Geneva Mutual Fund Market Value

GCSVX
 Fund
  

USD 8.04  0.06  0.75%   

Geneva Smid's market value is the price at which a share of Geneva Smid stock trades on a public exchange. It measures the collective expectations of Geneva Smid Cap investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Geneva Smid Cap and determine expected loss or profit from investing in Geneva Smid over a given investment horizon. Please check Geneva Smid Correlation, Geneva Smid Volatility and Geneva Smid Alpha and Beta module to complement your research on Geneva Smid.
Symbol

Please note, there is a significant difference between Geneva Smid's value and its price as these two are different measures arrived at by different means. Investors typically determine Geneva Smid value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Geneva Smid's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Geneva Smid '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 Geneva Smid'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 Geneva Smid.
0.00
03/06/2021
No Change 0.00  0.0 
In 1 year 8 months and 23 days
11/26/2022
0.00
If you would invest  0.00  in Geneva Smid on March 6, 2021 and sell it all today you would earn a total of 0.00 from holding Geneva Smid Cap or generate 0.0% return on investment in Geneva Smid over 630 days. Geneva Smid is related to or competes with T Rowe. The fund invests, under normal market conditions, in common stocks of publicly traded companies that the adviser believe... More

Geneva Smid 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 Geneva Smid'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 Geneva Smid Cap upside and downside potential and time the market with a certain degree of confidence.

Geneva Smid Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Geneva Smid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Geneva Smid's standard deviation. In reality, there are many statistical measures that can use Geneva Smid historical prices to predict the future Geneva Smid's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Geneva Smid'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. Please use the tools below to analyze the current value of Geneva Smid in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
6.008.0410.08
Details
Intrinsic
Valuation
LowReal ValueHigh
5.347.389.42
Details
Naive
Forecast
LowNext ValueHigh
6.138.1710.21
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
7.447.858.28
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Geneva Smid. Your research has to be compared to or analyzed against Geneva Smid's peers to derive any actionable benefits. When done correctly, Geneva Smid's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Geneva Smid Cap.

Geneva Smid Cap Backtested Returns

We consider Geneva Smid somewhat reliable. Geneva Smid Cap holds Efficiency (Sharpe) Ratio of 0.0128, which attests that the entity had 0.0128% 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 Geneva Smid Cap, which you can use to evaluate the future volatility of the entity. Please check out Geneva Smid market risk adjusted performance of (0.021107), and Risk Adjusted Performance of (0.015822) to validate if the risk estimate we provide is consistent with the expected return of 0.0262%.
The fund retains a Market Volatility (i.e., Beta) of 1.2085, which attests to a somewhat significant risk relative to the market. Let's try to break down what Geneva's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Geneva Smid will likely underperform. Although it is important to respect Geneva Smid Cap current price history, it is better to be realistic regarding the information on the equity's current price movements. The philosophy towards determining future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By evaluating Geneva Smid Cap technical indicators, you can presently evaluate if the expected return of 0.0262% will be sustainable into the future.

Auto-correlation

    
  0.16  

Very weak predictability

Geneva Smid Cap has very weak predictability. Overlapping area represents the amount of predictability between Geneva Smid time series from 6th of March 2021 to 15th of January 2022 and 15th of January 2022 to 26th of November 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Geneva Smid Cap price movement. The serial correlation of 0.16 indicates that over 16.0% of current Geneva Smid price fluctuation can be explain by its past prices.
Correlation Coefficient0.16
Spearman Rank Test-0.06
Residual Average0.0
Price Variance0.25

Geneva Smid Cap lagged returns against current returns

Autocorrelation, which is Geneva Smid 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 Geneva Smid's mutual fund expected returns. We can calculate the autocorrelation of Geneva Smid returns to help us make a trade decision. For example, suppose you find that Geneva Smid mutual fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

Geneva Smid 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 Geneva Smid mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Geneva Smid mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Geneva Smid mutual fund over time.
   Current vs Lagged Prices   
Share
       Timeline  

Geneva Smid Lagged Returns

When evaluating Geneva Smid's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Geneva Smid mutual fund have on its future price. Geneva Smid 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, Geneva Smid autocorrelation shows the relationship between Geneva Smid mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Geneva Smid Cap.
   Regressed Prices   
Share
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Geneva Smid in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Geneva Smid's short interest history, or implied volatility extrapolated from Geneva Smid options trading.

Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Geneva Smid Cap using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Please check Geneva Smid Correlation, Geneva Smid Volatility and Geneva Smid Alpha and Beta module to complement your research on Geneva Smid. You can also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .

Complementary Tools for analysis

When running Geneva Smid Cap price analysis, check to measure Geneva Smid's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Geneva Smid is operating at the current time. Most of Geneva Smid's value examination focuses on studying past and present price action to predict the probability of Geneva Smid's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Geneva Smid's price. Additionally, you may evaluate how the addition of Geneva Smid to your portfolios can decrease your overall portfolio volatility.
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Geneva Smid technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
A focus of Geneva Smid technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Geneva Smid trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...