Ab Large Cap Fund Market Value
| APGCX Fund | USD 59.15 0.41 0.70% |
| Symbol | APGCX |
Ab Large '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 Large'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 Large.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Ab Large on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Ab Large Cap or generate 0.0% return on investment in Ab Large over 30 days. Ab Large is related to or competes with Ab Sustainable, Ab Relative, Davis New, Victory Munder, and Ab Growth. The fund invests primarily in equity securities of a limited number of large, carefully selected, high-quality U.S More
Ab Large 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 Large'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 Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 12.19 | |||
| Value At Risk | (3.13) | |||
| Potential Upside | 1.54 |
Ab Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ab Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ab Large's standard deviation. In reality, there are many statistical measures that can use Ab Large historical prices to predict the future Ab Large's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.29) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ab Large'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 Large Cap Backtested Returns
Ab Large Cap retains Efficiency (Sharpe Ratio) of -0.11, which signifies that the fund had a -0.11 % return per unit of price deviation over the last 3 months. Ab Large exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ab Large's Information Ratio of (0.11), market risk adjusted performance of (0.28), and Variance of 3.25 to double-check the risk estimate we provide. The fund owns a Beta (Systematic Risk) of 0.7, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Ab Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ab Large is expected to be smaller as well.
Auto-correlation | -0.82 |
Excellent reverse predictability
Ab Large Cap has excellent reverse predictability. Overlapping area represents the amount of predictability between Ab Large time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Large Cap price movement. The serial correlation of -0.82 indicates that around 82.0% of current Ab Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 1.66 |
Ab Large Cap lagged returns against current returns
Autocorrelation, which is Ab Large 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 Large's mutual fund expected returns. We can calculate the autocorrelation of Ab Large returns to help us make a trade decision. For example, suppose you find that Ab Large 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 Large 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 Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ab Large 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 Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ab Large Lagged Returns
When evaluating Ab Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ab Large mutual fund have on its future price. Ab Large 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 Large autocorrelation shows the relationship between Ab Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ab Large Cap.
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 APGCX Mutual Fund
Ab Large financial ratios help investors to determine whether APGCX 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 APGCX with respect to the benefits of owning Ab Large security.
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