Ab Low Volatility Etf Market Value
| LOWV Etf | 69.71 1.21 1.77% |
| Symbol | LOWV |
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.
AB Low '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 Low's 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 Low.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in AB Low on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding AB Low Volatility or generate 0.0% return on investment in AB Low over 90 days. AB Low is related to or competes with AB High, AB Disruptors, Ab Tax, and AB Ultra. AB Low is entity of United States. It is traded as Etf on NYSE ARCA exchange. More
AB Low 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 Low's 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 Low Volatility upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0505 | |||
| Maximum Drawdown | 3.08 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 0.9292 |
AB Low Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AB Low's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AB Low's standard deviation. In reality, there are many statistical measures that can use AB Low historical prices to predict the future AB Low's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | 0.0251 | |||
| Treynor Ratio | (0.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AB Low'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.
AB Low Volatility Backtested Returns
AB Low Volatility retains Efficiency (Sharpe Ratio) of -0.0693, which signifies that the etf had a -0.0693 % return per unit of price deviation over the last 3 months. AB Low exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AB Low's Information Ratio of 0.0505, variance of 0.5825, and Market Risk Adjusted Performance of (0.10) to double-check the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.62, which signifies possible diversification benefits within a given portfolio. 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.
Auto-correlation | -0.64 |
Very good reverse predictability
AB Low Volatility has very good reverse predictability. Overlapping area represents the amount of predictability between AB Low time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Low Volatility price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current AB Low price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 1.56 |
AB Low Volatility lagged returns against current returns
Autocorrelation, which is AB Low 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 Low's etf expected returns. We can calculate the autocorrelation of AB Low returns to help us make a trade decision. For example, suppose you find that AB Low 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 Low 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 Low etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AB Low etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AB Low etf over time.
Current vs Lagged Prices |
| Timeline |
AB Low Lagged Returns
When evaluating AB Low's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AB Low etf have on its future price. AB Low 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 Low autocorrelation shows the relationship between AB Low etf current value and its past values and can show if there is a momentum factor associated with investing in AB Low Volatility.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Check out AB Low Correlation, AB Low Volatility and AB Low Alpha and Beta module to complement your research on AB Low. You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
AB Low 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.