The Rbb Fund Market Value
| TMFS Etf | USD 35.81 0.30 0.84% |
| Symbol | RBB |
Investors evaluate RBB Fund using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating RBB Fund's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause RBB Fund's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between RBB Fund's value and its price as these two are different measures arrived at by different means. Investors typically determine if RBB Fund is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, RBB Fund's market price signifies the transaction level at which participants voluntarily complete trades.
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 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 RBB Fund.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in RBB Fund on November 29, 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 90 days. RBB Fund is related to or competes with Vanguard, Vanguard, SPDR Portfolio, Vanguard, Goldman Sachs, Vanguard Russell, and First Trust. The fund invests in a focused portfolio of the common stocks of high-quality companies organized in the United States th... 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 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 The RBB Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.02 | |||
| Information Ratio | 0.0407 | |||
| Maximum Drawdown | 5.77 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 2.44 |
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 | 0.1113 | |||
| Jensen Alpha | 0.0174 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0486 | |||
| Treynor Ratio | 0.1257 |
RBB Fund February 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 | 0.1113 | |||
| Market Risk Adjusted Performance | 0.1357 | |||
| Mean Deviation | 0.9231 | |||
| Semi Deviation | 0.875 | |||
| Downside Deviation | 1.02 | |||
| Coefficient Of Variation | 708.16 | |||
| Standard Deviation | 1.22 | |||
| Variance | 1.48 | |||
| Information Ratio | 0.0407 | |||
| Jensen Alpha | 0.0174 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0486 | |||
| Treynor Ratio | 0.1257 | |||
| Maximum Drawdown | 5.77 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 2.44 | |||
| Downside Variance | 1.04 | |||
| Semi Variance | 0.7656 | |||
| Expected Short fall | (1.09) | |||
| Skewness | 0.5846 | |||
| Kurtosis | 0.4233 |
RBB Fund Backtested Returns
Currently, The RBB Fund is very steady. RBB Fund maintains Sharpe Ratio (i.e., Efficiency) of 0.0619, which implies the entity had a 0.0619 % return per unit of risk over the last 3 months. We have found thirty technical indicators for RBB Fund, which you can use to evaluate the volatility of the etf. Please check RBB Fund's Coefficient Of Variation of 708.16, semi deviation of 0.875, and Market Risk Adjusted Performance of 0.1357 to confirm if the risk estimate we provide is consistent with the expected return of 0.0704%. The etf holds a Beta of 1.29, which implies 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, RBB Fund will likely underperform.
Auto-correlation | -0.51 |
Good reverse predictability
The RBB Fund has good reverse predictability. Overlapping area represents the amount of predictability between RBB Fund time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th 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 RBB Fund price movement. The serial correlation of -0.51 indicates that about 51.0% of current RBB Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Thematic Opportunities
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Check out RBB Fund Correlation, RBB Fund Volatility and RBB Fund Performance module to complement your research on RBB Fund. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
RBB Fund 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.