The Rbb Fund Market Value
| COPY Etf | 13.10 0.07 0.54% |
| Symbol | RBB |
RBB Fund '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 RBB Fund's otc bb equity 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 RBB Fund.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in RBB Fund on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding The RBB Fund or generate 0.0% return on investment in RBB Fund over 180 days. RBB Fund is related to or competes with Invesco SP, PIMCO RAFI, First Trust, Goldman Sachs, 6 Meridian, Pacer Emerging, and Innovator MSCI. CopyTele, Inc. develops, acquires, licenses, and enforces patented technologies for the purposes of patent monetization and patent assertion. More
RBB Fund 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 RBB Fund's otc bb equity 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 The RBB Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7735 | |||
| Information Ratio | 0.0373 | |||
| Maximum Drawdown | 2.94 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 1.2 |
RBB Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RBB Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RBB Fund's standard deviation. In reality, there are many statistical measures that can use RBB Fund historical prices to predict the future RBB Fund's volatility.| Risk Adjusted Performance | 0.0905 | |||
| Jensen Alpha | 0.077 | |||
| Total Risk Alpha | 0.0238 | |||
| Sortino Ratio | 0.0363 | |||
| Treynor Ratio | 0.5361 |
RBB Fund Backtested Returns
At this stage we consider RBB OTC BB Equity to be very steady. RBB Fund maintains Sharpe Ratio (i.e., Efficiency) of 0.14, which implies the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for RBB Fund, which you can use to evaluate the volatility of the etf. Please check RBB Fund's Market Risk Adjusted Performance of 0.5461, coefficient of variation of 780.54, and Semi Deviation of 0.6372 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. The etf holds a Beta of 0.16, which implies not very significant fluctuations relative to the market. As returns on the market increase, RBB Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding RBB Fund is expected to be smaller as well.
Auto-correlation | 0.52 |
Modest predictability
The RBB Fund has modest predictability. Overlapping area represents the amount of predictability between RBB Fund time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 RBB Fund price movement. The serial correlation of 0.52 indicates that about 52.0% of current RBB Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
RBB Fund lagged returns against current returns
Autocorrelation, which is RBB Fund otc bb equity'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 RBB Fund's otc bb equity expected returns. We can calculate the autocorrelation of RBB Fund returns to help us make a trade decision. For example, suppose you find that RBB Fund has exhibited high autocorrelation historically, and you observe that the otc bb equity 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 |
RBB Fund 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 RBB Fund otc bb equity is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RBB Fund otc bb equity is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RBB Fund otc bb equity over time.
Current vs Lagged Prices |
| Timeline |
RBB Fund Lagged Returns
When evaluating RBB Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RBB Fund otc bb equity have on its future price. RBB Fund 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, RBB Fund autocorrelation shows the relationship between RBB Fund otc bb equity current value and its past values and can show if there is a momentum factor associated with investing in The RBB Fund.
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 RBB Fund is a strong investment it is important to analyze RBB Fund'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 RBB Fund's future performance. For an informed investment choice regarding RBB OTC BB Equity, refer to the following important reports:Check out RBB Fund Correlation, RBB Fund Volatility and RBB Fund Alpha and Beta module to complement your research on RBB Fund. You can also try the Stocks Directory module to find actively traded stocks across global markets.
RBB Fund technical otc bb equity 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, otc market cycles, or different charting patterns.