# Guidemark Mutual Fund Volatility

GILGX | Fund | ## USD 26.47 0.02 0.08% |

We consider Guidemark Large out of control. Guidemark Large Cap holds Efficiency (Sharpe) Ratio of 0.0181, which attests that the entity had 0.0181% of return per unit of risk over the last 3 months. Our standpoint towards determining the volatility of a fund is to use all available market data together with fund-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Guidemark Large Cap, which you can use to evaluate the future volatility of the entity. Please check out Guidemark Large market risk adjusted performance of (0.005646), and Risk Adjusted Performance of (0.005039) to validate if the risk estimate we provide is consistent with the expected return of 0.0301%.

Guidemark |

Guidemark Large Mutual Fund volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Guidemark daily returns, and it is calculated using variance and standard deviation. We also use Guidemark's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Guidemark Large volatility.

### 30 Days Market Risk

### Chance of Distress

### 30 Days Economic Sensitivity

Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Guidemark Large can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Guidemark Large at lower prices. For example, an investor can purchase Guidemark stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Guidemark Large's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

## Moving together with Guidemark Large

+ | 0.99 | VSTSX | Vanguard Total Stock | PairCorr | |||

+ | 0.99 | VTSAX | Vanguard Total Stock | PairCorr | |||

+ | 0.99 | VSMPX | Vanguard Total Stock | PairCorr | |||

+ | 0.99 | VTSMX | Vanguard Index Trust | PairCorr | |||

+ | 0.99 | VITSX | Vanguard Index Trust | PairCorr | |||

+ | 0.99 | VFINX | Vanguard Index Trust | Low Volatility | PairCorr | ||

+ | 0.99 | VFFSX | Vanguard 500 Index | Low Volatility | PairCorr |

## Moving against Guidemark Large

## Guidemark Large Market Sensitivity And Downside Risk

Guidemark Large's beta coefficient measures the volatility of Guidemark mutual fund compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Guidemark mutual fund's returns against your selected market. In other words, Guidemark Large's beta of 1.15 provides an investor with an approximation of how much risk Guidemark Large mutual fund can potentially add to one of your existing portfolios.

Guidemark Large Cap exhibits very low volatility with skewness of 0.4 and kurtosis of 1.17. However, we advise investors to further study Guidemark Large Cap technical indicators to ensure that all market info is available and is reliable. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Guidemark Large's mutual fund risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Guidemark Large's mutual fund price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different stocks as prices fall. 3 Months Beta |Analyze Guidemark Large Cap Demand TrendCheck current 90 days Guidemark Large correlation with market (DOW)## Guidemark Beta |

Guidemark standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

## Standard Deviation | 1.66 |

It is essential to understand the difference between upside risk (as represented by Guidemark Large's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Guidemark Large's daily returns or price. Since the actual investment returns on holding a position in guidemark mutual fund tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Guidemark Large.

## Guidemark Large Cap Mutual Fund Volatility Analysis

Volatility refers to the frequency at which Guidemark Large fund price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Guidemark Large's price changes. Investors will then calculate the volatility of Guidemark Large's mutual fund to predict their future moves. A fund that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A mutual fund with relatively stable price changes has low volatility. A highly volatile fund is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Guidemark Large's volatility:

### Historical Volatility

This type of fund volatility measures Guidemark Large's fluctuations based on previous trends. It's commonly used to predict Guidemark Large's future behavior based on its past. However, it cannot conclusively determine the future direction of the mutual fund.### Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Guidemark Large's current market price. This means that the fund will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Guidemark Large's to be redeemed at a future date.Transformation |

The output start index for this execution was zero with a total number of output elements of sixty-one. Developed by Larry Williams, the Weighted Close is the average of Guidemark Large Cap high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only Guidemark Large closing price as input..

## Guidemark Large Projected Return Density Against Market

Assuming the 90 days horizon the mutual fund has the beta coefficient of 1.1533 . This usually indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Guidemark Large will likely underperform.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Guidemark Large or GuideMark sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Guidemark Large's price will be affected by overall mutual fund market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Guidemark fund's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.

The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Guidemark Large Cap is significantly underperforming DOW. Predicted Return Density |

Returns |

## What Drives a Guidemark Large Price Volatility?

Several factors can influence a Fund's stock volatility:### Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.### Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.### The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.## Guidemark Large Mutual Fund Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Guidemark Large or GuideMark sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Guidemark Large's price will be affected by overall mutual fund market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Guidemark fund's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision. Assuming the 90 days horizon the coefficient of variation of Guidemark Large is 5512.22. The daily returns are distributed with a variance of 2.76 and standard deviation of 1.66. The mean deviation of Guidemark Large Cap is currently at 1.27. For similar time horizon, the selected benchmark (DOW) has volatility of 1.41

α | Alpha over DOW | -0.09 | |

β | Beta against DOW | 1.15 | |

σ | Overall volatility | 1.66 | |

Ir | Information ratio | -0.05 |

## Guidemark Large Mutual Fund Return Volatility

Guidemark Large historical daily return volatility represents how much of Guidemark Large fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 1.6601% volatility of returns over 90 . By contrast, DOW inherits 1.3633% risk (volatility on return distribution) over the 90 days horizon. Performance (%) |

Timeline |

## About Guidemark Large Volatility

Volatility is a rate at which the price of Guidemark Large or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Guidemark Large may increase or decrease. In other words, similar to Guidemark's beta indicator, it measures the risk of Guidemark Large and helps estimate the fluctuations that may happen in a short period of time. So if prices of Guidemark Large fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.

Please read more on our technical analysis page.Under normal circumstances, the fund invests at least 80 percent of its assets in the securities of large capitalization companies. Guidemark Large is traded on NASDAQ Exchange in the United States.

## Guidemark Large Investment Opportunity

Guidemark Large Cap has a volatility of 1.66 and is 1.22 times more volatile than DOW.**14**of all equities and portfolios are less risky than Guidemark Large. Compared to the overall equity markets, volatility of historical daily returns of Guidemark Large Cap is lower than

**14 ()**of all global equities and portfolios over the last 90 days. Use Guidemark Large Cap to enhance the returns of your portfolios. Benchmarks are essential to demonstrate the utility of optimization algorithms. The mutual fund experiences a normal upward fluctuation. Check odds of Guidemark Large to be traded at $27.79 in 90 days.

### Almost no diversification

The correlation between Guidemark Large Cap and DJI is

**0.96**(i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Guidemark Large Cap and DJI in the same portfolio, assuming nothing else is changed.## Guidemark Large Additional Risk Indicators

The analysis of Guidemark Large's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Guidemark Large's investment and either accepting that risk or mitigating it. Along with some common measures of Guidemark Large mutual fund's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.

Risk Adjusted Performance | (0.005039) | |||

Market Risk Adjusted Performance | (0.005646) | |||

Mean Deviation | 1.31 | |||

Coefficient Of Variation | (21,085) | |||

Standard Deviation | 1.7 | |||

Variance | 2.88 | |||

Information Ratio | (0.047119) |

Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential mutual funds, we recommend comparing similar funds with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

## Guidemark Large Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.

The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Guidemark Large as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Guidemark Large's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Guidemark Large's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Guidemark Large Cap.

Please check Risk vs Return Analysis. Note that the Guidemark Large Cap information on this page should be used as a complementary analysis to other Guidemark Large'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 Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

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