Alpha Blue Capital Etf Market Value
| ABCS Etf | 31.72 0.05 0.16% |
| Symbol | Alpha |
Understanding Alpha Blue Capital requires distinguishing between market price and book value, where the latter reflects Alpha's accounting equity. The concept of intrinsic value - what Alpha Blue's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Market sentiment, economic cycles, and investor behavior can push Alpha Blue's price substantially above or below its fundamental value.
Understanding that Alpha Blue's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Alpha Blue represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. In contrast, Alpha Blue's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
Alpha Blue '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 Alpha Blue'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 Alpha Blue.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in Alpha Blue on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding Alpha Blue Capital or generate 0.0% return on investment in Alpha Blue over 90 days. Alpha Blue is related to or competes with Global X, BlackRock Large, YieldMax Target, Amplify Cash, PGIM ETF, Themes Small, and Honeytree Equity. Alpha Blue is entity of United States. It is traded as Etf on NASDAQ exchange. More
Alpha Blue 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 Alpha Blue'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 Alpha Blue Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7959 | |||
| Information Ratio | 0.07 | |||
| Maximum Drawdown | 4.06 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.75 |
Alpha Blue Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alpha Blue's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alpha Blue's standard deviation. In reality, there are many statistical measures that can use Alpha Blue historical prices to predict the future Alpha Blue's volatility.| Risk Adjusted Performance | 0.0973 | |||
| Jensen Alpha | 0.0641 | |||
| Total Risk Alpha | 0.0582 | |||
| Sortino Ratio | 0.0799 | |||
| Treynor Ratio | 0.1017 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Alpha Blue'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.
Alpha Blue February 19, 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 | 0.0973 | |||
| Market Risk Adjusted Performance | 0.1117 | |||
| Mean Deviation | 0.7102 | |||
| Semi Deviation | 0.6558 | |||
| Downside Deviation | 0.7959 | |||
| Coefficient Of Variation | 823.97 | |||
| Standard Deviation | 0.9087 | |||
| Variance | 0.8257 | |||
| Information Ratio | 0.07 | |||
| Jensen Alpha | 0.0641 | |||
| Total Risk Alpha | 0.0582 | |||
| Sortino Ratio | 0.0799 | |||
| Treynor Ratio | 0.1017 | |||
| Maximum Drawdown | 4.06 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.75 | |||
| Downside Variance | 0.6335 | |||
| Semi Variance | 0.4301 | |||
| Expected Short fall | (0.79) | |||
| Skewness | 0.3648 | |||
| Kurtosis | 0.0376 |
Alpha Blue Capital Backtested Returns
Currently, Alpha Blue Capital is very steady. Alpha Blue Capital secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the etf had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Alpha Blue Capital, which you can use to evaluate the volatility of the entity. Please confirm Alpha Blue's Risk Adjusted Performance of 0.0973, downside deviation of 0.7959, and Mean Deviation of 0.7102 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. The etf shows a Beta (market volatility) of 0.99, which signifies possible diversification benefits within a given portfolio. Alpha Blue returns are very sensitive to returns on the market. As the market goes up or down, Alpha Blue is expected to follow.
Auto-correlation | 0.17 |
Very weak predictability
Alpha Blue Capital has very weak predictability. Overlapping area represents the amount of predictability between Alpha Blue time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th 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 Alpha Blue Capital price movement. The serial correlation of 0.17 indicates that over 17.0% of current Alpha Blue price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Thematic Opportunities
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Check out Alpha Blue Correlation, Alpha Blue Volatility and Alpha Blue Performance module to complement your research on Alpha Blue. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Alpha Blue 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.