AB Cap Manager Performance Evaluation

GCECX -- USA Fund  

USD 13.71  0.10  0.73%

The entity owns Beta (Systematic Risk) of 1.0924 which signifies that AB Cap returns are very sensitive to returns on the market. as market goes up or down, AB Cap is expected to follow. Although it is extremely important to respect AB Cap Fund existing price patterns, it is better to be realistic regarding the information on equity price patterns. The way in which we are 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 evaluating AB Cap Fund technical indicators you can at this moment evaluate if the expected return of 0.1246% will be sustainable into the future.
99

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in AB Cap Fund Inc AB Global C are ranked lower than 9 (%) of all funds and portfolios of funds over the last 30 days. Inspite fairly weak basic indicators, AB Cap may actually be approaching a critical reversion point that can send shares even higher in December 2019.
Fifty Two Week Low10.71
Fifty Two Week High13.71
Annual Report Expense Ratio1.90%
Horizon     30 Days    Login   to change

AB Cap Fund Relative Risk vs. Return Landscape

If you would invest  1,271  in AB Cap Fund Inc AB Global C on October 20, 2019 and sell it today you would earn a total of  100.00  from holding AB Cap Fund Inc AB Global C or generate 7.87% return on investment over 30 days. AB Cap Fund Inc AB Global C is currently producing 0.1246% returns and takes up 0.93% volatility of returns over 30 trading days. Put another way, 8% 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, AB Cap is expected to generate 1.3 times more return on investment than the market. However, the company is 1.3 times more volatile than its market benchmark. It trades about 0.13 of its potential returns per unit of risk. The DOW is currently generating roughly 0.15 per unit of risk.

AB Cap Current Valuation

Fairly Valued
November 19, 2019
13.71
Market Value
13.55
Real Value
16.34
Upside
AB Cap is not too volatile asset. AB Cap Fund owns latest Real Value of $13.55 per share. The recent price of the fund is $13.71. At this time the entity appears to be fairly valued. We determine the value of AB Cap Fund from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to invest in undervalued equities and to trade away overvalued equities since sooner or later instruments prices and their ongoing real values will grow together.

AB Cap Market Risk Analysis

Sharpe Ratio = 0.1339
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AB Cap Relative Performance Indicators

Estimated Market Risk
 0.93
  actual daily
 
 8 %
of total potential
 
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Expected Return
 0.12
  actual daily
 
 2 %
of total potential
 
22
Risk-Adjusted Return
 0.13
  actual daily
 
 9 %
of total potential
 
99
Based on monthly moving average AB Cap is performing at about 9% 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 AB Cap by adding it to a well-diversified portfolio.

AB Cap Alerts

Equity Alerts and Improvement Suggestions

The fund retains 99.84% of its assets under management (AUM) in equities
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