Ab Active Etfs Etf Market Value
| SDFI Etf | 35.80 0.02 0.06% |
| Symbol | SDFI |
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.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in AB Active on November 10, 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 | 0.0792 | |||
| Information Ratio | (0.82) | |||
| 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 | 0.1104 | |||
| Jensen Alpha | 0.0106 | |||
| Total Risk Alpha | 0.0022 | |||
| Sortino Ratio | (0.87) | |||
| Treynor Ratio | (8.74) |
AB Active February 8, 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 | 0.1104 | |||
| Market Risk Adjusted Performance | (8.73) | |||
| Mean Deviation | 0.0662 | |||
| Downside Deviation | 0.0792 | |||
| Coefficient Of Variation | 411.02 | |||
| Standard Deviation | 0.0842 | |||
| Variance | 0.0071 | |||
| Information Ratio | (0.82) | |||
| Jensen Alpha | 0.0106 | |||
| Total Risk Alpha | 0.0022 | |||
| Sortino Ratio | (0.87) | |||
| Treynor Ratio | (8.74) | |||
| Maximum Drawdown | 0.394 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.1681 | |||
| Downside Variance | 0.0063 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.09) | |||
| Skewness | 0.2306 | |||
| Kurtosis | 0.1693 |
AB Active ETFs Backtested Returns
AB Active is very steady at the moment. AB Active ETFs retains Efficiency (Sharpe Ratio) of 0.23, which signifies that the etf had a 0.23 % 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 Variance of 0.0071, market risk adjusted performance of (8.73), and Standard Deviation of 0.0842 to double-check if the risk estimate we provide is consistent with the expected return of 0.0191%. The entity owns a Beta (Systematic Risk) of -0.0012, 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 | 0.65 |
Good predictability
AB Active ETFs has good predictability. Overlapping area represents the amount of predictability between AB Active time series from 10th of November 2025 to 25th of December 2025 and 25th of December 2025 to 8th 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 0.65 indicates that roughly 65.0% of current AB Active price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Currently Active Assets on Macroaxis
| FSLY | Fastly Class A | |
| MOB | Mobilicom Limited American | |
| CMG | Chipotle Mexican Grill | |
| CSAN | Cosan SA ADR | |
| RKT | Rocket Companies |
Check out AB Active Correlation, AB Active Volatility and AB Active Performance module to complement your research on AB Active. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
AB Active 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.