Abmif Mutual Fund Volatility

AAZYX -  USA Fund  

USD 11.28  0.01  0.09%

We consider Abmif Ii-Arizona very steady. Abmif Ii-Arizona Por secures Sharpe Ratio (or Efficiency) of 0.0338, which signifies that the fund had 0.0338% of return per unit of risk over the last 24 months. Our standpoint towards foreseeing the 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-six technical indicators for Abmif Ii-Arizona Portfolio, which you can use to evaluate the future volatility of the entity. Please confirm Abmif Ii-Arizona Por Downside Deviation of 0.1232, mean deviation of 0.0436, and Risk Adjusted Performance of (0.16) to double-check if the risk estimate we provide is consistent with the expected return of 0.0026%.

Abmif Volatility 

 
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Abmif Ii-Arizona Mutual Fund volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Abmif daily returns, and it is calculated using variance and standard deviation. We also use Abmif's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Abmif Ii-Arizona volatility.

720 Days Market Risk

Very steady

Chance of Distress

Very Small

720 Days Economic Sensitivity

Ignores market trends

Abmif Ii-Arizona Por Mutual Fund Volatility Analysis

Volatility refers to the frequency at which Abmif Ii-Arizona stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Abmif Ii-Arizona's price changes. Investors will then calculate the volatility of Abmif Ii-Arizona's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Abmif Ii-Arizona's volatility:

Historical Volatility

This type of stock volatility measures Abmif Ii-Arizona's fluctuations based on previous trends. It's commonly used to predict Abmif Ii-Arizona's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Abmif Ii-Arizona's current market price. This means that the stock will return to its initially predicted market price.
Transformation
The output start index for this execution was zero with a total number of output elements of two hundred eleven. Abmif Ii-Arizona Por 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.

Abmif Ii-Arizona Projected Return Density Against Market

Assuming the 90 days horizon Abmif Ii-Arizona has a beta that is very close to zero . This suggests the returns on DOW and Abmif Ii-Arizona do not appear to be sensitive.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Abmif Ii-Arizona or AllianceBernstein sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Abmif Ii-Arizona stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Abmif stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
It does not look like the company alpha can have any bearing on the current equity valuation.
 Predicted Return Density 
      Returns 
Abmif Ii-Arizona's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how Abmif Ii-Arizona stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Company's Stock Price Volatility?

Several factors can influence a company's stock volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

Abmif Ii-Arizona Mutual Fund Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Abmif Ii-Arizona or AllianceBernstein sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Abmif Ii-Arizona stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Abmif stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Assuming the 90 days horizon the coefficient of variation of Abmif Ii-Arizona is 2962.45. The daily returns are distributed with a variance of 0.01 and standard deviation of 0.08. The mean deviation of Abmif Ii-Arizona Portfolio is currently at 0.04. For similar time horizon, the selected benchmark (DOW) has volatility of 1.72
α
Alpha over DOW
0.00
β
Beta against DOW0.00
σ
Overall volatility
0.08
Ir
Information ratio -0.61

Abmif Ii-Arizona Mutual Fund Return Volatility

Abmif Ii-Arizona historical daily return volatility represents how much Abmif Ii-Arizona stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The fund shows 0.0757% volatility of returns over 90 . By contrast, DOW inherits 1.7373% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
      Timeline 

About Abmif Ii-Arizona Volatility

Volatility is a rate at which the price of Abmif Ii-Arizona or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Abmif Ii-Arizona may increase or decrease. In other words, similar to Abmif's beta indicator, it measures the risk of Abmif Ii-Arizona and helps estimate the fluctuations that may happen in a short period of time. So if prices of Abmif Ii-Arizona fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
The investment seeks to earn the highest level of current income exempt from both federal income tax and State of Arizona personal income tax that is available without assuming what the Adviser considers to be undue risk. The fund principally invests in high-yielding, predominantly investment grade municipal securities. It invests at least 80 percent of its net assets in municipal securities that pay interest that is exempt from federal income tax.

Abmif Ii-Arizona Investment Opportunity

DOW has a standard deviation of returns of 1.74 and is 21.75 times more volatile than Abmif Ii-Arizona Portfolio. of all equities and portfolios are less risky than Abmif Ii-Arizona. Compared to the overall equity markets, volatility of historical daily returns of Abmif Ii-Arizona Portfolio is lower than 0 () of all global equities and portfolios over the last 90 days. Use Abmif Ii-Arizona Portfolio to protect your portfolios against small market fluctuations. The mutual fund experiences a normal downward trend and little activity. Check odds of Abmif Ii-Arizona to be traded at $11.17 in 90 days. . Let's try to break down what Abmif's beta means in this case. The returns on DOW and Abmif Ii-Arizona are completely uncorrelated.

Significant diversification

The correlation between Abmif Ii-Arizona Portfolio and DJI is Significant diversification for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Abmif Ii-Arizona Portfolio and DJI in the same portfolio assuming nothing else is changed.

Abmif Ii-Arizona Additional Risk Indicators

The analysis of Abmif Ii-Arizona's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Abmif Ii-Arizona's investment and either accepting that risk or mitigating it. Along with some common measures of Abmif Ii-Arizona stock risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Risk Adjusted Performance(0.16)
Mean Deviation0.0436
Semi Deviation0.0256
Downside Deviation0.1232
Coefficient Of Variation2945.9
Standard Deviation0.076
Variance0.0058
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Abmif Ii-Arizona Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
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The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Abmif Ii-Arizona as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Abmif Ii-Arizona's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Abmif Ii-Arizona's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Abmif Ii-Arizona Portfolio.
Please continue to Trending Equities. Note that the Abmif Ii-Arizona Por information on this page should be used as a complementary analysis to other Abmif Ii-Arizona's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Shere Portfolio module to track or share privately all of your investments from the convenience of any device.

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When running Abmif Ii-Arizona Por price analysis, check to measure Abmif Ii-Arizona's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Abmif Ii-Arizona is operating at the current time. Most of Abmif Ii-Arizona's value examination focuses on studying past and present price action to predict the probability of Abmif Ii-Arizona's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Abmif Ii-Arizona's price. Additionally, you may evaluate how the addition of Abmif Ii-Arizona to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Abmif Ii-Arizona's value and its price as these two are different measures arrived at by different means. Investors typically determine Abmif Ii-Arizona value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Abmif Ii-Arizona's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.