Alliancebernstein National Municipal Fund Market Value
| AFB Fund | USD 11.04 0.01 0.09% |
| Symbol | Alliancebernstein |
Alliancebernstein '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 Alliancebernstein's 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 Alliancebernstein.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in Alliancebernstein on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding Alliancebernstein National Municipal or generate 0.0% return on investment in Alliancebernstein over 90 days. Alliancebernstein is related to or competes with Saba Capital, Nuveen Global, Pimco Strategic, Nuveen SP, Nuveen California, Nuveen New, and Allianzgi Diversified. AllianceBernstein National Municipal Income Fund, Inc More
Alliancebernstein 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 Alliancebernstein's 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 Alliancebernstein National Municipal upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3267 | |||
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 1.48 | |||
| Value At Risk | (0.46) | |||
| Potential Upside | 0.5607 |
Alliancebernstein Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alliancebernstein's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alliancebernstein's standard deviation. In reality, there are many statistical measures that can use Alliancebernstein historical prices to predict the future Alliancebernstein's volatility.| Risk Adjusted Performance | 0.1021 | |||
| Jensen Alpha | 0.0285 | |||
| Total Risk Alpha | (0.0005) | |||
| Sortino Ratio | (0.17) | |||
| Treynor Ratio | 0.4266 |
Alliancebernstein February 12, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1021 | |||
| Market Risk Adjusted Performance | 0.4366 | |||
| Mean Deviation | 0.2517 | |||
| Semi Deviation | 0.1792 | |||
| Downside Deviation | 0.3267 | |||
| Coefficient Of Variation | 675.59 | |||
| Standard Deviation | 0.314 | |||
| Variance | 0.0986 | |||
| Information Ratio | (0.18) | |||
| Jensen Alpha | 0.0285 | |||
| Total Risk Alpha | (0.0005) | |||
| Sortino Ratio | (0.17) | |||
| Treynor Ratio | 0.4266 | |||
| Maximum Drawdown | 1.48 | |||
| Value At Risk | (0.46) | |||
| Potential Upside | 0.5607 | |||
| Downside Variance | 0.1067 | |||
| Semi Variance | 0.0321 | |||
| Expected Short fall | (0.30) | |||
| Skewness | (0.11) | |||
| Kurtosis | (0.16) |
Alliancebernstein Backtested Returns
At this point, Alliancebernstein is very steady. Alliancebernstein secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the fund had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Alliancebernstein National Municipal, which you can use to evaluate the volatility of the entity. Please confirm Alliancebernstein's Risk Adjusted Performance of 0.1021, mean deviation of 0.2517, and Downside Deviation of 0.3267 to double-check if the risk estimate we provide is consistent with the expected return of 0.0386%. The fund shows a Beta (market volatility) of 0.0855, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Alliancebernstein's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alliancebernstein is expected to be smaller as well.
Auto-correlation | -0.6 |
Good reverse predictability
Alliancebernstein National Municipal has good reverse predictability. Overlapping area represents the amount of predictability between Alliancebernstein time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Alliancebernstein price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Alliancebernstein price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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 Alliancebernstein Fund
Alliancebernstein financial ratios help investors to determine whether Alliancebernstein 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 Alliancebernstein with respect to the benefits of owning Alliancebernstein security.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. |