Ab All Market Fund Market Value

AMTAX Fund  USD 9.00  0.08  0.90%   
Ab All's market value is the price at which a share of Ab All trades on a public exchange. It measures the collective expectations of Ab All Market investors about its performance. Ab All is trading at 9.00 as of the 28th of March 2024; that is 0.90 percent up since the beginning of the trading day. The fund's open price was 8.92.
With this module, you can estimate the performance of a buy and hold strategy of Ab All Market and determine expected loss or profit from investing in Ab All over a given investment horizon. Check out Ab All Correlation, Ab All Volatility and Ab All Alpha and Beta module to complement your research on Ab All.
Symbol

Please note, there is a significant difference between Ab All's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ab All is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ab All's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Ab All '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 All'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 All.
0.00
03/04/2023
No Change 0.00  0.0 
In 1 year and 26 days
03/28/2024
0.00
If you would invest  0.00  in Ab All on March 4, 2023 and sell it all today you would earn a total of 0.00 from holding Ab All Market or generate 0.0% return on investment in Ab All over 390 days. Ab All is related to or competes with State Farm, Ab Global, Ab Global, Ab Minnesota, Ab Minnesota, Ab All, and Ab All. The managers expect to invest the funds assets principally in the following instruments that, in the judgment of the Adv... More

Ab All 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 All'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 All Market upside and downside potential and time the market with a certain degree of confidence.

Ab All Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Ab All's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ab All's standard deviation. In reality, there are many statistical measures that can use Ab All historical prices to predict the future Ab All's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ab All'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.
Hype
Prediction
LowEstimatedHigh
8.459.009.55
Details
Intrinsic
Valuation
LowRealHigh
8.388.939.48
Details
Naive
Forecast
LowNextHigh
8.408.959.50
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
8.908.979.05
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Ab All. Your research has to be compared to or analyzed against Ab All's peers to derive any actionable benefits. When done correctly, Ab All's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Ab All Market.

Ab All Market Backtested Returns

We consider Ab All very steady. Ab All Market retains Efficiency (Sharpe Ratio) of 0.0792, which signifies that the fund had a 0.0792% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Ab All, which you can use to evaluate the volatility of the entity. Please confirm Ab All's Market Risk Adjusted Performance of 0.0532, standard deviation of 0.5418, and Coefficient Of Variation of 1138.04 to double-check if the risk estimate we provide is consistent with the expected return of 0.0432%. The fund owns a Beta (Systematic Risk) of 0.87, which signifies possible diversification benefits within a given portfolio. Ab All returns are very sensitive to returns on the market. As the market goes up or down, Ab All is expected to follow.

Auto-correlation

    
  0.31  

Below average predictability

Ab All Market has below average predictability. Overlapping area represents the amount of predictability between Ab All time series from 4th of March 2023 to 15th of September 2023 and 15th of September 2023 to 28th of March 2024. 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 All Market price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Ab All price fluctuation can be explain by its past prices.
Correlation Coefficient0.31
Spearman Rank Test0.36
Residual Average0.0
Price Variance0.07

Ab All Market lagged returns against current returns

Autocorrelation, which is Ab All 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 All's mutual fund expected returns. We can calculate the autocorrelation of Ab All returns to help us make a trade decision. For example, suppose you find that Ab All 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 All 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 All mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ab All 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 All mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Ab All Lagged Returns

When evaluating Ab All's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ab All mutual fund have on its future price. Ab All 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 All autocorrelation shows the relationship between Ab All mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ab All Market.
   Regressed Prices   
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Ab All in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Ab All's short interest history, or implied volatility extrapolated from Ab All options trading.

Pair Trading with Ab All

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Ab All position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Ab All will appreciate offsetting losses from the drop in the long position's value.

Moving together with AMTAX Mutual Fund

  0.64STFGX State Farm GrowthPairCorr
  0.76GCEAX Ab Global EPairCorr
  0.77GCECX Ab Global EPairCorr
  0.76GCEYX Ab Global EPairCorr
  0.63ITRAX Vy T RowePairCorr
The ability to find closely correlated positions to Ab All could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Ab All when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Ab All - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Ab All Market to buy it.
The correlation of Ab All is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Ab All moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Ab All Market moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Ab All can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Check out Ab All Correlation, Ab All Volatility and Ab All Alpha and Beta module to complement your research on Ab All.
Note that the Ab All Market information on this page should be used as a complementary analysis to other Ab All's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.

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When running Ab All's price analysis, check to measure Ab All's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Ab All is operating at the current time. Most of Ab All's value examination focuses on studying past and present price action to predict the probability of Ab All's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ab All's price. Additionally, you may evaluate how the addition of Ab All to your portfolios can decrease your overall portfolio volatility.
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Ab All 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.
A focus of Ab All technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Ab All trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...