AB Global Buy or Sell Recommendation

Macroaxis provides AB Global Core Equity Advisor buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding AB Global positions. The advice algorithm takes into account all of AB Global Core Equity Advisor available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from AB Global buy-and-hold prospective. Please also check AB Global Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
AB Global Core Equity Advisor -- USA Fund  

USD 12.11  0.030000  0.25%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding AB Global Core Equity Advisor is 'Cautious Hold'.
For the selected time horizon AB Global Core Equity Advisor has a mean deviation of 0.234, standard deviation of 0.3302, variance of 0.109, downside variance of 0.0836, semi variance of (0.11) and expected short fall of (0.32)
This buy or sell recommendation tool can be used to cross verify current analyst consensus on AB Global Core Equity Advisor and to analyze the fund potential to grow this quarter and beyond. Please confirm AB Global Core Equity Advisor Total Asset to decide if your AB Global Core Equity Advisor buy or sell deciscion is justified.

Returns Distribution Density

Mean Return0.13Value At Risk-0.1657
Potential Upside0.7589Standard Deviation0.3302
 Return Density 
      Distribution 

AB Global Greeks

α
Alpha over DOW
= 0.13 
βBeta against DOW=(0.034400) 
σ
Overall volatility
= 0.34 
 IrInformation ratio = 0.083000 

AB Global Volatility Alert

AB Global Core Equity Advisor exhibits very low volatility with skewness of 0.73 and kurtosis of 2.04. However, we advise investors to further study AB Global Core Equity Advisor technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare AB Global to competition
FundamentalsAB GlobalPeer Average
Net Asset337.82 M1.37 B
Cash Position Weight0.45 % 14.48 %
Equity Positions Weight99.55 % 40.68 %
SellBuy
Cautious Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.1537
Market Risk Adjusted Performance(3.59)
Mean Deviation0.234
Downside Deviation0.2891
Coefficient Of Variation246.55
Standard Deviation0.3302
Variance0.109
Information Ratio0.083
Jensen Alpha0.1272
Total Risk Alpha0.0407
Sortino Ratio0.0948
Treynor Ratio(3.60)
Maximum Drawdown1.34
Value At Risk(0.17)
Potential Upside0.7589
Downside Variance0.0836
Semi Variance(0.11)
Expected Short fall(0.32)
Skewness0.73
Kurtosis2.04