Absolute Convertible Arbitrage Fund Technical Analysis
| ARBOX Fund | USD 11.60 0.01 0.09% |
As of the 28th of January, Absolute Convertible shows the Mean Deviation of 0.1095, coefficient of variation of 511.28, and Risk Adjusted Performance of 0.1365. Absolute Convertible technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices.
Absolute Convertible Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Absolute, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AbsoluteAbsolute |
Absolute Convertible '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 Absolute Convertible'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 Absolute Convertible.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in Absolute Convertible on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding Absolute Convertible Arbitrage or generate 0.0% return on investment in Absolute Convertible over 90 days. Absolute Convertible is related to or competes with Absolute Convertible, Absolute Cef, Absolute Capital, T Rowe, Vanguard, Blackrock Managed, and Fidelity Freedom. The fund invests primarily in a diversified portfolio of convertible securities issued by both U.S More
Absolute Convertible 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 Absolute Convertible'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 Absolute Convertible Arbitrage upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0958 | |||
| Information Ratio | 0.0084 | |||
| Maximum Drawdown | 3.52 | |||
| Value At Risk | (0.09) | |||
| Potential Upside | 0.0909 |
Absolute Convertible Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Absolute Convertible's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Absolute Convertible's standard deviation. In reality, there are many statistical measures that can use Absolute Convertible historical prices to predict the future Absolute Convertible's volatility.| Risk Adjusted Performance | 0.1365 | |||
| Jensen Alpha | 0.0738 | |||
| Total Risk Alpha | 0.033 | |||
| Sortino Ratio | 0.0369 | |||
| Treynor Ratio | (4.82) |
Absolute Convertible January 28, 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 | 0.1365 | |||
| Market Risk Adjusted Performance | (4.81) | |||
| Mean Deviation | 0.1095 | |||
| Downside Deviation | 0.0958 | |||
| Coefficient Of Variation | 511.28 | |||
| Standard Deviation | 0.4231 | |||
| Variance | 0.179 | |||
| Information Ratio | 0.0084 | |||
| Jensen Alpha | 0.0738 | |||
| Total Risk Alpha | 0.033 | |||
| Sortino Ratio | 0.0369 | |||
| Treynor Ratio | (4.82) | |||
| Maximum Drawdown | 3.52 | |||
| Value At Risk | (0.09) | |||
| Potential Upside | 0.0909 | |||
| Downside Variance | 0.0092 | |||
| Semi Variance | (0.08) | |||
| Expected Short fall | (0.20) | |||
| Skewness | 7.84 | |||
| Kurtosis | 62.95 |
Absolute Convertible Backtested Returns
At this stage we consider Absolute Mutual Fund to be very steady. Absolute Convertible secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the fund had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Absolute Convertible Arbitrage, which you can use to evaluate the volatility of the entity. Please confirm Absolute Convertible's Mean Deviation of 0.1095, risk adjusted performance of 0.1365, and Coefficient Of Variation of 511.28 to double-check if the risk estimate we provide is consistent with the expected return of 0.0834%. The fund shows a Beta (market volatility) of -0.0151, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Absolute Convertible are expected to decrease at a much lower rate. During the bear market, Absolute Convertible is likely to outperform the market.
Auto-correlation | 0.62 |
Good predictability
Absolute Convertible Arbitrage has good predictability. Overlapping area represents the amount of predictability between Absolute Convertible time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th 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 Absolute Convertible price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Absolute Convertible price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Absolute Convertible technical mutual fund 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, fund market cycles, or different charting patterns.
Absolute Convertible Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Absolute Convertible volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Absolute Convertible Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Absolute Convertible Arbitrage on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Absolute Convertible Arbitrage based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Absolute Convertible price pattern first instead of the macroeconomic environment surrounding Absolute Convertible. By analyzing Absolute Convertible's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Absolute Convertible's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Absolute Convertible specific price patterns or momentum indicators. Please read more on our technical analysis page.
Absolute Convertible January 28, 2026 Technical Indicators
Most technical analysis of Absolute help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Absolute from various momentum indicators to cycle indicators. When you analyze Absolute charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1365 | |||
| Market Risk Adjusted Performance | (4.81) | |||
| Mean Deviation | 0.1095 | |||
| Downside Deviation | 0.0958 | |||
| Coefficient Of Variation | 511.28 | |||
| Standard Deviation | 0.4231 | |||
| Variance | 0.179 | |||
| Information Ratio | 0.0084 | |||
| Jensen Alpha | 0.0738 | |||
| Total Risk Alpha | 0.033 | |||
| Sortino Ratio | 0.0369 | |||
| Treynor Ratio | (4.82) | |||
| Maximum Drawdown | 3.52 | |||
| Value At Risk | (0.09) | |||
| Potential Upside | 0.0909 | |||
| Downside Variance | 0.0092 | |||
| Semi Variance | (0.08) | |||
| Expected Short fall | (0.20) | |||
| Skewness | 7.84 | |||
| Kurtosis | 62.95 |
Absolute Convertible January 28, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Absolute stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 11.60 | ||
| Day Typical Price | 11.60 | ||
| Price Action Indicator | 0.00 |
Other Information on Investing in Absolute Mutual Fund
Absolute Convertible financial ratios help investors to determine whether Absolute 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 Absolute with respect to the benefits of owning Absolute Convertible security.
| AI Portfolio Prophet Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency | |
| Money Managers Screen money managers from public funds and ETFs managed around the world |