Ab Conservative Buffer Etf Market Value
| BUFC Etf | 39.70 0.02 0.05% |
| Symbol | BUFC |
The market value of AB Conservative Buffer is measured differently than its book value, which is the value of BUFC that is recorded on the company's balance sheet. Investors also form their own opinion of AB Conservative's value that differs from its market value or its book value, called intrinsic value, which is AB Conservative'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 Conservative's market value can be influenced by many factors that don't directly affect AB Conservative'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 Conservative's value and its price as these two are different measures arrived at by different means. Investors typically determine if AB Conservative is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AB Conservative'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.
AB Conservative '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 AB Conservative'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 AB Conservative.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in AB Conservative on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding AB Conservative Buffer or generate 0.0% return on investment in AB Conservative over 90 days. AB Conservative is related to or competes with FT Vest, Northern Lights, Dimensional International, First Trust, EA Series, FT Cboe, and FT Cboe. AB Conservative is entity of United States More
AB Conservative 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 AB Conservative'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 AB Conservative Buffer upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3014 | |||
| Information Ratio | (0.32) | |||
| Maximum Drawdown | 1.35 | |||
| Value At Risk | (0.41) | |||
| Potential Upside | 0.4943 |
AB Conservative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AB Conservative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AB Conservative's standard deviation. In reality, there are many statistical measures that can use AB Conservative historical prices to predict the future AB Conservative's volatility.| Risk Adjusted Performance | 0.1646 | |||
| Jensen Alpha | 0.018 | |||
| Total Risk Alpha | 0.0069 | |||
| Sortino Ratio | (0.29) | |||
| Treynor Ratio | 0.2186 |
AB Conservative Buffer Backtested Returns
At this point, AB Conservative is very steady. AB Conservative Buffer retains Efficiency (Sharpe Ratio) of 0.32, which signifies that the etf had a 0.32 % return per unit of price deviation over the last 3 months. We have found thirty technical indicators for AB Conservative, which you can use to evaluate the volatility of the entity. Please confirm AB Conservative's Standard Deviation of 0.2704, market risk adjusted performance of 0.2286, and Coefficient Of Variation of 493.73 to double-check if the risk estimate we provide is consistent with the expected return of 0.0744%. The entity owns a Beta (Systematic Risk) of 0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AB Conservative's returns are expected to increase less than the market. However, during the bear market, the loss of holding AB Conservative is expected to be smaller as well.
Auto-correlation | 0.76 |
Good predictability
AB Conservative Buffer has good predictability. Overlapping area represents the amount of predictability between AB Conservative time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AB Conservative Buffer price movement. The serial correlation of 0.76 indicates that around 76.0% of current AB Conservative price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
AB Conservative Buffer lagged returns against current returns
Autocorrelation, which is AB Conservative 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 AB Conservative's etf expected returns. We can calculate the autocorrelation of AB Conservative returns to help us make a trade decision. For example, suppose you find that AB Conservative 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 |
AB Conservative 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 AB Conservative etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AB Conservative etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AB Conservative etf over time.
Current vs Lagged Prices |
| Timeline |
AB Conservative Lagged Returns
When evaluating AB Conservative's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AB Conservative etf have on its future price. AB Conservative 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, AB Conservative autocorrelation shows the relationship between AB Conservative etf current value and its past values and can show if there is a momentum factor associated with investing in AB Conservative Buffer.
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 AB Conservative Buffer offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of AB Conservative'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 Ab Conservative Buffer Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Ab Conservative Buffer Etf:Check out AB Conservative Correlation, AB Conservative Volatility and AB Conservative Alpha and Beta module to complement your research on AB Conservative. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
AB Conservative 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.