Rbb Fund Etf Market Value
| SGLC Etf | 36.81 0.88 2.33% |
| Symbol | Rbb |
The market value of Rbb Fund is measured differently than its book value, which is the value of Rbb that is recorded on the company's balance sheet. Investors also form their own opinion of Rbb Fund's value that differs from its market value or its book value, called intrinsic value, which is Rbb Fund'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 Rbb Fund's market value can be influenced by many factors that don't directly affect Rbb Fund'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 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. However, Rbb Fund'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.
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.
| 06/10/2023 |
| 12/01/2024 |
If you would invest 0.00 in Rbb Fund on June 10, 2023 and sell it all today you would earn a total of 0.00 from holding Rbb Fund or generate 0.0% return on investment in Rbb Fund over 540 days. Rbb Fund is related to or competes with Putnam ETF, Timothy Plan, Sprott Energy, Angel Oak, and WisdomTree Voya. 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 Rbb Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9237 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 4.86 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 1.47 |
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 | 0.0946 | |||
| Jensen Alpha | 0.0835 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.7778 |
Rbb Fund Backtested Returns
At this point, Rbb Fund is very steady. Rbb Fund maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the entity had a 0.12% 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 Semi Deviation of 0.7762, coefficient of variation of 821.15, and Risk Adjusted Performance of 0.0946 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The etf holds a Beta of 0.13, 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 | 0.61 |
Good predictability
Rbb Fund has good predictability. Overlapping area represents the amount of predictability between Rbb Fund time series from 10th of June 2023 to 6th of March 2024 and 6th of March 2024 to 1st of December 2024. 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 0.61 indicates that roughly 61.0% of current Rbb Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 1.57 |
Rbb Fund lagged returns against current returns
Autocorrelation, which is Rbb Fund 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 Rbb Fund's etf 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 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 |
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 etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rbb Fund etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rbb Fund etf 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 etf 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 etf current value and its past values and can show if there is a momentum factor associated with investing in 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 offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Rbb Fund's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Rbb Fund Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Rbb Fund Etf: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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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.