Td Active Preferred Etf Net Asset
| TPRF Etf | CAD 12.59 0.01 0.08% |
As of the 25th of January, TD Active owns the Downside Deviation of 0.4257, mean deviation of 0.2253, and Risk Adjusted Performance of 0.1149. In connection with fundamental indicators, the technical analysis model makes it possible for you to check timely technical drivers of TD Active Preferred, as well as the relationship between them.
TD 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 TD Active's valuation are provided below:TD Active Preferred does not at this moment have any fundamental measures for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. TPRF |
TD 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 TD 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 TD Active.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in TD Active on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding TD Active Preferred or generate 0.0% return on investment in TD Active over 90 days. TD Active is related to or competes with Harvest Equal, Exemplar Growth, IShares SP, IShares MSCI, IShares SPTSX, IShares Diversified, and Hamilton Gold. TD Active Preferred Share ETF seeks to earn a high level of income by investing primarily in Canadian listed preferred s... More
TD 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 TD 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 TD Active Preferred upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4257 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 1.55 | |||
| Value At Risk | (0.41) | |||
| Potential Upside | 0.4988 |
TD Active Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TD Active's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TD Active's standard deviation. In reality, there are many statistical measures that can use TD Active historical prices to predict the future TD Active's volatility.| Risk Adjusted Performance | 0.1149 | |||
| Jensen Alpha | 0.0429 | |||
| Total Risk Alpha | 0.0155 | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 2.09 |
TD Active January 25, 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 | 0.1149 | |||
| Market Risk Adjusted Performance | 2.1 | |||
| Mean Deviation | 0.2253 | |||
| Semi Deviation | 0.2174 | |||
| Downside Deviation | 0.4257 | |||
| Coefficient Of Variation | 569.34 | |||
| Standard Deviation | 0.3094 | |||
| Variance | 0.0957 | |||
| Information Ratio | (0.08) | |||
| Jensen Alpha | 0.0429 | |||
| Total Risk Alpha | 0.0155 | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 2.09 | |||
| Maximum Drawdown | 1.55 | |||
| Value At Risk | (0.41) | |||
| Potential Upside | 0.4988 | |||
| Downside Variance | 0.1812 | |||
| Semi Variance | 0.0473 | |||
| Expected Short fall | (0.26) | |||
| Skewness | (0.91) | |||
| Kurtosis | 1.71 |
TD Active Preferred Backtested Returns
As of now, TPRF Etf is very steady. TD Active Preferred retains Efficiency (Sharpe Ratio) of 0.18, which indicates the etf had a 0.18 % return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for TD Active, which you can use to evaluate the volatility of the etf. Please validate TD Active's Risk Adjusted Performance of 0.1149, downside deviation of 0.4257, and Mean Deviation of 0.2253 to confirm if the risk estimate we provide is consistent with the expected return of 0.0543%. The entity owns a Beta (Systematic Risk) of 0.0212, which indicates not very significant fluctuations relative to the market. As returns on the market increase, TD Active's returns are expected to increase less than the market. However, during the bear market, the loss of holding TD Active is expected to be smaller as well.
Auto-correlation | 0.06 |
Virtually no predictability
TD Active Preferred has virtually no predictability. Overlapping area represents the amount of predictability between TD Active time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th 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 TD Active Preferred price movement. The serial correlation of 0.06 indicates that barely 6.0% of current TD Active price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Net Asset is the value used in calculating NAV of a fund. NAV (or Net Asset Value) is computed once a day based on the formula that uses closing prices of all positions in the fund's portfolio.
| Competition |
Based on the recorded statements, TD Active Preferred has a Net Asset of 61.92 M. This is much higher than that of the Oil, Gas & Consumable Fuels family and significantly higher than that of the Preferred Share Fixed Income category. The net asset for all Canada etfs is notably lower than that of the firm.
TPRF Net Asset Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses TD Active's direct or indirect competition against its Net Asset to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of TD Active could also be used in its relative valuation, which is a method of valuing TD Active by comparing valuation metrics of similar companies.TD Active is currently under evaluation in net asset as compared to similar ETFs.
TPRF Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining TD Active's current stock value. Our valuation model uses many indicators to compare TD Active value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across TD Active competition to find correlations between indicators driving TD Active's intrinsic value. More Info.TD Active Preferred is presently regarded as number one ETF in beta as compared to similar ETFs. It also is presently regarded as number one ETF in annual yield as compared to similar ETFs fabricating about 0.05 of Annual Yield per Beta. The ratio of Beta to Annual Yield for TD Active Preferred is roughly 20.51 . Comparative valuation analysis is a catch-all model that can be used if you cannot value TD Active by discounting back its dividends or cash flows. This model doesn't attempt to find an intrinsic value for TD Active's Etf. Still, instead, it compares the stock's price multiples to a benchmark or nearest competition to determine if the stock is relatively undervalued or overvalued.TPRF Fundamentals
| Beta | 1.05 | |||
| Total Asset | 61.92 M | |||
| Annual Yield | 0.05 % | |||
| One Year Return | 16.00 % | |||
| Three Year Return | 14.50 % | |||
| Five Year Return | 11.40 % | |||
| Net Asset | 61.92 M |
About TD Active Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze TD Active Preferred's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of TD Active using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of TD Active Preferred 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.
Pair Trading with TD Active
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if TD Active position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in TD Active will appreciate offsetting losses from the drop in the long position's value.Moving together with TPRF Etf
| 0.99 | ZPR | BMO Laddered Preferred | PairCorr |
| 0.92 | HPR | Global X Active | PairCorr |
| 0.78 | CPD | iShares SPTSX Canadian | PairCorr |
| 0.92 | RPF | RBC Canadian Preferred | PairCorr |
| 0.87 | DXP | Dynamic Active Preferred | PairCorr |
The ability to find closely correlated positions to TD Active could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace TD Active when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back TD Active - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling TD Active Preferred to buy it.
The correlation of TD Active is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as TD Active moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if TD Active Preferred moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for TD Active can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in TPRF Etf
TD Active financial ratios help investors to determine whether TPRF Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in TPRF with respect to the benefits of owning TD Active security.