Ab Value Fund Market Value
| ABVCX Fund | USD 19.65 0.01 0.05% |
| Symbol | ABVCX |
Ab Value '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 Ab Value'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 Ab Value.
| 10/24/2025 |
| 01/22/2026 |
If you would invest 0.00 in Ab Value on October 24, 2025 and sell it all today you would earn a total of 0.00 from holding Ab Value Fund or generate 0.0% return on investment in Ab Value over 90 days. The fund invests in a diversified portfolio of equity securities of large capitalization companies that the Adviser beli... More
Ab Value 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 Ab Value'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 Ab Value Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7483 | |||
| Information Ratio | 0.1455 | |||
| Maximum Drawdown | 10.97 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.52 |
Ab Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ab Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ab Value's standard deviation. In reality, there are many statistical measures that can use Ab Value historical prices to predict the future Ab Value's volatility.| Risk Adjusted Performance | 0.1672 | |||
| Jensen Alpha | 0.1908 | |||
| Total Risk Alpha | 0.1193 | |||
| Sortino Ratio | 0.271 | |||
| Treynor Ratio | 0.2633 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ab Value'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.
Ab Value January 22, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1672 | |||
| Market Risk Adjusted Performance | 0.2733 | |||
| Mean Deviation | 0.7288 | |||
| Semi Deviation | 0.2456 | |||
| Downside Deviation | 0.7483 | |||
| Coefficient Of Variation | 454.31 | |||
| Standard Deviation | 1.39 | |||
| Variance | 1.94 | |||
| Information Ratio | 0.1455 | |||
| Jensen Alpha | 0.1908 | |||
| Total Risk Alpha | 0.1193 | |||
| Sortino Ratio | 0.271 | |||
| Treynor Ratio | 0.2633 | |||
| Maximum Drawdown | 10.97 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.52 | |||
| Downside Variance | 0.56 | |||
| Semi Variance | 0.0603 | |||
| Expected Short fall | (0.96) | |||
| Skewness | 4.86 | |||
| Kurtosis | 32.96 |
Ab Value Fund Backtested Returns
Ab Value appears to be very steady, given 3 months investment horizon. Ab Value Fund retains Efficiency (Sharpe Ratio) of 0.21, which signifies that the fund had a 0.21 % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for Ab Value, which you can use to evaluate the volatility of the entity. Please makes use of Ab Value's Coefficient Of Variation of 454.31, standard deviation of 1.39, and Market Risk Adjusted Performance of 0.2733 to double-check if our risk estimates are consistent with your expectations. The fund owns a Beta (Systematic Risk) of 1.13, which signifies a somewhat significant risk relative to the market. Ab Value returns are very sensitive to returns on the market. As the market goes up or down, Ab Value is expected to follow.
Auto-correlation | 0.34 |
Below average predictability
Ab Value Fund has below average predictability. Overlapping area represents the amount of predictability between Ab Value time series from 24th of October 2025 to 8th of December 2025 and 8th of December 2025 to 22nd 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 Ab Value Fund price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Ab Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.58 |
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 ABVCX Mutual Fund
Ab Value financial ratios help investors to determine whether ABVCX 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 ABVCX with respect to the benefits of owning Ab Value security.
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