Ab Income Fund Market Value
| ACGZX Fund | USD 6.36 0.01 0.16% |
| Symbol | ACGZX |
Ab Income '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 Income'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 Income.
| 04/12/2025 |
| 05/12/2025 |
If you would invest 0.00 in Ab Income on April 12, 2025 and sell it all today you would earn a total of 0.00 from holding Ab Income Fund or generate 0.0% return on investment in Ab Income over 30 days. Ab Income is related to or competes with Blackrock Large, Guidemark Large, T Rowe, T Rowe, Touchstone Large, Cb Large, and Siit Large. The fund pursues its objective by investing, under normal circumstances, at least 80 percent of its net assets in income... More
Ab Income 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 Income'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 Income Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4529 | |||
| Information Ratio | 0.3247 | |||
| Maximum Drawdown | 2.04 | |||
| Value At Risk | (0.48) | |||
| Potential Upside | 0.624 |
Ab Income Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ab Income's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ab Income's standard deviation. In reality, there are many statistical measures that can use Ab Income historical prices to predict the future Ab Income's volatility.| Risk Adjusted Performance | 0.0215 | |||
| Jensen Alpha | 0.0013 | |||
| Total Risk Alpha | 0.032 | |||
| Sortino Ratio | 0.2801 | |||
| Treynor Ratio | (0.24) |
Ab Income Fund Backtested Returns
At this stage we consider ACGZX Mutual Fund to be very steady. Ab Income Fund retains Efficiency (Sharpe Ratio) of 0.0593, which signifies that the fund had a 0.0593 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Ab Income, which you can use to evaluate the volatility of the entity. Please confirm Ab Income's Coefficient Of Variation of 3073.41, market risk adjusted performance of (0.23), and Standard Deviation of 0.3907 to double-check if the risk estimate we provide is consistent with the expected return of 0.0234%. The fund owns a Beta (Systematic Risk) of -0.0114, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ab Income are expected to decrease at a much lower rate. During the bear market, Ab Income is likely to outperform the market.
Auto-correlation | -0.23 |
Weak reverse predictability
Ab Income Fund has weak reverse predictability. Overlapping area represents the amount of predictability between Ab Income time series from 12th of April 2025 to 27th of April 2025 and 27th of April 2025 to 12th of May 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 Income Fund price movement. The serial correlation of -0.23 indicates that over 23.0% of current Ab Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ab Income Fund lagged returns against current returns
Autocorrelation, which is Ab Income 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 Income's mutual fund expected returns. We can calculate the autocorrelation of Ab Income returns to help us make a trade decision. For example, suppose you find that Ab Income 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 Income 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 Income mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ab Income 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 Income mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ab Income Lagged Returns
When evaluating Ab Income's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ab Income mutual fund have on its future price. Ab Income 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 Income autocorrelation shows the relationship between Ab Income mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ab Income Fund.
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 ACGZX Mutual Fund
Ab Income financial ratios help investors to determine whether ACGZX 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 ACGZX with respect to the benefits of owning Ab Income security.
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