Alpha Blue Capital Etf Market Value
| ABCS Etf | 31.25 0.24 0.76% |
| Symbol | Alpha |
The market value of Alpha Blue Capital is measured differently than its book value, which is the value of Alpha that is recorded on the company's balance sheet. Investors also form their own opinion of Alpha Blue's value that differs from its market value or its book value, called intrinsic value, which is Alpha Blue'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 Alpha Blue's market value can be influenced by many factors that don't directly affect Alpha Blue'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 Alpha Blue's value and its price as these two are different measures arrived at by different means. Investors typically determine if Alpha Blue is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alpha Blue'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.
Alpha Blue '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 Alpha Blue'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 Alpha Blue.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Alpha Blue on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Alpha Blue Capital or generate 0.0% return on investment in Alpha Blue over 90 days. Alpha Blue is related to or competes with Global X, BlackRock Large, YieldMax Target, Amplify Cash, PGIM ETF, Themes Small, and Honeytree Equity. More
Alpha Blue 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 Alpha Blue'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 Alpha Blue Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8444 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 4.06 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.72 |
Alpha Blue Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alpha Blue's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alpha Blue's standard deviation. In reality, there are many statistical measures that can use Alpha Blue historical prices to predict the future Alpha Blue's volatility.| Risk Adjusted Performance | 0.0523 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0576 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Alpha Blue'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.
Alpha Blue January 24, 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 | 0.0523 | |||
| Market Risk Adjusted Performance | 0.0676 | |||
| Mean Deviation | 0.7006 | |||
| Semi Deviation | 0.7758 | |||
| Downside Deviation | 0.8444 | |||
| Coefficient Of Variation | 1450.9 | |||
| Standard Deviation | 0.8937 | |||
| Variance | 0.7987 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0576 | |||
| Maximum Drawdown | 4.06 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.72 | |||
| Downside Variance | 0.713 | |||
| Semi Variance | 0.6018 | |||
| Expected Short fall | (0.75) | |||
| Skewness | 0.2316 | |||
| Kurtosis | 0.1981 |
Alpha Blue Capital Backtested Returns
Currently, Alpha Blue Capital is very steady. Alpha Blue Capital secures Sharpe Ratio (or Efficiency) of 0.0689, which signifies that the etf had a 0.0689 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Alpha Blue Capital, which you can use to evaluate the volatility of the entity. Please confirm Alpha Blue's Risk Adjusted Performance of 0.0523, downside deviation of 0.8444, and Mean Deviation of 0.7006 to double-check if the risk estimate we provide is consistent with the expected return of 0.0616%. The etf shows a Beta (market volatility) of 0.9, which signifies possible diversification benefits within a given portfolio. Alpha Blue returns are very sensitive to returns on the market. As the market goes up or down, Alpha Blue is expected to follow.
Auto-correlation | 0.36 |
Below average predictability
Alpha Blue Capital has below average predictability. Overlapping area represents the amount of predictability between Alpha Blue time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th 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 Alpha Blue Capital price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Alpha Blue price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Thematic Opportunities
Explore Investment Opportunities
Check out Alpha Blue Correlation, Alpha Blue Volatility and Alpha Blue Alpha and Beta module to complement your research on Alpha Blue. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Alpha Blue 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.