Abr Dynamic Blend Fund Market Value
| ABRVX Fund | USD 11.91 0.03 0.25% |
| Symbol | Abr |
Abr Dynamic '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 Abr Dynamic'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 Abr Dynamic.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in Abr Dynamic on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding Abr Dynamic Blend or generate 0.0% return on investment in Abr Dynamic over 720 days. Abr Dynamic is related to or competes with Abr 75/25, Abr 75/25, Abr Enhanced, and Abr Enhanced. The fund will invest at least 80 percent of the value of its net assets in securities and instruments, including derivat... More
Abr Dynamic 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 Abr Dynamic'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 Abr Dynamic Blend upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7305 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 3.18 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 0.8688 |
Abr Dynamic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Abr Dynamic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Abr Dynamic's standard deviation. In reality, there are many statistical measures that can use Abr Dynamic historical prices to predict the future Abr Dynamic's volatility.| Risk Adjusted Performance | 0.064 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | 0.0671 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Abr Dynamic'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.
Abr Dynamic Blend Backtested Returns
At this stage we consider Abr Mutual Fund to be very steady. Abr Dynamic Blend secures Sharpe Ratio (or Efficiency) of 0.0771, which signifies that the fund had a 0.0771% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Abr Dynamic Blend, which you can use to evaluate the volatility of the entity. Please confirm Abr Dynamic's Mean Deviation of 0.4468, downside deviation of 0.7305, and Risk Adjusted Performance of 0.064 to double-check if the risk estimate we provide is consistent with the expected return of 0.0478%. The fund shows a Beta (market volatility) of 0.65, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Abr Dynamic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Abr Dynamic is expected to be smaller as well.
Auto-correlation | 0.13 |
Insignificant predictability
Abr Dynamic Blend has insignificant predictability. Overlapping area represents the amount of predictability between Abr Dynamic time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th of November 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 Abr Dynamic Blend price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Abr Dynamic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
Abr Dynamic Blend lagged returns against current returns
Autocorrelation, which is Abr Dynamic 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 Abr Dynamic's mutual fund expected returns. We can calculate the autocorrelation of Abr Dynamic returns to help us make a trade decision. For example, suppose you find that Abr Dynamic 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 |
Abr Dynamic 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 Abr Dynamic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Abr Dynamic mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Abr Dynamic mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Abr Dynamic Lagged Returns
When evaluating Abr Dynamic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Abr Dynamic mutual fund have on its future price. Abr Dynamic 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, Abr Dynamic autocorrelation shows the relationship between Abr Dynamic mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Abr Dynamic Blend.
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 Abr Mutual Fund
Abr Dynamic financial ratios help investors to determine whether Abr 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 Abr with respect to the benefits of owning Abr Dynamic security.
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