The Gabelli Dividend Fund Market Value
GABBX Fund | USD 18.41 0.26 1.43% |
Symbol | The |
The Gabelli '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 The Gabelli'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 The Gabelli.
02/27/2024 |
| 03/28/2024 |
If you would invest 0.00 in The Gabelli on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding The Gabelli Dividend or generate 0.0% return on investment in The Gabelli over 30 days. The Gabelli is related to or competes with Gabelli Global, Gabelli Equity, Gamco International, Gabelli Gold, Gabelli Gold, Gabelli Gold, and Gamco Global. Under normal market conditions, the fund invests at least 80 percent of its net assets in dividend paying stocks More
The Gabelli 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 The Gabelli'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 The Gabelli Dividend upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 0.6315 | |||
Information Ratio | (0.03) | |||
Maximum Drawdown | 2.48 | |||
Value At Risk | (0.87) | |||
Potential Upside | 0.9861 |
The Gabelli Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for The Gabelli's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as The Gabelli's standard deviation. In reality, there are many statistical measures that can use The Gabelli historical prices to predict the future The Gabelli's volatility.Risk Adjusted Performance | 0.1155 | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.03) | |||
Treynor Ratio | 0.1178 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of The Gabelli'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.
The Gabelli Dividend Backtested Returns
We consider The Gabelli very steady. The Gabelli Dividend owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the fund had a 0.18% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for The Gabelli Dividend, which you can use to evaluate the volatility of the fund. Please validate The Gabelli's Coefficient Of Variation of 481.35, semi deviation of 0.4057, and Risk Adjusted Performance of 0.1155 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. The entity has a beta of 0.9, which indicates possible diversification benefits within a given portfolio. the Gabelli returns are very sensitive to returns on the market. As the market goes up or down, the Gabelli is expected to follow.
Auto-correlation | 0.79 |
Good predictability
The Gabelli Dividend has good predictability. Overlapping area represents the amount of predictability between The Gabelli time series from 27th of February 2024 to 13th of March 2024 and 13th of March 2024 to 28th of March 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of The Gabelli Dividend price movement. The serial correlation of 0.79 indicates that around 79.0% of current The Gabelli price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.79 | |
Spearman Rank Test | 0.8 | |
Residual Average | 0.0 | |
Price Variance | 0.04 |
The Gabelli Dividend lagged returns against current returns
Autocorrelation, which is The Gabelli 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 The Gabelli's mutual fund expected returns. We can calculate the autocorrelation of The Gabelli returns to help us make a trade decision. For example, suppose you find that The Gabelli 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 |
The Gabelli 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 The Gabelli mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if The Gabelli mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in The Gabelli mutual fund over time.
Current vs Lagged Prices |
Timeline |
The Gabelli Lagged Returns
When evaluating The Gabelli's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of The Gabelli mutual fund have on its future price. The Gabelli 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, The Gabelli autocorrelation shows the relationship between The Gabelli mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Gabelli Dividend.
Regressed Prices |
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 The Gabelli 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, The Gabelli's short interest history, or implied volatility extrapolated from The Gabelli options trading.
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Try AI Portfolio ArchitectCheck out The Gabelli Correlation, The Gabelli Volatility and The Gabelli Alpha and Beta module to complement your research on The Gabelli. Note that the The Gabelli Dividend information on this page should be used as a complementary analysis to other The Gabelli'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 the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Complementary Tools for The Mutual Fund analysis
When running The Gabelli's price analysis, check to measure The Gabelli'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 The Gabelli is operating at the current time. Most of The Gabelli's value examination focuses on studying past and present price action to predict the probability of The Gabelli's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move The Gabelli's price. Additionally, you may evaluate how the addition of The Gabelli to your portfolios can decrease your overall portfolio volatility.
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The Gabelli 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.