Aberdeen Multi Cap Equity Fund Market Value
| GGLIX Fund | USD 14.15 0.08 0.57% |
| Symbol | Aberdeen |
Aberdeen Multi '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 Aberdeen Multi'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 Aberdeen Multi.
| 04/29/2025 |
| 07/28/2025 |
If you would invest 0.00 in Aberdeen Multi on April 29, 2025 and sell it all today you would earn a total of 0.00 from holding Aberdeen Multi Cap Equity or generate 0.0% return on investment in Aberdeen Multi over 90 days. Aberdeen Multi is related to or competes with Ftfa Franklin, Eagle Growth, Praxis Genesis, Pace Large, Morningstar Growth, L Abbett, and Franklin Growth. The fund seeks to achieve its investment objective of seeking long-term capital appreciation by investing primarily in e... More
Aberdeen Multi 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 Aberdeen Multi'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 Aberdeen Multi Cap Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6674 | |||
| Information Ratio | 0.016 | |||
| Maximum Drawdown | 3.89 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 1.7 |
Aberdeen Multi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aberdeen Multi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aberdeen Multi's standard deviation. In reality, there are many statistical measures that can use Aberdeen Multi historical prices to predict the future Aberdeen Multi's volatility.| Risk Adjusted Performance | 0.2287 | |||
| Jensen Alpha | 0.0364 | |||
| Total Risk Alpha | 0.0186 | |||
| Sortino Ratio | 0.018 | |||
| Treynor Ratio | 0.2409 |
Aberdeen Multi Cap Backtested Returns
At this stage we consider Aberdeen Mutual Fund to be very steady. Aberdeen Multi Cap secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the fund had a 0.23 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Aberdeen Multi Cap Equity, which you can use to evaluate the volatility of the entity. Please confirm Aberdeen Multi's risk adjusted performance of 0.2287, and Mean Deviation of 0.5694 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. The fund shows a Beta (market volatility) of 0.88, which signifies possible diversification benefits within a given portfolio. Aberdeen Multi returns are very sensitive to returns on the market. As the market goes up or down, Aberdeen Multi is expected to follow.
Auto-correlation | 0.84 |
Very good predictability
Aberdeen Multi Cap Equity has very good predictability. Overlapping area represents the amount of predictability between Aberdeen Multi time series from 29th of April 2025 to 13th of June 2025 and 13th of June 2025 to 28th of July 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 Aberdeen Multi Cap price movement. The serial correlation of 0.84 indicates that around 84.0% of current Aberdeen Multi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Aberdeen Multi Cap lagged returns against current returns
Autocorrelation, which is Aberdeen Multi 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 Aberdeen Multi's mutual fund expected returns. We can calculate the autocorrelation of Aberdeen Multi returns to help us make a trade decision. For example, suppose you find that Aberdeen Multi 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 |
Aberdeen Multi 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 Aberdeen Multi mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aberdeen Multi mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aberdeen Multi mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Aberdeen Multi Lagged Returns
When evaluating Aberdeen Multi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aberdeen Multi mutual fund have on its future price. Aberdeen Multi 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, Aberdeen Multi autocorrelation shows the relationship between Aberdeen Multi mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aberdeen Multi Cap Equity.
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 Aberdeen Mutual Fund
Aberdeen Multi financial ratios help investors to determine whether Aberdeen 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 Aberdeen with respect to the benefits of owning Aberdeen Multi security.
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