American Beacon Manager Performance Evaluation

AMDRX -- USA Fund  

USD 16.00  0.11  0.69%

The organization shows Beta (market volatility) of -0.088 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. Although it is extremely important to respect American Beacon Mid historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in foreseeing future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing American Beacon Mid technical indicators you can presently evaluate if the expected return of 0.1199% will be sustainable into the future.
77

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in American Beacon Mid Cap Value F are ranked lower than 7 (%) of all funds and portfolios of funds over the last 30 days. Inspite fairly weak basic indicators, American Beacon may actually be approaching a critical reversion point that can send shares even higher in December 2019.
Fifty Two Week Low12.25
Fifty Two Week High16.13
Annual Report Expense Ratio0.84%
Horizon     30 Days    Login   to change

American Beacon Mid Relative Risk vs. Return Landscape

If you would invest  1,463  in American Beacon Mid Cap Value F on October 19, 2019 and sell it today you would earn a total of  137.00  from holding American Beacon Mid Cap Value F or generate 9.36% return on investment over 30 days. American Beacon Mid Cap Value F is currently producing 0.1199% returns and takes up 1.1417% volatility of returns over 30 trading days. Put another way, 10% of traded equities are less volatile than the company and 98% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, American Beacon is expected to generate 1.01 times less return on investment than the market. In addition to that, the company is 1.59 times more volatile than its market benchmark. It trades about 0.11 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.17 per unit of volatility.

American Beacon Current Valuation

Fairly Valued
November 18, 2019
16.00
Market Value
15.80
Real Value
19.22
Upside
American Beacon is not too volatile asset. American Beacon Mid shows prevailing Real Value of $15.8 per share. The current price of the fund is $16.0. At this time the entity appears to be fairly valued. We determine the value of American Beacon Mid from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.

American Beacon Market Risk Analysis

Sharpe Ratio = 0.105
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashAMDRXAverage
Risk
High
Risk
Huge
Risk
Negative Returns

American Beacon Relative Performance Indicators

Estimated Market Risk
 1.14
  actual daily
 
 10 %
of total potential
 
1010
Expected Return
 0.12
  actual daily
 
 2 %
of total potential
 
22
Risk-Adjusted Return
 0.11
  actual daily
 
 7 %
of total potential
 
77
Based on monthly moving average American Beacon is performing at about 7% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of American Beacon by adding it to a well-diversified portfolio.

American Beacon Alerts

Equity Alerts and Improvement Suggestions

Latest headline from www.digit.in: Gamer in Focus - Bodhisattwa TheGuru Panday - Team SRA - Digit
The fund holds 94.05% of its assets under management (AUM) in equities
Check also Trending Equities. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Search macroaxis.com