Abrdn Ultra Short Etf Key Fundamental Indicators
| AMUN Etf | 26.11 0.02 0.08% |
As of the 16th of February 2026, Abrdn Ultra shows the Risk Adjusted Performance of 0.0597, coefficient of variation of 297.73, and Downside Deviation of 0.0492. abrdn Ultra Short 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 Ultra'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 Ultra's valuation are provided below:abrdn Ultra Short 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. abrdn Ultra Short's market price often diverges from its book value, the accounting figure shown on Abrdn's balance sheet. Smart investors calculate Abrdn Ultra's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Since Abrdn Ultra's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Understanding that Abrdn Ultra's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Abrdn Ultra represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. However, Abrdn Ultra's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Abrdn Ultra '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 Ultra'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 Ultra.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in Abrdn Ultra on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding abrdn Ultra Short or generate 0.0% return on investment in Abrdn Ultra over 90 days. Abrdn Ultra is related to or competes with IShares Floating, Schwab 5, IShares ESG, IShares MSCI, SPDR Portfolio, IShares Core, and ProShares Ultra. Abrdn Ultra is entity of United States. It is traded as Etf on NASDAQ exchange. More
Abrdn Ultra 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 Ultra'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 Ultra Short upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0492 | |||
| Information Ratio | (1.58) | |||
| Maximum Drawdown | 0.1543 | |||
| Value At Risk | (0.04) | |||
| Potential Upside | 0.0768 |
Abrdn Ultra Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Abrdn Ultra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Abrdn Ultra's standard deviation. In reality, there are many statistical measures that can use Abrdn Ultra historical prices to predict the future Abrdn Ultra's volatility.| Risk Adjusted Performance | 0.0597 | |||
| Jensen Alpha | 0.0016 | |||
| Total Risk Alpha | (0.0005) | |||
| Sortino Ratio | (1.17) | |||
| Treynor Ratio | 0.2096 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Abrdn Ultra'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 Ultra February 16, 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 | 0.0597 | |||
| Market Risk Adjusted Performance | 0.2196 | |||
| Mean Deviation | 0.0301 | |||
| Downside Deviation | 0.0492 | |||
| Coefficient Of Variation | 297.73 | |||
| Standard Deviation | 0.0365 | |||
| Variance | 0.0013 | |||
| Information Ratio | (1.58) | |||
| Jensen Alpha | 0.0016 | |||
| Total Risk Alpha | (0.0005) | |||
| Sortino Ratio | (1.17) | |||
| Treynor Ratio | 0.2096 | |||
| Maximum Drawdown | 0.1543 | |||
| Value At Risk | (0.04) | |||
| Potential Upside | 0.0768 | |||
| Downside Variance | 0.0024 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.05) | |||
| Skewness | (0.24) | |||
| Kurtosis | (0.19) |
abrdn Ultra Short Backtested Returns
As of now, Abrdn Etf is very steady. abrdn Ultra Short secures Sharpe Ratio (or Efficiency) of 0.33, which signifies that the etf had a 0.33 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for abrdn Ultra Short, which you can use to evaluate the volatility of the entity. Please confirm Abrdn Ultra's Risk Adjusted Performance of 0.0597, downside deviation of 0.0492, and Coefficient Of Variation of 297.73 to double-check if the risk estimate we provide is consistent with the expected return of 0.012%. The etf shows a Beta (market volatility) of 0.0107, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Abrdn Ultra's returns are expected to increase less than the market. However, during the bear market, the loss of holding Abrdn Ultra is expected to be smaller as well.
Auto-correlation | 0.91 |
Excellent predictability
abrdn Ultra Short has excellent predictability. Overlapping area represents the amount of predictability between Abrdn Ultra time series from 18th of November 2025 to 2nd of January 2026 and 2nd of January 2026 to 16th 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 Ultra Short price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Abrdn Ultra price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.97 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.
| Competition |
Based on the recorded statements, abrdn Ultra Short has an One Year Return of 2.0%. This is much higher than that of the family and significantly higher than that of the Muni National Short category. The one year return for all United States etfs is notably lower than that of the firm.
Abrdn One Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Abrdn Ultra's direct or indirect competition against its One Year Return to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Abrdn Ultra could also be used in its relative valuation, which is a method of valuing Abrdn Ultra by comparing valuation metrics of similar companies.Abrdn Ultra is currently under evaluation in one year return as compared to similar ETFs.
Abrdn Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Abrdn Ultra's current stock value. Our valuation model uses many indicators to compare Abrdn Ultra value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Abrdn Ultra competition to find correlations between indicators driving Abrdn Ultra's intrinsic value. More Info.abrdn Ultra Short is the top ETF in one year return as compared to similar ETFs. It also is the top ETF in three year return as compared to similar ETFs reporting about 1.50 of Three Year Return per One Year Return. 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 Ultra's earnings, one of the primary drivers of an investment's value.Abrdn Fundamentals
| One Year Return | 2.00 % | |||
| Three Year Return | 3.00 % | |||
| Five Year Return | 0.60 % | |||
| Ten Year Return | 1.50 % |
About Abrdn Ultra Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze abrdn Ultra Short's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Abrdn Ultra using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of abrdn Ultra Short 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 Ultra is entity of United States. It is traded as Etf on NASDAQ exchange.
Pair Trading with Abrdn Ultra
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 Abrdn Ultra 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 Abrdn Ultra will appreciate offsetting losses from the drop in the long position's value.Moving together with Abrdn Etf
| 0.99 | SUB | iShares Short Term | PairCorr |
| 0.98 | SHM | SPDR Nuveen Bloomberg | PairCorr |
| 0.99 | JMST | JPMorgan Ultra Short | PairCorr |
| 0.98 | MEAR | iShares Short Maturity | PairCorr |
| 0.95 | FSMB | First Trust Short | PairCorr |
Moving against Abrdn Etf
| 0.86 | FNGU | MicroSectors FANG Index Symbol Change | PairCorr |
The ability to find closely correlated positions to Abrdn Ultra could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Abrdn Ultra 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 Abrdn Ultra - 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 abrdn Ultra Short to buy it.
The correlation of Abrdn Ultra 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 Abrdn Ultra moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if abrdn Ultra Short 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 Abrdn Ultra 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.Check out You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
abrdn Ultra Short's market price often diverges from its book value, the accounting figure shown on Abrdn's balance sheet. Smart investors calculate Abrdn Ultra's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Since Abrdn Ultra's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Understanding that Abrdn Ultra's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Abrdn Ultra represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. However, Abrdn Ultra's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.