Advisorshares Trust Etf Market Value
| HVAC Etf | 34.31 0.24 0.70% |
| Symbol | AdvisorShares |
The market value of AdvisorShares Trust is measured differently than its book value, which is the value of AdvisorShares that is recorded on the company's balance sheet. Investors also form their own opinion of AdvisorShares Trust's value that differs from its market value or its book value, called intrinsic value, which is AdvisorShares Trust'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 AdvisorShares Trust's market value can be influenced by many factors that don't directly affect AdvisorShares Trust'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 AdvisorShares Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if AdvisorShares Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AdvisorShares Trust'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.
AdvisorShares Trust '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 AdvisorShares Trust'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 AdvisorShares Trust.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in AdvisorShares Trust on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding AdvisorShares Trust or generate 0.0% return on investment in AdvisorShares Trust over 90 days. AdvisorShares Trust is related to or competes with Columbia ETF, AdvisorShares Restaurant, IREIT MarketVector, KraneShares Trust, City Different, Harbor ETF, and Global X. More
AdvisorShares Trust 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 AdvisorShares Trust'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 AdvisorShares Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.02 | |||
| Information Ratio | 0.0099 | |||
| Maximum Drawdown | 7.3 | |||
| Value At Risk | (3.68) | |||
| Potential Upside | 2.36 |
AdvisorShares Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AdvisorShares Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AdvisorShares Trust's standard deviation. In reality, there are many statistical measures that can use AdvisorShares Trust historical prices to predict the future AdvisorShares Trust's volatility.| Risk Adjusted Performance | 0.0478 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0083 | |||
| Treynor Ratio | 0.0659 |
AdvisorShares Trust January 27, 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 | 0.0478 | |||
| Market Risk Adjusted Performance | 0.0759 | |||
| Mean Deviation | 1.32 | |||
| Semi Deviation | 1.88 | |||
| Downside Deviation | 2.02 | |||
| Coefficient Of Variation | 1744.77 | |||
| Standard Deviation | 1.71 | |||
| Variance | 2.91 | |||
| Information Ratio | 0.0099 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0083 | |||
| Treynor Ratio | 0.0659 | |||
| Maximum Drawdown | 7.3 | |||
| Value At Risk | (3.68) | |||
| Potential Upside | 2.36 | |||
| Downside Variance | 4.08 | |||
| Semi Variance | 3.53 | |||
| Expected Short fall | (1.25) | |||
| Skewness | (0.78) | |||
| Kurtosis | 0.7517 |
AdvisorShares Trust Backtested Returns
At this point, AdvisorShares Trust is very steady. AdvisorShares Trust secures Sharpe Ratio (or Efficiency) of 0.0472, which signifies that the etf had a 0.0472 % return per unit of risk over the last 3 months. We have found thirty technical indicators for AdvisorShares Trust, which you can use to evaluate the volatility of the entity. Please confirm AdvisorShares Trust's Risk Adjusted Performance of 0.0478, mean deviation of 1.32, and Downside Deviation of 2.02 to double-check if the risk estimate we provide is consistent with the expected return of 0.081%. The etf shows a Beta (market volatility) of 1.33, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, AdvisorShares Trust will likely underperform.
Auto-correlation | -0.24 |
Weak reverse predictability
AdvisorShares Trust has weak reverse predictability. Overlapping area represents the amount of predictability between AdvisorShares Trust time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th of January 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 AdvisorShares Trust price movement. The serial correlation of -0.24 indicates that over 24.0% of current AdvisorShares Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 1.61 |
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| HITI | High Tide | |
| BAC | Bank of America |
Check out AdvisorShares Trust Correlation, AdvisorShares Trust Volatility and AdvisorShares Trust Alpha and Beta module to complement your research on AdvisorShares Trust. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
AdvisorShares Trust 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.