Ab Value Fund Technical Analysis
| ABVKX Fund | USD 17.21 0.17 1.00% |
As of the 24th of April, Ab Value owns the Market Risk Adjusted Performance of 0.1141, coefficient of variation of 570.45, and Standard Deviation of 0.6659. Ab Value Fund technical analysis gives you the methodology to make use of past data patterns to determine a pattern that approximates the direction of the entity's future prices. Strictly speaking, you can use this information to find out if the entity will indeed mirror its model of historical prices and volume patterns, or the prices will eventually revert. We were able to collect data for nineteen technical drivers for Ab Value, which can be compared to its peers in the sector. Please confirm Ab Value Fund standard deviation, as well as the relationship between the value at risk and kurtosis to decide if Ab Value Fund is priced adequately, providing market reflects its prevailing price of 17.21 per share.
Ab Value Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as ABVKX, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ABVKXABVKX |
Ab Value 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.
Ab Value Fund Technical Analysis
The output start index for this execution was eight with a total number of output elements of fifty-three. 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 Ab Value Fund volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Ab Value Fund Trend Analysis
Use this graph to draw trend lines for Ab Value Fund. You can use it to identify possible trend reversals for Ab Value as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Ab Value price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Ab Value Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Ab Value Fund applied against its price change over selected period. The best fit line has a slop of 0.02 , which means Ab Value Fund will continue generating value for investors. It has 122 observation points and a regression sum of squares at 18.19, which is the sum of squared deviations for the predicted Ab Value price change compared to its average price change.About Ab Value 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 Ab Value Fund 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 Ab Value Fund based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Ab Value Fund price pattern first instead of the macroeconomic environment surrounding Ab Value Fund. By analyzing Ab Value'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 Ab Value'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 Ab Value specific price patterns or momentum indicators. Please read more on our technical analysis page.
Ab Value April 24, 2024 Technical Indicators
Most technical analysis of ABVKX 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 ABVKX from various momentum indicators to cycle indicators. When you analyze ABVKX 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 | 0.1087 | |||
| Market Risk Adjusted Performance | 0.1141 | |||
| Mean Deviation | 0.5295 | |||
| Semi Deviation | 0.5334 | |||
| Downside Deviation | 0.6836 | |||
| Coefficient Of Variation | 570.45 | |||
| Standard Deviation | 0.6659 | |||
| Variance | 0.4434 | |||
| Information Ratio | 0.0413 | |||
| Jensen Alpha | 0.0255 | |||
| Total Risk Alpha | 0.021 | |||
| Sortino Ratio | 0.0402 | |||
| Treynor Ratio | 0.1041 | |||
| Maximum Drawdown | 3.07 | |||
| Value At Risk | (1.10) | |||
| Potential Upside | 1.01 | |||
| Downside Variance | 0.4673 | |||
| Semi Variance | 0.2845 | |||
| Expected Short fall | (0.60) | |||
| Skewness | (0.35) | |||
| Kurtosis | 0.1176 |
Ab Value Fund One Year Return
Based on the recorded statements, Ab Value Fund has an One Year Return of 18.1466%. This is 698.9% lower than that of the AllianceBernstein family and significantly higher than that of the Large Value category. The one year return for all United States funds is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Ab Value April 24, 2024 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 ABVKX 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 | 1.01 | ||
| Day Median Price | 17.21 | ||
| Day Typical Price | 17.21 | ||
| Price Action Indicator | 0.09 |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Ab Value Fund. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in industry. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.