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American Beacon Risk Analysis And Volatility

AM
AMDRX -- USA Fund  

USD 14.89  0.65  4.56%

Macroaxis considers American Beacon to be somewhat reliable. American Beacon Mid secures Sharpe Ratio (or Efficiency) of -0.1025 which signifies that the fund had -0.1025% 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 Mid Cap Value F 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 Mid Mean Deviation of 0.8189 and Risk Adjusted Performance of (0.08) to double-check risk estimate we provide.
Equity
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90 Days Market Risk

Somewhat reliable

Chance of Distress

90 Days Economic Sensitivity

Slowly supersedes market

American Beacon Market Sensitivity

As returns on market increase, American Beacon returns are expected to increase less than the market. However during bear market, the loss on holding American Beacon will be expected to be smaller as well.
3 Months Beta |Analyze American Beacon Mid Demand Trend
Check current 30 days American Beacon correlation with market (DOW)
β = 0.4714

American Beacon Central Daily Price Deviation

American Beacon Mid Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. American Beacon Mid Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

American Beacon Projected Return Density Against Market

Assuming 30 trading days horizon, American Beacon has beta of 0.4714 . This suggests as returns on market go up, American Beacon average returns are expected to increase less than the benchmark. However during bear market, the loss on holding American Beacon Mid Cap Value F will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. American Beacon Mid is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of American Beacon is -976.03. The daily returns are destributed with a variance of 1.71 and standard deviation of 1.31. The mean deviation of American Beacon Mid Cap Value F is currently at 0.8. For similar time horizon, the selected benchmark (DOW) has volatility of 0.98
α
Alpha over DOW
=0.1
β
Beta against DOW=0.47
σ
Overall volatility
=1.31
Ir
Information ratio =0.05

American Beacon Return Volatility

the fund shows 1.3088% volatility of returns over 30 trading days. the entity inherits 1.0054% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

American Beacon Investment Opportunity

American Beacon Mid Cap Value F has a volatility of 1.31 and is 1.3 times more volatile than DOW. 11  of all equities and portfolios are less risky than American Beacon. Compared to the overall equity markets, volatility of historical daily returns of American Beacon Mid Cap Value F is lower than 11 () of all global equities and portfolios over the last 30 days. Use American Beacon Mid Cap Value F to enhance returns of your portfolios. The mutual fund experiences very speculative upward sentiment. . Check odds of American Beacon to be traded at $18.61 in 30 days. . As returns on market increase, American Beacon returns are expected to increase less than the market. However during bear market, the loss on holding American Beacon will be expected to be smaller as well.

American Beacon correlation with market

correlation synergy
Weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding American Beacon Mid Cap Value and equity matching DJI index in the same portfolio.

American Beacon Current Risk Indicators

American Beacon Suggested Diversification Pairs

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