Abr Dynamic Blend Fund Market Value

ABRTX Fund  USD 11.71  0.07  0.60%   
Abr Dynamic's market value is the price at which a share of Abr Dynamic trades on a public exchange. It measures the collective expectations of Abr Dynamic Blend investors about its performance. Abr Dynamic is trading at 11.71 as of the 5th of December 2024; that is 0.60 percent up since the beginning of the trading day. The fund's open price was 11.64.
With this module, you can estimate the performance of a buy and hold strategy of Abr Dynamic Blend and determine expected loss or profit from investing in Abr Dynamic over a given investment horizon. Check out Abr Dynamic Correlation, Abr Dynamic Volatility and Abr Dynamic Alpha and Beta module to complement your research on Abr Dynamic.
Symbol

Please note, there is a significant difference between Abr Dynamic's value and its price as these two are different measures arrived at by different means. Investors typically determine if Abr Dynamic is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Abr Dynamic'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.

Abr Dynamic '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 Abr Dynamic'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 Abr Dynamic.
0.00
12/16/2022
No Change 0.00  0.0 
In 1 year 11 months and 21 days
12/05/2024
0.00
If you would invest  0.00  in Abr Dynamic on December 16, 2022 and sell it all today you would earn a total of 0.00 from holding Abr Dynamic Blend or generate 0.0% return on investment in Abr Dynamic over 720 days. Abr Dynamic is related to or competes with Riverpark Long/short, Atac Inflation, and Matthews China. The fund will invest at least 80 percent of the value of its net assets in securities and instruments, including derivat... More

Abr Dynamic 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 Abr Dynamic'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 Abr Dynamic Blend upside and downside potential and time the market with a certain degree of confidence.

Abr Dynamic Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Abr Dynamic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Abr Dynamic's standard deviation. In reality, there are many statistical measures that can use Abr Dynamic historical prices to predict the future Abr Dynamic's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Abr Dynamic'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
11.0811.6412.20
Details
Intrinsic
Valuation
LowRealHigh
11.6212.1812.74
Details
Naive
Forecast
LowNextHigh
11.1411.6912.25
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
11.4411.5311.63
Details

Abr Dynamic Blend Backtested Returns

At this stage we consider Abr Mutual Fund to be very steady. Abr Dynamic Blend secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the fund had a 0.23% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Abr Dynamic Blend, which you can use to evaluate the volatility of the entity. Please confirm Abr Dynamic's Risk Adjusted Performance of 0.0825, mean deviation of 0.4389, and Downside Deviation of 0.7403 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. The fund shows a Beta (market volatility) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Abr Dynamic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Abr Dynamic is expected to be smaller as well.

Auto-correlation

    
  0.16  

Very weak predictability

Abr Dynamic Blend has very weak predictability. Overlapping area represents the amount of predictability between Abr Dynamic time series from 16th of December 2022 to 11th of December 2023 and 11th of December 2023 to 5th of December 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 Abr Dynamic Blend price movement. The serial correlation of 0.16 indicates that over 16.0% of current Abr Dynamic price fluctuation can be explain by its past prices.
Correlation Coefficient0.16
Spearman Rank Test0.2
Residual Average0.0
Price Variance0.22

Abr Dynamic Blend lagged returns against current returns

Autocorrelation, which is Abr Dynamic 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 Abr Dynamic's mutual fund expected returns. We can calculate the autocorrelation of Abr Dynamic returns to help us make a trade decision. For example, suppose you find that Abr Dynamic 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  

Abr Dynamic 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 Abr Dynamic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Abr Dynamic mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Abr Dynamic mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Abr Dynamic Lagged Returns

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

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Other Information on Investing in Abr Mutual Fund

Abr Dynamic 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 Dynamic security.
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