American Beacon Backtesting

American Beacon Large Cap Value C -- USA Fund  

USD 26.85  0.19  0.71%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of American Beacon Large Cap Value C and determine expected loss or profit from investing in American Beacon over given investment horizon. Check also American Beacon Hype Analysis, American Beacon Correlation, Portfolio Optimization, American Beacon Volatility as well as analyze American Beacon Alpha and Beta and American Beacon Performance
 Time Horizon     30 Days    Login   to change

American Beacon 'What if' Analysis

January 20, 2018
No Change 0.00  0.0%
In 30 days
February 19, 2018
If you would invest  0.00  in American Beacon on January 20, 2018 and sell it all today you would earn a total of 0.00 from holding American Beacon Large Cap Value C or generate 0.0% return on investment in American Beacon over 30 days. American Beacon is related to or competes with American Funds, American Funds, MFS Value, MFS Value, Vanguard High, and BlackRock Equity. The investment seeks long-term capital appreciation and current income

American Beacon Upside/Downside Indicators


American Beacon Market Premium Indicators

American Beacon Large lagged returns against current returns

 Current and Lagged Values 

American Beacon regressed lagged prices vs. current prices

 Current vs Lagged Prices 

American Beacon Large Backtested Returns

Macroaxis considers American Beacon to be not too volatile. American Beacon Large secures Sharpe Ratio (or Efficiency) of -0.1509 which signifies that American Beacon Large had -0.1509% of return per unit of standard deviation over the last 1 month. Macroaxis philosophy in foreseeing risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. American Beacon Large Cap Value C exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm American Beacon Large Mean Deviation of 1.08 and Risk Adjusted Performance of 0.16 to double-check risk estimate we provide. The organization shows Beta (market volatility) of -0.2977 which signifies that as returns on market increase, returns on owning American Beacon are expected to decrease at a much smaller rate. During bear market, American Beacon is likely to outperform the market.. Even though it is essential to pay attention to American Beacon Large historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in foreseeing future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. American Beacon Large Cap Value C exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.53) 

Good reverse predictability

American Beacon Large Cap Value C has good reverse predictability. Overlapping area represents the amount of predictability between American Beacon time series from January 20, 2018 to February 4, 2018 and February 4, 2018 to February 19, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of American Beacon Large price movement. The serial correlation of -0.53 indicates that about 53.0% of current American Beacon price fluctuation can be explain by its past prices. Given that American Beacon Large Cap Value C has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of American Beacon for similar time interval.
Correlation Coefficient -0.53
Spearman Rank Test -0.07
Price Variance 0.14
Lagged Price Variance 0.04

American Beacon Lagged Returns

 Regressed Prices 

American Beacon Performance vs DOW

The median price of American Beacon for the period between Sat, Jan 20, 2018 and Mon, Feb 19, 2018 is 28.0 with a coefficient of variation of 3.21. The daily time series for the period is distributed with a sample standard deviation of 0.88, arithmetic mean of 27.52, and mean deviation of 0.78. The Fund did not receive any noticable media coverage during the period.
Price Growth (%)