AB Cap Alpha and Beta Analysis

GCEAX -- USA Fund  

USD 13.85  0.10  0.72%

This module allows you to check different measures of market premium for AB Cap Fund Inc AB Global C as well as systematic risk associated with investing in AB Cap over a specified time horizon. Please also check AB Cap Backtesting, Portfolio Optimization, AB Cap Correlation, AB Cap Hype Analysis, AB Cap Volatility, AB Cap History and analyze AB Cap Performance.
Horizon     30 Days    Login   to change
Run Premiums

AB Cap Market Premiums

α0.04193   β0.97
30 days against DJI

AB Cap expected buy-and-hold returns

AB Cap Market Price Analysis

AB Cap Return and Market Media

The median price of AB Cap for the period between Tue, Aug 13, 2019 and Mon, Nov 11, 2019 is 13.3 with a coefficient of variation of 2.63. The daily time series for the period is distributed with a sample standard deviation of 0.35, arithmetic mean of 13.24, and mean deviation of 0.28. The Fund received some media coverage during the period.
 Price Growth (%)  
Work begins on border wall segment paid for with military fu...08/22/2019
Rahm Emanuel raised taxes to get city worker pension funds o...10/03/2019

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