Ab E Opportunities Fund Market Value
| ADGYX Fund | USD 25.46 0.07 0.27% |
| Symbol | ADGYX |
Ab Core '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 Core'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 Core.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in Ab Core on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Ab E Opportunities or generate 0.0% return on investment in Ab Core over 30 days. Ab Core is related to or competes with Ab Core, Select Fund, Select Fund, and Amg Renaissance. The fund invests primarily in the equity securities of U.S More
Ab Core 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 Core'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 E Opportunities upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 11.61 | |||
| Value At Risk | (1.75) | |||
| Potential Upside | 1.31 |
Ab Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ab Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ab Core's standard deviation. In reality, there are many statistical measures that can use Ab Core historical prices to predict the future Ab Core's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.12) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ab Core'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 E Opportunities Backtested Returns
Ab E Opportunities retains Efficiency (Sharpe Ratio) of -0.0246, which signifies that the fund had a -0.0246 % return per unit of price deviation over the last 3 months. Ab Core exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ab Core's Variance of 2.04, information ratio of (0.1), and Market Risk Adjusted Performance of (0.11) to double-check the risk estimate we provide. The fund owns a Beta (Systematic Risk) of 0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Ab Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ab Core is expected to be smaller as well.
Auto-correlation | 0.68 |
Good predictability
Ab E Opportunities has good predictability. Overlapping area represents the amount of predictability between Ab Core time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 2025. 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 E Opportunities price movement. The serial correlation of 0.68 indicates that around 68.0% of current Ab Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Ab E Opportunities lagged returns against current returns
Autocorrelation, which is Ab Core 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 Ab Core's mutual fund expected returns. We can calculate the autocorrelation of Ab Core returns to help us make a trade decision. For example, suppose you find that Ab Core 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 |
Ab Core 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 Ab Core mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ab Core mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ab Core mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ab Core Lagged Returns
When evaluating Ab Core's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ab Core mutual fund have on its future price. Ab Core 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, Ab Core autocorrelation shows the relationship between Ab Core mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ab E Opportunities.
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 ADGYX Mutual Fund
Ab Core financial ratios help investors to determine whether ADGYX 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 ADGYX with respect to the benefits of owning Ab Core security.
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