Abr 7525 Volatility Fund Price on September 30, 2024
| VOLSX Fund | USD 11.36 0.04 0.35% |
Below is the normalized historical share price chart for Abr 7525 Volatility extending back to August 03, 2020. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Abr 7525 stands at 11.36, as last reported on the 11th of December 2024, with the highest price reaching 11.36 and the lowest price hitting 11.36 during the day.
If you're considering investing in Abr Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Abr Mutual Fund to be very steady. Abr 7525 Volatility secures Sharpe Ratio (or Efficiency) of 0.0911, which signifies that the fund had a 0.0911% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Abr 7525 Volatility, which you can use to evaluate the volatility of the entity. Please confirm Abr 7525's Mean Deviation of 0.6937, risk adjusted performance of 0.0935, and Downside Deviation of 1.17 to double-check if the risk estimate we provide is consistent with the expected return of 0.0912%.
Abr Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Abr |
Sharpe Ratio = 0.0911
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | VOLSX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.0 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average Abr 7525 is performing at about 7% 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 Abr 7525 by adding it to a well-diversified portfolio.
Abr 7525 Valuation on September 30, 2024
It is possible to determine the worth of Abr 7525 on a given historical date. On September 30, 2024 Abr was worth 10.93 at the beginning of the trading date compared to the closed value of 10.93. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Abr 7525 mutual fund. Still, in general, we apply an absolute valuation method to find Abr 7525's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Abr 7525 where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Abr 7525's related companies.
| Open | High | Low | Close | Volume | |
| 10.89 | 10.89 | 10.89 | 10.89 | 1.00 | |
09/30/2024 | 10.93 | 10.93 | 10.93 | 10.93 | 1.00 |
| 10.77 | 10.77 | 10.77 | 10.77 | 1.00 |
| Backtest Abr 7525 | | | Abr 7525 History | | | Abr 7525 Valuation | Previous | Next |
Abr 7525 Trading Date Momentum on September 30, 2024
| On October 01 2024 Abr 7525 Volatility was traded for 10.77 at the closing time. The highest daily price throughout the period was 10.77 and the lowest price was 10.77 . There was no trading activity during the period 1.0. Lack of trading volume on 10/01/2024 added to the next day price reduction. The trading price change to closing price of the next trading day was 1.46% . The overall trading delta to current closing price is 1.56% . |
Abr 7525 Volatility Fundamentals Correlations and Trends
By evaluating Abr 7525's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Abr 7525's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Abr financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Abr 7525 Mutual Fund history
Abr 7525 investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Abr is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Abr 7525 Volatility will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Abr 7525 stock prices may prove useful in developing a viable investing in Abr 7525
The Adviser will, under normal market conditions, manage the funds assets so that seventy-five percent of its net assets are managed in accordance with the Advisers proprietary long volatility strategy, and the remaining twenty-five percent of its net assets are managed in accordance with the Advisers proprietary short volatility strategy.
Abr 7525 Mutual Fund Technical Analysis
Abr 7525 technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Price Boundaries
Abr 7525 Period Price Range
Low | December 11, 2024
| High |
0.00 | 0.00 |
Abr 7525 Volatility cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Abr 7525 December 11, 2024 Market Strength
Market strength indicators help investors to evaluate how Abr 7525 mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Abr 7525 shares will generate the highest return on investment. By undertsting and applying Abr 7525 mutual fund market strength indicators, traders can identify Abr 7525 Volatility entry and exit signals to maximize returns
Abr 7525 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Abr 7525's price direction in advance. Along with the technical and fundamental analysis of Abr Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Abr to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0935 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0011 | |||
| Treynor Ratio | 0.1098 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Other Information on Investing in Abr Mutual Fund
Abr 7525 financial ratios help investors to determine whether Abr 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 Abr with respect to the benefits of owning Abr 7525 security.
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments |