Ab Cap Risk Analysis And Volatility

AB
GCEAX -- USA Fund  

USD 14.34  0.05  0.35%

We consider Ab Cap not too volatile. Ab Cap Fund retains Efficiency (Sharpe Ratio) of 0.1552 which signifies that the fund had 0.1552% of return per unit of price deviation over the last 3 months. Our approach towards foreseeing volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Ab Cap which you can use to evaluate future volatility of the entity. Please confirm Ab Cap Fund Inc - Ab Global Core Equity Portfo Coefficient Of Variation of 689.88, Standard Deviation of 0.7025 and Market Risk Adjusted Performance of 0.9636 to double-check if risk estimate we provide are consistent with the epected return of 0.1072%.

90 Days Market Risk

Not too volatile

Chance of Distress

90 Days Economic Sensitivity

Barely shadows market
Horizon     30 Days    Login   to change

Ab Cap Market Sensitivity

As returns on market increase, Ab Cap returns are expected to increase less than the market. However during bear market, the loss on holding Ab Cap will be expected to be smaller as well.
3 Months Beta |Analyze Ab Cap Fund Demand Trend
Check current 30 days Ab Cap correlation with market (DOW)
β = 0.0963

Ab Cap Central Daily Price Deviation

Ab Cap Fund Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. The Median Price line plots median indexes of Ab Cap Fund price series. View also all equity analysis or get more info about median price price transform indicator.

Ab Cap Projected Return Density Against Market

Assuming 30 trading days horizon, Ab Cap has beta of 0.0963 . This indicates as returns on market go up, Ab Cap average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Ab Cap Fund Inc - Ab Global Core Equity Portfo will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0806 implying that it can potentially generate 0.0806% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of Ab Cap is 644.17. The daily returns are destributed with a variance of 0.48 and standard deviation of 0.69. The mean deviation of Ab Cap Fund Inc - Ab Global Core Equity Portfo is currently at 0.47. For similar time horizon, the selected benchmark (DOW) has volatility of 0.48
α
Alpha over DOW
=0.08
β
Beta against DOW=0.1
σ
Overall volatility
=0.69
Ir
Information ratio =0.03

Ab Cap Return Volatility

the fund shows 0.6905% volatility of returns over 30 trading days. the entity inherits 0.4723% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

Ab Cap Investment Opportunity

Ab Cap Fund Inc - Ab Global Core Equity Portfo has a volatility of 0.69 and is 1.47 times more volatile than DOW. of all equities and portfolios are less risky than Ab Cap. Compared to the overall equity markets, volatility of historical daily returns of Ab Cap Fund Inc - Ab Global Core Equity Portfo is lower than 6 () of all global equities and portfolios over the last 30 days. Use Ab Cap Fund Inc - Ab Global Core Equity Portfo to enhance returns of your portfolios. The mutual fund experiences normal upward fluctuation. Check odds of Ab Cap to be traded at $15.06 in 30 days. . As returns on market increase, Ab Cap returns are expected to increase less than the market. However during bear market, the loss on holding Ab Cap will be expected to be smaller as well.

Ab Cap correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Ab Cap Fund Inc - Ab Global Co and equity matching DJI index in the same portfolio.

Ab Cap Current Risk Indicators

Ab Cap Suggested Diversification Pairs

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