Amcap Fund Class Fund Market Value
| RAEBX Fund | USD 42.85 0.02 0.05% |
| Symbol | Amcap |
Amcap Fund '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 Amcap Fund'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 Amcap Fund.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in Amcap Fund on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding Amcap Fund Class or generate 0.0% return on investment in Amcap Fund over 90 days. Amcap Fund is related to or competes with T Rowe, Tweedy Browne, Aig Government, and Prudential Emerging. The fund invests primarily in common stocks of U.S More
Amcap Fund 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 Amcap Fund'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 Amcap Fund Class upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 5.44 | |||
| Value At Risk | (1.76) | |||
| Potential Upside | 1.33 |
Amcap Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amcap Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amcap Fund's standard deviation. In reality, there are many statistical measures that can use Amcap Fund historical prices to predict the future Amcap Fund's volatility.| Risk Adjusted Performance | 0.0316 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0339 |
Amcap Fund February 14, 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 | 0.0316 | |||
| Market Risk Adjusted Performance | 0.0439 | |||
| Mean Deviation | 0.6921 | |||
| Semi Deviation | 0.9409 | |||
| Downside Deviation | 1.03 | |||
| Coefficient Of Variation | 2697.01 | |||
| Standard Deviation | 0.9739 | |||
| Variance | 0.9486 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0339 | |||
| Maximum Drawdown | 5.44 | |||
| Value At Risk | (1.76) | |||
| Potential Upside | 1.33 | |||
| Downside Variance | 1.05 | |||
| Semi Variance | 0.8853 | |||
| Expected Short fall | (0.73) | |||
| Skewness | 0.1182 | |||
| Kurtosis | 1.38 |
Amcap Fund Class Backtested Returns
At this stage we consider Amcap Mutual Fund to be very steady. Amcap Fund Class secures Sharpe Ratio (or Efficiency) of 0.0842, which signifies that the fund had a 0.0842 % return per unit of standard deviation over the last 3 months. We have found twenty-six technical indicators for Amcap Fund Class, which you can use to evaluate the volatility of the entity. Please confirm Amcap Fund's mean deviation of 0.6921, and Risk Adjusted Performance of 0.0316 to double-check if the risk estimate we provide is consistent with the expected return of 0.0813%. The fund shows a Beta (market volatility) of 0.77, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Amcap Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amcap Fund is expected to be smaller as well.
Auto-correlation | -0.66 |
Very good reverse predictability
Amcap Fund Class has very good reverse predictability. Overlapping area represents the amount of predictability between Amcap Fund time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th of February 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 Amcap Fund Class price movement. The serial correlation of -0.66 indicates that around 66.0% of current Amcap Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.54 |
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 Amcap Mutual Fund
Amcap Fund financial ratios help investors to determine whether Amcap 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 Amcap with respect to the benefits of owning Amcap Fund security.
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| AI Portfolio Prophet Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals |