Abrdn Emerging Markets Fund Market Value
| AEF Fund | USD 5.42 0.05 0.93% |
| Symbol | Abrdn |
Abrdn Emerging '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 Abrdn Emerging's 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 Abrdn Emerging.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Abrdn Emerging on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Abrdn Emerging Markets or generate 0.0% return on investment in Abrdn Emerging over 30 days. Abrdn Emerging is related to or competes with DWS Municipal, Blackrock Muni, Blackrock Muniyield, Flow Capital, Azimut Holding, Blackrock Muniholdings, and DTF Tax. Abrdn Emerging Markets Equity Income Fund Inc is a closed ended balanced mutual fund and managed by Aberdeen Asset Manag... More
Abrdn Emerging 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 Abrdn Emerging's 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 Abrdn Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.15 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 6.12 | |||
| Value At Risk | (2.25) | |||
| Potential Upside | 1.56 |
Abrdn Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Abrdn Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Abrdn Emerging's standard deviation. In reality, there are many statistical measures that can use Abrdn Emerging historical prices to predict the future Abrdn Emerging's volatility.| Risk Adjusted Performance | 0.0137 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.0163 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Abrdn Emerging'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.
Abrdn Emerging Markets Backtested Returns
At this point, Abrdn Emerging is not too volatile. Abrdn Emerging Markets secures Sharpe Ratio (or Efficiency) of 0.0369, which signifies that the fund had a 0.0369 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Abrdn Emerging Markets, which you can use to evaluate the volatility of the entity. Please confirm Abrdn Emerging's Risk Adjusted Performance of 0.0137, mean deviation of 0.8556, and Downside Deviation of 1.15 to double-check if the risk estimate we provide is consistent with the expected return of 0.0453%. The fund shows a Beta (market volatility) of 0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Abrdn Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Abrdn Emerging is expected to be smaller as well.
Auto-correlation | -0.37 |
Poor reverse predictability
Abrdn Emerging Markets has poor reverse predictability. Overlapping area represents the amount of predictability between Abrdn Emerging time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 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 Abrdn Emerging Markets price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Abrdn Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Abrdn Emerging Markets lagged returns against current returns
Autocorrelation, which is Abrdn Emerging 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 Abrdn Emerging's fund expected returns. We can calculate the autocorrelation of Abrdn Emerging returns to help us make a trade decision. For example, suppose you find that Abrdn Emerging has exhibited high autocorrelation historically, and you observe that the 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 |
Abrdn Emerging 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 Abrdn Emerging fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Abrdn Emerging fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Abrdn Emerging fund over time.
Current vs Lagged Prices |
| Timeline |
Abrdn Emerging Lagged Returns
When evaluating Abrdn Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Abrdn Emerging fund have on its future price. Abrdn Emerging 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, Abrdn Emerging autocorrelation shows the relationship between Abrdn Emerging fund current value and its past values and can show if there is a momentum factor associated with investing in Abrdn Emerging Markets.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Abrdn Fund
Abrdn Emerging financial ratios help investors to determine whether Abrdn 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 Abrdn with respect to the benefits of owning Abrdn Emerging security.
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