Ab Disruptors Etf Market Value
| FWD Etf | 74.24 2.38 3.31% |
| Symbol | FWD |
The market value of AB Disruptors ETF is measured differently than its book value, which is the value of FWD that is recorded on the company's balance sheet. Investors also form their own opinion of AB Disruptors' value that differs from its market value or its book value, called intrinsic value, which is AB Disruptors' 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 Disruptors' market value can be influenced by many factors that don't directly affect AB Disruptors' 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 Disruptors' value and its price as these two are different measures arrived at by different means. Investors typically determine if AB Disruptors is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AB Disruptors' 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 Disruptors '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 Disruptors' etf 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 Disruptors.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in AB Disruptors on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding AB Disruptors ETF or generate 0.0% return on investment in AB Disruptors over 90 days. AB Disruptors is related to or competes with Affiliated Managers, AB High, AB Low, Invesco FTSE, and Blackstone Gso. AB Disruptors is entity of United States More
AB Disruptors 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 Disruptors' etf 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 Disruptors ETF upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 9.87 | |||
| Value At Risk | (3.83) | |||
| Potential Upside | 2.57 |
AB Disruptors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AB Disruptors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AB Disruptors' standard deviation. In reality, there are many statistical measures that can use AB Disruptors historical prices to predict the future AB Disruptors' volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | 0.049 | |||
| Treynor Ratio | (0.18) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AB Disruptors' 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 Disruptors ETF Backtested Returns
AB Disruptors ETF retains Efficiency (Sharpe Ratio) of -0.1, which signifies that the etf had a -0.1 % return per unit of price deviation over the last 3 months. AB Disruptors exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AB Disruptors' Market Risk Adjusted Performance of (0.17), variance of 3.9, and Information Ratio of (0.05) to double-check the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 1.11, which signifies a somewhat significant risk relative to the market. AB Disruptors returns are very sensitive to returns on the market. As the market goes up or down, AB Disruptors is expected to follow.
Auto-correlation | -0.49 |
Modest reverse predictability
AB Disruptors ETF has modest reverse predictability. Overlapping area represents the amount of predictability between AB Disruptors time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 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 Disruptors ETF price movement. The serial correlation of -0.49 indicates that about 49.0% of current AB Disruptors price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 25.06 |
AB Disruptors ETF lagged returns against current returns
Autocorrelation, which is AB Disruptors etf'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 Disruptors' etf expected returns. We can calculate the autocorrelation of AB Disruptors returns to help us make a trade decision. For example, suppose you find that AB Disruptors has exhibited high autocorrelation historically, and you observe that the etf 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 Disruptors 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 Disruptors etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AB Disruptors etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AB Disruptors etf over time.
Current vs Lagged Prices |
| Timeline |
AB Disruptors Lagged Returns
When evaluating AB Disruptors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AB Disruptors etf have on its future price. AB Disruptors 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 Disruptors autocorrelation shows the relationship between AB Disruptors etf current value and its past values and can show if there is a momentum factor associated with investing in AB Disruptors ETF.
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.When determining whether AB Disruptors ETF is a strong investment it is important to analyze AB Disruptors' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact AB Disruptors' future performance. For an informed investment choice regarding FWD Etf, refer to the following important reports:Check out AB Disruptors Correlation, AB Disruptors Volatility and AB Disruptors Alpha and Beta module to complement your research on AB Disruptors. You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
AB Disruptors technical etf 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, etf market cycles, or different charting patterns.