Ab Emerging Markets Fund Market Value
| ABCEX Fund | USD 9.27 0.09 0.96% |
| Symbol | ABCEX |
Ab Emerging 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Ab Emerging's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Ab Emerging.
| 05/07/2025 |
| 08/05/2025 |
If you would invest 0.00 in Ab Emerging on May 7, 2025 and sell it all today you would earn a total of 0.00 from holding Ab Emerging Markets or generate 0.0% return on investment in Ab Emerging over 90 days. Ab Emerging is related to or competes with Invesco Energy, Firsthand Alternative, Calvert Global, Fidelity Advisor, Thrivent Natural, Energy Fund, and Jennison Natural. The fund invests at least 80 percent of its net assets under normal circumstances in securities of emerging market issue... More
Ab Emerging Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Ab Emerging's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Ab Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5397 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 3.38 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 0.7856 |
Ab Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ab Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ab Emerging's standard deviation. In reality, there are many statistical measures that can use Ab Emerging historical prices to predict the future Ab Emerging's volatility.| Risk Adjusted Performance | 0.1369 | |||
| Jensen Alpha | 0.0447 | |||
| Total Risk Alpha | 0.006 | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.2355 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ab Emerging's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Ab Emerging Markets Backtested Returns
At this stage we consider ABCEX Mutual Fund to be very steady. Ab Emerging Markets retains Efficiency (Sharpe Ratio) of 0.18, which signifies that the fund had a 0.18 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Ab Emerging, which you can use to evaluate the volatility of the entity. Please confirm Ab Emerging's Standard Deviation of 0.5682, coefficient of variation of 568.17, and Market Risk Adjusted Performance of 0.2455 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. The fund owns a Beta (Systematic Risk) of 0.38, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Ab Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ab Emerging is expected to be smaller as well.
Auto-correlation | 0.59 |
Modest predictability
Ab Emerging Markets has modest predictability. Overlapping area represents the amount of predictability between Ab Emerging time series from 7th of May 2025 to 21st of June 2025 and 21st of June 2025 to 5th of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ab Emerging Markets price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Ab Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Ab Emerging Markets lagged returns against current returns
Autocorrelation, which is Ab Emerging mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Ab Emerging's mutual fund expected returns. We can calculate the autocorrelation of Ab Emerging returns to help us make a trade decision. For example, suppose you find that Ab Emerging has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Ab Emerging regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Ab Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ab Emerging mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ab Emerging mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ab Emerging Lagged Returns
When evaluating Ab Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ab Emerging mutual fund have on its future price. Ab Emerging autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Ab Emerging autocorrelation shows the relationship between Ab Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ab Emerging Markets.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in ABCEX Mutual Fund
Ab Emerging financial ratios help investors to determine whether ABCEX Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in ABCEX with respect to the benefits of owning Ab Emerging security.
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