Fm Ultrashort Treasury Etf Market Value
| RBIL Etf | 49.67 0.00 0.00% |
| Symbol | RBIL |
The market value of Fm Ultrashort Treasury is measured differently than its book value, which is the value of RBIL that is recorded on the company's balance sheet. Investors also form their own opinion of Fm Ultrashort's value that differs from its market value or its book value, called intrinsic value, which is Fm Ultrashort'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 Fm Ultrashort's market value can be influenced by many factors that don't directly affect Fm Ultrashort'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 Fm Ultrashort's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fm Ultrashort is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fm Ultrashort'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.
Fm Ultrashort '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 Fm Ultrashort'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 Fm Ultrashort.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in Fm Ultrashort on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Fm Ultrashort Treasury or generate 0.0% return on investment in Fm Ultrashort over 30 days. Fm Ultrashort is related to or competes with Nuveen Preferred, Fm 10, AIM ETF, Madison ETFs, Capital Group, TrueShares Structured, and IShares IBonds. Fm Ultrashort is entity of United States More
Fm Ultrashort 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 Fm Ultrashort'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 Fm Ultrashort Treasury upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0384 | |||
| Information Ratio | (1.58) | |||
| Maximum Drawdown | 0.1416 | |||
| Value At Risk | (0.04) | |||
| Potential Upside | 0.0606 |
Fm Ultrashort Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fm Ultrashort's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fm Ultrashort's standard deviation. In reality, there are many statistical measures that can use Fm Ultrashort historical prices to predict the future Fm Ultrashort's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (1.30) | |||
| Treynor Ratio | (0.53) |
Fm Ultrashort Treasury Backtested Returns
As of now, RBIL Etf is very steady. Fm Ultrashort Treasury retains Efficiency (Sharpe Ratio) of 0.22, which denotes the etf had a 0.22 % return per unit of price deviation over the last 3 months. We have found twenty-six technical indicators for Fm Ultrashort, which you can use to evaluate the volatility of the entity. Please confirm Fm Ultrashort's Variance of 0.001, coefficient of variation of 369.71, and Market Risk Adjusted Performance of (0.52) to check if the risk estimate we provide is consistent with the expected return of 0.0069%. The etf owns a Beta (Systematic Risk) of 0.0027, which means not very significant fluctuations relative to the market. As returns on the market increase, Fm Ultrashort's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fm Ultrashort is expected to be smaller as well.
Auto-correlation | 0.27 |
Poor predictability
Fm Ultrashort Treasury has poor predictability. Overlapping area represents the amount of predictability between Fm Ultrashort time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd 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 Fm Ultrashort Treasury price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Fm Ultrashort price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Fm Ultrashort Treasury lagged returns against current returns
Autocorrelation, which is Fm Ultrashort 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 Fm Ultrashort's etf expected returns. We can calculate the autocorrelation of Fm Ultrashort returns to help us make a trade decision. For example, suppose you find that Fm Ultrashort 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 |
Fm Ultrashort 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 Fm Ultrashort etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fm Ultrashort etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fm Ultrashort etf over time.
Current vs Lagged Prices |
| Timeline |
Fm Ultrashort Lagged Returns
When evaluating Fm Ultrashort's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fm Ultrashort etf have on its future price. Fm Ultrashort 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, Fm Ultrashort autocorrelation shows the relationship between Fm Ultrashort etf current value and its past values and can show if there is a momentum factor associated with investing in Fm Ultrashort Treasury.
Regressed Prices |
| Timeline |
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Fm Ultrashort 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.