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.With this equity back-testing module your can estimate the performance of a buy and hold strategy of American Beacon Bridgeway Large and determine expected loss or profit from investing in American Beacon over given investment horizon. Check also
|Horizon||30 Days Login to change|
American Beacon 'What if' Analysis
July 19, 20190.00
October 17, 20190.00
If you would invest 0.00 in American Beacon on July 19, 2019 and sell it all today you would earn a total of 0.00 from holding American Beacon Bridgeway Large or generate 0.0% return on investment in American Beacon over 90 days. American Beacon is related to or competes with Vanguard Index, MFS Value, MFS Value, MFS Value, MFS Series, MFS Value, and Vanguard High. The investment seeks to provide long-term total return on capital, primarily through capital appreciation and some incom...
American Beacon Upside/Downside Indicators
|Value At Risk||(2.20)|
American Beacon Market Premium Indicators
|Risk Adjusted Performance||(0.036607)|
|Total Risk Alpha||(0.025209)|
American Beacon Brid Backtested Returns
Macroaxis considers American Beacon to be not too volatile. American Beacon Brid secures Sharpe Ratio (or Efficiency) of -0.0306 which signifies that the fund had -0.0306% of return per unit of standard deviation over the last 3 months. Macroaxis philosophy in foreseeing risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. American Beacon Bridgeway Large exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm American Beacon Brid Mean Deviation of 0.8116 and Risk Adjusted Performance of
(0.036607) to double-check risk estimate we provide. The organization shows Beta (market volatility) of -0.0298 which signifies that as returns on market increase, returns on owning American Beacon are expected to decrease at a much smaller rate. During bear market, American Beacon is likely to outperform the market. Even though it is essential to pay attention to American Beacon Brid historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in foreseeing future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. American Beacon Bridgeway Large exposes twenty-one different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||0.30|
|Spearman Rank Test||0.46|
American Beacon Brid 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
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 Fund Screener module to find activelly-traded funds from around the world traded on over 30 global exchanges.