Ab Active Etfs, Etf Performance
| SDFI Etf | 35.58 0.06 0.17% |
The entity owns a Beta (Systematic Risk) of 0.0197, which signifies not very significant fluctuations relative to the market. 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.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in AB Active ETFs, are ranked lower than 21 (%) of all global equities and portfolios over the last 90 days. Despite fairly strong technical and fundamental indicators, AB Active is not utilizing all of its potentials. The current stock price confusion, may contribute to short-horizon losses for the traders. ...more
| In Threey Sharp Ratio | -0.37 |
SDFI |
AB Active Relative Risk vs. Return Landscape
If you would invest 3,485 in AB Active ETFs, on December 21, 2024 and sell it today you would earn a total of 73.00 from holding AB Active ETFs, or generate 2.09% return on investment over 90 days. AB Active ETFs, is currently generating 0.0352% in daily expected returns and assumes 0.1299% risk (volatility on return distribution) over the 90 days horizon. In different words, 1% of etfs are less volatile than SDFI, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
AB Active Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for AB Active's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as AB Active ETFs,, and traders can use it to determine the average amount a AB Active's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.2712
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| Negative Returns | SDFI |
Estimated Market Risk
| 0.13 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.27 actual daily | 21 79% of assets perform better |
Based on monthly moving average AB Active is performing at about 21% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of AB Active by adding it to a well-diversified portfolio.
AB Active Fundamentals Growth
SDFI Etf prices reflect investors' perceptions of the future prospects and financial health of AB Active, and AB Active fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on SDFI Etf performance.
About AB Active Performance
By evaluating AB Active's fundamental ratios, stakeholders can gain valuable insights into AB Active's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if AB Active has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if AB Active has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.