Abrdn Emerging Markets Stock Market Value
| AEF Stock | USD 5.23 0.02 0.38% |
| Symbol | Abrdn |
Abrdn Emerging Markets Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Abrdn Emerging. If investors know Abrdn will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Abrdn Emerging listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.17) | Dividend Share 0.38 | Earnings Share 0.5 | Revenue Per Share 0.164 | Quarterly Revenue Growth (0.23) |
The market value of Abrdn Emerging Markets is measured differently than its book value, which is the value of Abrdn that is recorded on the company's balance sheet. Investors also form their own opinion of Abrdn Emerging's value that differs from its market value or its book value, called intrinsic value, which is Abrdn Emerging's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Abrdn Emerging's market value can be influenced by many factors that don't directly affect Abrdn Emerging's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Abrdn Emerging's value and its price as these two are different measures arrived at by different means. Investors typically determine if Abrdn Emerging is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Abrdn Emerging's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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 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 Abrdn Emerging.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Abrdn Emerging on October 26, 2024 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, Ameritrans Capital, Azimut Holding, and Blackrock Muniholdings. 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 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 Abrdn Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.19 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 6.33 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 2.52 |
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 | 0.0176 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.0318 |
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
Abrdn Emerging Markets secures Sharpe Ratio (or Efficiency) of -0.0031, which signifies that the company had a -0.0031% return per unit of risk over the last 3 months. Abrdn Emerging Markets exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Abrdn Emerging's Mean Deviation of 0.9451, risk adjusted performance of 0.0176, and Downside Deviation of 1.19 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.4, 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. At this point, Abrdn Emerging Markets has a negative expected return of -0.0039%. Please make sure to confirm Abrdn Emerging's value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if Abrdn Emerging Markets performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.29 |
Poor predictability
Abrdn Emerging Markets has poor predictability. Overlapping area represents the amount of predictability between Abrdn Emerging time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Abrdn Emerging Markets price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Abrdn Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Abrdn Emerging Markets lagged returns against current returns
Autocorrelation, which is Abrdn Emerging 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 Abrdn Emerging's stock 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 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 |
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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Abrdn Emerging stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Abrdn Emerging stock 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 stock 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 stock 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
When determining whether Abrdn Emerging Markets is a strong investment it is important to analyze Abrdn Emerging's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Abrdn Emerging's future performance. For an informed investment choice regarding Abrdn Stock, refer to the following important reports:Check out Abrdn Emerging Correlation, Abrdn Emerging Volatility and Abrdn Emerging Alpha and Beta module to complement your research on Abrdn Emerging. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Abrdn Emerging technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.