Ab Active Etfs Etf Key Fundamental Indicators
| SDFI Etf | 35.99 0.03 0.08% |
As of the 28th of February, AB Active owns the Standard Deviation of 0.0874, variance of 0.0076, and Market Risk Adjusted Performance of (0.75). In connection with fundamental indicators, the technical analysis model gives you tools to check timely technical drivers of AB Active ETFs, as well as the relationship between them.
AB Active's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing AB Active's valuation are provided below:Market Capitalisation {Big=0, Small=0, Mega=0, Medium=0, Micro=0.00463} |
Investors evaluate AB Active ETFs using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating AB Active's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause AB Active's market price to deviate significantly 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. Conversely, AB Active's market price signifies the transaction level at which participants voluntarily complete trades.
AB Active '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 Active'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 Active.
| 11/30/2025 |
| 02/28/2026 |
If you would invest 0.00 in AB Active on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding AB Active ETFs or generate 0.0% return on investment in AB Active over 90 days. AB Active is related to or competes with Janus Detroit, KraneShares California, WisdomTree Emerging, Avantis International, First Trust, Harbor ETF, and First Trust. AB Active is entity of United States. It is traded as Etf on NYSE ARCA exchange. More
AB Active 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 Active'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 Active ETFs upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0836 | |||
| Information Ratio | (0.79) | |||
| Maximum Drawdown | 0.394 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.1681 |
AB Active Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AB Active's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AB Active's standard deviation. In reality, there are many statistical measures that can use AB Active historical prices to predict the future AB Active's volatility.| Risk Adjusted Performance | 0.1084 | |||
| Jensen Alpha | 0.0124 | |||
| Total Risk Alpha | 0.0021 | |||
| Sortino Ratio | (0.82) | |||
| Treynor Ratio | (0.76) |
AB Active February 28, 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 | 0.1084 | |||
| Market Risk Adjusted Performance | (0.75) | |||
| Mean Deviation | 0.0688 | |||
| Downside Deviation | 0.0836 | |||
| Coefficient Of Variation | 411.49 | |||
| Standard Deviation | 0.0874 | |||
| Variance | 0.0076 | |||
| Information Ratio | (0.79) | |||
| Jensen Alpha | 0.0124 | |||
| Total Risk Alpha | 0.0021 | |||
| Sortino Ratio | (0.82) | |||
| Treynor Ratio | (0.76) | |||
| Maximum Drawdown | 0.394 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.1681 | |||
| Downside Variance | 0.007 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.09) | |||
| Skewness | 0.1482 | |||
| Kurtosis | (0.05) |
AB Active ETFs Backtested Returns
AB Active is very steady at the moment. AB Active ETFs retains Efficiency (Sharpe Ratio) of 0.26, which signifies that the etf had a 0.26 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for AB Active, which you can use to evaluate the volatility of the entity. Please confirm AB Active's Standard Deviation of 0.0874, market risk adjusted performance of (0.75), and Variance of 0.0076 to double-check if the risk estimate we provide is consistent with the expected return of 0.0225%. The entity owns a Beta (Systematic Risk) of -0.0148, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AB Active are expected to decrease at a much lower rate. During the bear market, AB Active is likely to outperform the market.
Auto-correlation | 0.89 |
Very good predictability
AB Active ETFs has very good predictability. Overlapping area represents the amount of predictability between AB Active time series from 30th of November 2025 to 14th of January 2026 and 14th of January 2026 to 28th of February 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 AB Active ETFs price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current AB Active price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, AB Active ETFs has a Beta of 0.37. This is much higher than that of the family and significantly higher than that of the Short-Term Bond category. The beta for all United States etfs is notably lower than that of the firm.
SDFI Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses AB Active's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of AB Active could also be used in its relative valuation, which is a method of valuing AB Active by comparing valuation metrics of similar companies.AB Active is currently under evaluation in beta as compared to similar ETFs.
SDFI Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining AB Active's current stock value. Our valuation model uses many indicators to compare AB Active value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across AB Active competition to find correlations between indicators driving AB Active's intrinsic value. More Info.AB Active ETFs is presently regarded as number one ETF in beta as compared to similar ETFs. It also is presently regarded as number one ETF in one year return as compared to similar ETFs reporting about 15.68 of One Year Return per Beta. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the AB Active's earnings, one of the primary drivers of an investment's value.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.
SDFI Fundamentals
| Beta | 0.37 | |||
| One Year Return | 5.80 % | |||
| Three Year Return | 6.00 % | |||
| Five Year Return | 2.50 % |
About AB Active Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze AB Active ETFs's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of AB Active using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of AB Active ETFs based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.AB Active is entity of United States. It is traded as Etf on NYSE ARCA exchange.
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Investors evaluate AB Active ETFs using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating AB Active's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause AB Active's market price to deviate significantly 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. Conversely, AB Active's market price signifies the transaction level at which participants voluntarily complete trades.