AB Cap Risk Analysis And Volatility

GCEAX -- USA Fund  

USD 13.86  0.06  0.43%

We consider AB Cap not too volatile. AB Cap Fund retains Efficiency (Sharpe Ratio) of 0.1277 which signifies that the fund had 0.1277% of return per unit of price deviation over the last 3 months. Our way in which we are foreseeing volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for AB Cap which you can use to evaluate future volatility of the entity. Please confirm AB Cap Fund Inc AB Global C Market Risk Adjusted Performance of 0.1551, Coefficient Of Variation of 589.62 and Standard Deviation of 0.8967 to double-check if risk estimate we provide are consistent with the epected return of 0.1137%.

90 Days Market Risk

Not too volatile

Chance of Distress in 24 months

90 Days Economic Sensitivity

Almost mirrors market
Horizon     30 Days    Login   to change

AB Cap Market Sensitivity

AB Cap returns are very sensitive to returns on the market. As market goes up or down, AB Cap is expected to follow.
3 Months Beta |Analyze AB Cap Fund Demand Trend
Check current 30 days AB Cap correlation with market (DOW)
β = 0.979

AB Cap Central Daily Price Deviation

AB Cap Fund Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. AB Cap Fund 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.

AB Cap Projected Return Density Against Market

Assuming 30 trading days horizon, AB Cap has beta of 0.979 . This indicates AB Cap Fund Inc AB Global C market returns are sensitive to returns on the market. As the market goes up or down, AB Cap is expected to follow. Moreover, The company has an alpha of 0.0209 implying that it can potentially generate 0.0209% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of AB Cap is 782.81. The daily returns are destributed with a variance of 0.79 and standard deviation of 0.89. The mean deviation of AB Cap Fund Inc AB Global C is currently at 0.67. For similar time horizon, the selected benchmark (DOW) has volatility of 0.73
α
Alpha over DOW
=0.0209
β
Beta against DOW=0.98
σ
Overall volatility
=0.89
Ir
Information ratio =0.0204

AB Cap Return Volatility

the fund shows 0.8899% volatility of returns over 30 trading days. the entity inherits 0.7271% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

AB Cap Investment Opportunity

AB Cap Fund Inc AB Global C has a volatility of 0.89 and is 1.22 times more volatile than DOW. of all equities and portfolios are less risky than AB Cap. Compared to the overall equity markets, volatility of historical daily returns of AB Cap Fund Inc AB Global C is lower than 7 () of all global equities and portfolios over the last 30 days. Use AB Cap Fund Inc AB Global C to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of AB Cap to be traded at $14.55 in 30 days. . AB Cap returns are very sensitive to returns on the market. As market goes up or down, AB Cap is expected to follow.

AB Cap correlation with market

correlation synergy
Very poor diversification
Overlapping area represents the amount of risk that can be diversified away by holding AB Cap Fund Inc AB Global C and equity matching DJI index in the same portfolio.

AB Cap Current Risk Indicators

AB Cap Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Cryptocurrency Arbitrage module to find pairs of digital assets on multiple exchanges that are traded at a risk free arbitrage.
Search macroaxis.com