Abrdn Focused Small Etf Key Fundamental Indicators
| AFSC Etf | 32.93 0.90 2.81% |
As of the 6th of February, Abrdn Focused shows the Semi Deviation of 0.8478, downside deviation of 0.9976, and Risk Adjusted Performance of 0.0932. abrdn Focused Small technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices.
Abrdn Focused'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 Abrdn Focused's valuation are provided below:abrdn Focused Small does not presently have any fundamental signals 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. Investors evaluate abrdn Focused Small using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Abrdn Focused's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause Abrdn Focused's market price to deviate significantly from intrinsic value.
Understanding that Abrdn Focused's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Abrdn Focused represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, Abrdn Focused's market price signifies the transaction level at which participants voluntarily complete trades.
Abrdn Focused '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 Abrdn Focused'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 Abrdn Focused.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in Abrdn Focused on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding abrdn Focused Small or generate 0.0% return on investment in Abrdn Focused over 90 days. Abrdn Focused is related to or competes with First Trust, Cambria Value, InfraCap Equity, Investment Managers, SGI Dynamic, Fidelity Sustainable, and KraneShares MSCI. Abrdn Focused is entity of United States More
Abrdn Focused 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 Abrdn Focused'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 abrdn Focused Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9976 | |||
| Information Ratio | 0.0775 | |||
| Maximum Drawdown | 4.47 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 1.72 |
Abrdn Focused Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Abrdn Focused's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Abrdn Focused's standard deviation. In reality, there are many statistical measures that can use Abrdn Focused historical prices to predict the future Abrdn Focused's volatility.| Risk Adjusted Performance | 0.0932 | |||
| Jensen Alpha | 0.0794 | |||
| Total Risk Alpha | 0.0678 | |||
| Sortino Ratio | 0.0823 | |||
| Treynor Ratio | 0.1088 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Abrdn Focused'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.
Abrdn Focused February 6, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0932 | |||
| Market Risk Adjusted Performance | 0.1188 | |||
| Mean Deviation | 0.847 | |||
| Semi Deviation | 0.8478 | |||
| Downside Deviation | 0.9976 | |||
| Coefficient Of Variation | 832.96 | |||
| Standard Deviation | 1.06 | |||
| Variance | 1.12 | |||
| Information Ratio | 0.0775 | |||
| Jensen Alpha | 0.0794 | |||
| Total Risk Alpha | 0.0678 | |||
| Sortino Ratio | 0.0823 | |||
| Treynor Ratio | 0.1088 | |||
| Maximum Drawdown | 4.47 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 1.72 | |||
| Downside Variance | 0.9951 | |||
| Semi Variance | 0.7188 | |||
| Expected Short fall | (0.95) | |||
| Skewness | 0.0986 | |||
| Kurtosis | (0.46) |
abrdn Focused Small Backtested Returns
At this point, Abrdn Focused is very steady. abrdn Focused Small secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the etf had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for abrdn Focused Small, which you can use to evaluate the volatility of the entity. Please confirm Abrdn Focused's Semi Deviation of 0.8478, downside deviation of 0.9976, and Risk Adjusted Performance of 0.0932 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. The etf shows a Beta (market volatility) of 1.08, which signifies a somewhat significant risk relative to the market. Abrdn Focused returns are very sensitive to returns on the market. As the market goes up or down, Abrdn Focused is expected to follow.
Auto-correlation | 0.78 |
Good predictability
abrdn Focused Small has good predictability. Overlapping area represents the amount of predictability between Abrdn Focused time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 abrdn Focused Small price movement. The serial correlation of 0.78 indicates that around 78.0% of current Abrdn Focused price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
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, abrdn Focused Small has a Beta of 1.28. This is much higher than that of the family and significantly higher than that of the Small Blend category. The beta for all United States etfs is notably lower than that of the firm.
Abrdn Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Abrdn Focused'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 Abrdn Focused could also be used in its relative valuation, which is a method of valuing Abrdn Focused by comparing valuation metrics of similar companies.Abrdn Focused is currently under evaluation in beta as compared to similar ETFs.
Abrdn Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Abrdn Focused's current stock value. Our valuation model uses many indicators to compare Abrdn Focused value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Abrdn Focused competition to find correlations between indicators driving Abrdn Focused's intrinsic value. More Info.abrdn Focused Small is the top ETF in beta as compared to similar ETFs. It also is the top ETF in one year return as compared to similar ETFs reporting about 6.25 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 Abrdn Focused's earnings, one of the primary drivers of an investment's value.As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Abrdn Focused will likely underperform.
Abrdn Fundamentals
| Beta | 1.28 | |||
| One Year Return | 8.00 % | |||
| Three Year Return | 11.30 % | |||
| Five Year Return | 6.80 % | |||
| Ten Year Return | 11.30 % |
About Abrdn Focused Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze abrdn Focused Small's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Abrdn Focused using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of abrdn Focused Small 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.Abrdn Focused is entity of United States. It is traded as Etf on NASDAQ exchange.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether abrdn Focused Small offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Abrdn Focused's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Abrdn Focused Small Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Abrdn Focused Small Etf:Check out You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Investors evaluate abrdn Focused Small using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Abrdn Focused's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause Abrdn Focused's market price to deviate significantly from intrinsic value.
Understanding that Abrdn Focused's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Abrdn Focused represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, Abrdn Focused's market price signifies the transaction level at which participants voluntarily complete trades.