American Beacon Backtesting

ALVCX -- USA Fund  

USD 26.21  0.43  1.61%

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

May 25, 2018
No Change 0.00  0.0%
In 31 days
June 24, 2018
If you would invest  0.00  in American Beacon on May 25, 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, Vanguard Value, American Funds, Vanguard Windsor, MFS Value, and T ROWE. The investment seeks long-term capital appreciation and current income

American Beacon Upside/Downside Indicators


American Beacon Market Premium Indicators

American Beacon Large Backtested Returns

We consider American Beacon not too risky. American Beacon Large secures Sharpe Ratio (or Efficiency) of 0.0404 which signifies that American Beacon Large had 0.0404% of return per unit of standard deviation over the last 1 month. Our philosophy in foreseeing volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for American Beacon Large Cap Value C which you can use to evaluate future volatility of the entity. Please confirm American Beacon Large to double-check if risk estimate we provide are consistent with the epected return of 0.0302%. The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and American Beacon are completely uncorrelated. Although it is extremely important to respect American Beacon Large historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in foreseeing future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing American Beacon Large technical indicators you can presently evaluate if the expected return of 0.0302% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.68) 

Very good reverse predictability

American Beacon Large Cap Value C has very good reverse predictability. Overlapping area represents the amount of predictability between American Beacon time series from May 25, 2018 to June 9, 2018 and June 9, 2018 to June 24, 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 -0.68 indicates that around 68.0% 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 -0.68
Spearman Rank Test -0.51
Price Variance 0.04
Lagged Price Variance 0.07

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 Lagged Returns

 Regressed Prices 

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Technical Analysis

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Pair Correlation

Equities Pair Trading Analysis
Correlation analysis and pair trading evaluation for American Beacon and American Funds Washi. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
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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. Please also try Financial Widgets module to easily integrated macroaxis content with over 30 different plug-and-play financial widgets.