Abld Etf Market Value
| ABLD Etf | 29.28 0.05 0.17% |
| Symbol | ABLD |
The market value of ABLD is measured differently than its book value, which is the value of ABLD that is recorded on the company's balance sheet. Investors also form their own opinion of ABLD's value that differs from its market value or its book value, called intrinsic value, which is ABLD'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 ABLD's market value can be influenced by many factors that don't directly affect ABLD'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 ABLD's value and its price as these two are different measures arrived at by different means. Investors typically determine if ABLD is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ABLD'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.
ABLD '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 ABLD'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 ABLD.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in ABLD on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding ABLD or generate 0.0% return on investment in ABLD over 30 days. ABLD is related to or competes with Freedom Day, Davis Select, IShares MSCI, SmartETFs Dividend, Elevation Series, Principal Value, and Vanguard Total. More
ABLD 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 ABLD'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 ABLD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6551 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 2.73 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 0.98 |
ABLD Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ABLD's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ABLD's standard deviation. In reality, there are many statistical measures that can use ABLD historical prices to predict the future ABLD's volatility.| Risk Adjusted Performance | 0.031 | |||
| Jensen Alpha | 0.0214 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | (0.60) |
ABLD Backtested Returns
At this point, ABLD is very steady. ABLD secures Sharpe Ratio (or Efficiency) of 0.0455, which signifies that the etf had a 0.0455 % return per unit of return volatility over the last 3 months. We have found thirty technical indicators for ABLD, which you can use to evaluate the volatility of the entity. Please confirm ABLD's Mean Deviation of 0.5061, coefficient of variation of 2197.89, and Downside Deviation of 0.6551 to double-check if the risk estimate we provide is consistent with the expected return of 0.0291%. The entity shows a Beta (market volatility) of -0.0316, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ABLD are expected to decrease at a much lower rate. During the bear market, ABLD is likely to outperform the market.
Auto-correlation | 0.01 |
Virtually no predictability
ABLD has virtually no predictability. Overlapping area represents the amount of predictability between ABLD time series from 30th of November 2025 to 15th of December 2025 and 15th of December 2025 to 30th of December 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 ABLD price movement. The serial correlation of 0.01 indicates that just 1.0% of current ABLD price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
ABLD lagged returns against current returns
Autocorrelation, which is ABLD 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 ABLD's etf expected returns. We can calculate the autocorrelation of ABLD returns to help us make a trade decision. For example, suppose you find that ABLD 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 |
ABLD 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 ABLD etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ABLD etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ABLD etf over time.
Current vs Lagged Prices |
| Timeline |
ABLD Lagged Returns
When evaluating ABLD's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ABLD etf have on its future price. ABLD 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, ABLD autocorrelation shows the relationship between ABLD etf current value and its past values and can show if there is a momentum factor associated with investing in ABLD.
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 ABLD is a strong investment it is important to analyze ABLD's 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 ABLD's future performance. For an informed investment choice regarding ABLD Etf, refer to the following important reports:Check out ABLD Correlation, ABLD Volatility and ABLD Alpha and Beta module to complement your research on ABLD. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
ABLD 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.