Ab Low Volatility Etf Performance
| LOWV Etf | 70.74 0.10 0.14% |
The entity owns a Beta (Systematic Risk) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AB Low's returns are expected to increase less than the market. However, during the bear market, the loss of holding AB Low is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days AB Low Volatility has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable basic indicators, AB Low is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
1 | Technical Data - Stock Traders Daily | 12/18/2024 |
LOWV |
AB Low Relative Risk vs. Return Landscape
If you would invest 7,064 in AB Low Volatility on October 11, 2024 and sell it today you would earn a total of 10.00 from holding AB Low Volatility or generate 0.14% return on investment over 90 days. AB Low Volatility is currently generating 0.0045% in daily expected returns and assumes 0.6623% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% of etfs are less volatile than LOWV, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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AB Low Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for AB Low's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as AB Low Volatility, and traders can use it to determine the average amount a AB Low's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0068
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| Negative Returns | LOWV |
Estimated Market Risk
| 0.66 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average AB Low is not performing at its full potential. However, 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 AB Low by adding AB Low to a well-diversified portfolio.
About AB Low Performance
Evaluating AB Low's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if AB Low has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if AB Low has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
AB Low is entity of United States. It is traded as Etf on NYSE ARCA exchange.| Latest headline from news.google.com: Technical Data - Stock Traders Daily |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in AB Low Volatility. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in housing. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
The market value of AB Low Volatility is measured differently than its book value, which is the value of LOWV that is recorded on the company's balance sheet. Investors also form their own opinion of AB Low's value that differs from its market value or its book value, called intrinsic value, which is AB Low's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because AB Low's market value can be influenced by many factors that don't directly affect AB Low's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between AB Low's value and its price as these two are different measures arrived at by different means. Investors typically determine if AB Low is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AB Low'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.