007, and Market Risk Adjusted Performance of 1.76 to validate if the risk estimate we provide is consistent with the expected return of 0.0346%. The fund retains a Market Volatility (i.e., Beta) of 0.0142, 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 | 0.70 |
Good predictability
Gugg Actv Invmt has good predictability. Overlapping area represents the amount of predictability between Gugg Actv time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 0.7 indicates that around 70.0% of current Gugg Actv price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 |
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 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.
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world |