Ab Active Etfs, Etf Performance
| ILOW Etf | 35.13 0.23 0.66% |
The entity owns a Beta (Systematic Risk) of 0.0419, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AB Active's returns are expected to increase less than the market. However, during the bear market, the loss of holding AB Active is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days AB Active ETFs, has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable basic indicators, AB Active is not utilizing all of its potentials. The current stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
| In Threey Sharp Ratio | 0.05 |
ILOW |
AB Active Relative Risk vs. Return Landscape
If you would invest 3,650 in AB Active ETFs, on August 30, 2024 and sell it today you would lose (137.00) from holding AB Active ETFs, or give up 3.75% of portfolio value over 90 days. AB Active ETFs, is currently does not generate positive expected returns and assumes 0.719% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than ILOW, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
AB Active Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for AB Active's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as AB Active ETFs,, and traders can use it to determine the average amount a AB Active's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0809
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ILOW |
Estimated Market Risk
| 0.72 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average AB Active is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of AB Active by adding AB Active to a well-diversified portfolio.
AB Active Fundamentals Growth
ILOW Etf prices reflect investors' perceptions of the future prospects and financial health of AB Active, and AB Active fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on ILOW Etf performance.
About AB Active Performance
Evaluating AB Active's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if AB Active has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if AB Active has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
| AB Active ETFs, generated a negative expected return over the last 90 days |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in AB Active ETFs,. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in persons. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
The market value of AB Active ETFs, is measured differently than its book value, which is the value of ILOW that is recorded on the company's balance sheet. Investors also form their own opinion of AB Active's value that differs from its market value or its book value, called intrinsic value, which is AB Active'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 AB Active's market value can be influenced by many factors that don't directly affect AB Active'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 AB Active's value and its price as these two are different measures arrived at by different means. Investors typically determine if AB Active is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AB Active'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.