Lord Abbett Alpha Fund Market Value
| ALFCX Fund | USD 20.45 0.26 1.26% |
| Symbol | Lord |
Lord Abbett '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 Lord Abbett'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 Lord Abbett.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in Lord Abbett on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding Lord Abbett Alpha or generate 0.0% return on investment in Lord Abbett over 90 days. Lord Abbett is related to or competes with Fidelity Series, Sa Emerging, Seafarer Overseas, Delaware Emerging, Doubleline Emerging, and Shelton Emerging. The fund is a fund of funds that invests in affiliated mutual funds managed by Lord Abbett More
Lord Abbett 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 Lord Abbett'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 Lord Abbett Alpha upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | 0.1051 | |||
| Maximum Drawdown | 8.83 | |||
| Value At Risk | (1.62) | |||
| Potential Upside | 1.7 |
Lord Abbett Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lord Abbett's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lord Abbett's standard deviation. In reality, there are many statistical measures that can use Lord Abbett historical prices to predict the future Lord Abbett's volatility.| Risk Adjusted Performance | 0.1238 | |||
| Jensen Alpha | 0.1391 | |||
| Total Risk Alpha | 0.0843 | |||
| Sortino Ratio | 0.139 | |||
| Treynor Ratio | 0.2005 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lord Abbett'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.
Lord Abbett January 25, 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 | 0.1238 | |||
| Market Risk Adjusted Performance | 0.2105 | |||
| Mean Deviation | 0.8984 | |||
| Semi Deviation | 0.7827 | |||
| Downside Deviation | 1.03 | |||
| Coefficient Of Variation | 614.21 | |||
| Standard Deviation | 1.36 | |||
| Variance | 1.84 | |||
| Information Ratio | 0.1051 | |||
| Jensen Alpha | 0.1391 | |||
| Total Risk Alpha | 0.0843 | |||
| Sortino Ratio | 0.139 | |||
| Treynor Ratio | 0.2005 | |||
| Maximum Drawdown | 8.83 | |||
| Value At Risk | (1.62) | |||
| Potential Upside | 1.7 | |||
| Downside Variance | 1.06 | |||
| Semi Variance | 0.6127 | |||
| Expected Short fall | (1.03) | |||
| Skewness | 2.47 | |||
| Kurtosis | 13.69 |
Lord Abbett Alpha Backtested Returns
Lord Abbett appears to be very steady, given 3 months investment horizon. Lord Abbett Alpha has Sharpe Ratio of 0.16, which conveys that the entity had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Lord Abbett, which you can use to evaluate the volatility of the fund. Please exercise Lord Abbett's Risk Adjusted Performance of 0.1238, downside deviation of 1.03, and Mean Deviation of 0.8984 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of 1.05, which conveys a somewhat significant risk relative to the market. Lord Abbett returns are very sensitive to returns on the market. As the market goes up or down, Lord Abbett is expected to follow.
Auto-correlation | -0.01 |
Very weak reverse predictability
Lord Abbett Alpha has very weak reverse predictability. Overlapping area represents the amount of predictability between Lord Abbett time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th 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 Lord Abbett Alpha price movement. The serial correlation of -0.01 indicates that just 1.0% of current Lord Abbett price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.97 |
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 Lord Mutual Fund
Lord Abbett financial ratios help investors to determine whether Lord 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 Lord with respect to the benefits of owning Lord Abbett security.
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