Abacus Life Market Value
| ABLDelisted Stock | 8.47 0.05 0.59% |
| Symbol | Abacus |
Abacus Life '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 Abacus Life's stock 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 Abacus Life.
| 10/11/2024 |
| 01/04/2026 |
If you would invest 0.00 in Abacus Life on October 11, 2024 and sell it all today you would earn a total of 0.00 from holding Abacus Life or generate 0.0% return on investment in Abacus Life over 450 days. Abacus Life is related to or competes with Tekla Life, Investors Title, Cion Investment, BlackRock TCP, Eagle Bancorp, Abacus Life, and Third Coast. More
Abacus Life 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 Abacus Life's stock 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 Abacus Life upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.21 | |||
| Information Ratio | 0.1479 | |||
| Maximum Drawdown | 28.3 | |||
| Value At Risk | (5.04) | |||
| Potential Upside | 6.69 |
Abacus Life Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Abacus Life's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Abacus Life's standard deviation. In reality, there are many statistical measures that can use Abacus Life historical prices to predict the future Abacus Life's volatility.| Risk Adjusted Performance | 0.1241 | |||
| Jensen Alpha | 0.6586 | |||
| Total Risk Alpha | 0.3525 | |||
| Sortino Ratio | 0.1978 | |||
| Treynor Ratio | 1.17 |
Abacus Life Backtested Returns
Abacus Life appears to be moderately volatile, given 3 months investment horizon. Abacus Life secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of standard deviation over the last 3 months. By analyzing Abacus Life's technical indicators, you can evaluate if the expected return of 0.72% is justified by implied risk. Please makes use of Abacus Life's risk adjusted performance of 0.1241, and Mean Deviation of 2.93 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Abacus Life holds a performance score of 12. The firm shows a Beta (market volatility) of 0.59, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Abacus Life's returns are expected to increase less than the market. However, during the bear market, the loss of holding Abacus Life is expected to be smaller as well. Please check Abacus Life's sortino ratio, semi variance, and the relationship between the standard deviation and value at risk , to make a quick decision on whether Abacus Life's price patterns will revert.
Auto-correlation | 0.38 |
Below average predictability
Abacus Life has below average predictability. Overlapping area represents the amount of predictability between Abacus Life time series from 11th of October 2024 to 24th of May 2025 and 24th of May 2025 to 4th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Abacus Life price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Abacus Life price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 1.0 |
Abacus Life lagged returns against current returns
Autocorrelation, which is Abacus Life stock'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 Abacus Life's stock expected returns. We can calculate the autocorrelation of Abacus Life returns to help us make a trade decision. For example, suppose you find that Abacus Life 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Abacus Life 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 Abacus Life stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Abacus Life stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Abacus Life stock over time.
Current vs Lagged Prices |
| Timeline |
Abacus Life Lagged Returns
When evaluating Abacus Life's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Abacus Life stock have on its future price. Abacus Life 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, Abacus Life autocorrelation shows the relationship between Abacus Life stock current value and its past values and can show if there is a momentum factor associated with investing in Abacus Life.
Regressed Prices |
| Timeline |
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Other Consideration for investing in Abacus Stock
If you are still planning to invest in Abacus Life check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Abacus Life's history and understand the potential risks before investing.
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