Ab Cap Alpha and Beta Analysis

GCECX -- USA Fund  

USD 12.95  0.11  0.84%

This module allows you to check different measures of market premium (i.e. an alpha and beta) for Ab Cap Fund Inc - Ab Global Core Equity Portfo as well as systematic risk associated with investing in Ab Cap over a specified time horizon. Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility againt benchmark. The goal is to know if an investor is being compensated for the volatility risk taken.The return on investment might be better than a benchmark but still not compensate for the assumption of the volatility risk. Please check Ab Cap Backtesting, Portfolio Optimization, Ab Cap Correlation, Ab Cap Hype Analysis, Ab Cap Volatility, Ab Cap History and analyze Ab Cap Performance.

Ab Cap Market Premiums

α0.03   β0.33
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 Fri, Nov 29, 2019 and Thu, Feb 27, 2020 is 13.79 with a coefficient of variation of 1.76. The daily time series for the period is distributed with a sample standard deviation of 0.24, arithmetic mean of 13.79, and mean deviation of 0.17. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)