Ab Moderate Buffer Etf Market Value
| BUFM Etf | 36.74 0.07 0.19% |
| Symbol | BUFM |
The market value of AB Moderate Buffer is measured differently than its book value, which is the value of BUFM that is recorded on the company's balance sheet. Investors also form their own opinion of AB Moderate's value that differs from its market value or its book value, called intrinsic value, which is AB Moderate'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 Moderate's market value can be influenced by many factors that don't directly affect AB Moderate'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 Moderate's value and its price as these two are different measures arrived at by different means. Investors typically determine if AB Moderate is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AB Moderate'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 Moderate '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 Moderate'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 Moderate.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in AB Moderate on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding AB Moderate Buffer or generate 0.0% return on investment in AB Moderate over 90 days. AB Moderate is related to or competes with FT Vest, Northern Lights, Dimensional International, First Trust, EA Series, FT Cboe, and FT Cboe. AB Moderate is entity of United States. It is traded as Etf on US exchange. More
AB Moderate 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 Moderate'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 Moderate Buffer upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4454 | |||
| Information Ratio | 0.0128 | |||
| Maximum Drawdown | 2.61 | |||
| Value At Risk | (0.48) | |||
| Potential Upside | 1.06 |
AB Moderate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AB Moderate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AB Moderate's standard deviation. In reality, there are many statistical measures that can use AB Moderate historical prices to predict the future AB Moderate's volatility.| Risk Adjusted Performance | 0.2725 | |||
| Jensen Alpha | 0.1277 | |||
| Total Risk Alpha | 0.0688 | |||
| Sortino Ratio | 0.0141 | |||
| Treynor Ratio | 1.92 |
AB Moderate Buffer Backtested Returns
As of now, BUFM Etf is very steady. AB Moderate Buffer retains Efficiency (Sharpe Ratio) of 0.41, which signifies that the etf had a 0.41 % return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for AB Moderate, which you can use to evaluate the volatility of the entity. Please confirm AB Moderate's Variance of 0.2379, market risk adjusted performance of 1.93, and Standard Deviation of 0.4877 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. The entity owns a Beta (Systematic Risk) of 0.0715, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AB Moderate's returns are expected to increase less than the market. However, during the bear market, the loss of holding AB Moderate is expected to be smaller as well.
Auto-correlation | 0.88 |
Very good predictability
AB Moderate Buffer has very good predictability. Overlapping area represents the amount of predictability between AB Moderate time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Moderate Buffer price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current AB Moderate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
AB Moderate Buffer lagged returns against current returns
Autocorrelation, which is AB Moderate 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 Moderate's etf expected returns. We can calculate the autocorrelation of AB Moderate returns to help us make a trade decision. For example, suppose you find that AB Moderate 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 Moderate 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 Moderate etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AB Moderate etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AB Moderate etf over time.
Current vs Lagged Prices |
| Timeline |
AB Moderate Lagged Returns
When evaluating AB Moderate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AB Moderate etf have on its future price. AB Moderate 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 Moderate autocorrelation shows the relationship between AB Moderate etf current value and its past values and can show if there is a momentum factor associated with investing in AB Moderate Buffer.
Regressed Prices |
| Timeline |
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AB Moderate 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.