Aam Sp 500 Etf Market Value
| SPDV Etf | USD 36.54 0.08 0.22% |
| Symbol | AAM |
Understanding AAM SP 500 requires distinguishing between market price and book value, where the latter reflects AAM's accounting equity. The concept of intrinsic value—what AAM SP's is actually worth based on fundamentals—guides informed investors toward better entry and exit points. Investment professionals apply varied valuation frameworks to compute inherent worth and acquire positions when market prices trade at discounts to calculated value. Market sentiment, economic cycles, and investor behavior can push AAM SP's price substantially above or below its fundamental value.
Please note, there is a significant difference between AAM SP's value and its price as these two are different measures arrived at by different means. Investors typically determine if AAM SP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. In contrast, AAM SP's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
AAM SP '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 AAM SP'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 AAM SP.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in AAM SP on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding AAM SP 500 or generate 0.0% return on investment in AAM SP over 90 days. AAM SP is related to or competes with BlackRock High, Invesco SP, First Trust, RBB Fund, Invesco SP, IShares MSCI, and First Trust. The index is a rules-based, equal-weighted index that is designed to provide exposure to the constituents of the SP 500 ... More
AAM SP 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 AAM SP'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 AAM SP 500 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7791 | |||
| Information Ratio | 0.0841 | |||
| Maximum Drawdown | 3.59 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.78 |
AAM SP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AAM SP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AAM SP's standard deviation. In reality, there are many statistical measures that can use AAM SP historical prices to predict the future AAM SP's volatility.| Risk Adjusted Performance | 0.1172 | |||
| Jensen Alpha | 0.0793 | |||
| Total Risk Alpha | 0.0621 | |||
| Sortino Ratio | 0.087 | |||
| Treynor Ratio | 0.1533 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AAM SP's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
AAM SP January 29, 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 | 0.1172 | |||
| Market Risk Adjusted Performance | 0.1633 | |||
| Mean Deviation | 0.6284 | |||
| Semi Deviation | 0.5907 | |||
| Downside Deviation | 0.7791 | |||
| Coefficient Of Variation | 624.75 | |||
| Standard Deviation | 0.8067 | |||
| Variance | 0.6507 | |||
| Information Ratio | 0.0841 | |||
| Jensen Alpha | 0.0793 | |||
| Total Risk Alpha | 0.0621 | |||
| Sortino Ratio | 0.087 | |||
| Treynor Ratio | 0.1533 | |||
| Maximum Drawdown | 3.59 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.78 | |||
| Downside Variance | 0.6069 | |||
| Semi Variance | 0.3489 | |||
| Expected Short fall | (0.65) | |||
| Skewness | 0.2288 | |||
| Kurtosis | 0.0259 |
AAM SP 500 Backtested Returns
At this stage we consider AAM Etf to be very steady. AAM SP 500 secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the etf had a 0.16 % return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for AAM SP 500, which you can use to evaluate the volatility of the entity. Please confirm AAM SP's Downside Deviation of 0.7791, coefficient of variation of 624.75, and Mean Deviation of 0.6284 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. The entity shows a Beta (market volatility) of 0.78, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AAM SP's returns are expected to increase less than the market. However, during the bear market, the loss of holding AAM SP is expected to be smaller as well.
Auto-correlation | 0.72 |
Good predictability
AAM SP 500 has good predictability. Overlapping area represents the amount of predictability between AAM SP time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 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 AAM SP 500 price movement. The serial correlation of 0.72 indicates that around 72.0% of current AAM SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.58 |
Thematic Opportunities
Explore Investment Opportunities
Check out AAM SP Correlation, AAM SP Volatility and AAM SP Performance module to complement your research on AAM SP. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
AAM SP 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.