Ssga Active Trust Etf Net Income
| PRSD Etf | 25.11 0.01 0.04% |
As of the 25th of January, SSGA Active has the risk adjusted performance of 0.0195, and Standard Deviation of 0.0755. In connection with fundamental indicators, the technical analysis model makes it possible for you to check practical technical drivers of SSGA Active Trust, as well as the relationship between them. Please validate SSGA Active Trust coefficient of variation, treynor ratio, as well as the relationship between the Treynor Ratio and semi variance to decide if SSGA Active is priced adequately, providing market reflects its prevalent price of 25.11 per share.
SSGA 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 SSGA Active's valuation are provided below:SSGA Active Trust does not now have any fundamental trend indicators 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. The market value of SSGA Active Trust is measured differently than its book value, which is the value of SSGA that is recorded on the company's balance sheet. Investors also form their own opinion of SSGA Active's value that differs from its market value or its book value, called intrinsic value, which is SSGA Active's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because SSGA Active's market value can be influenced by many factors that don't directly affect SSGA Active's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between SSGA Active's value and its price as these two are different measures arrived at by different means. Investors typically determine if SSGA Active is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SSGA Active'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.
SSGA 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 SSGA 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 SSGA Active.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in SSGA Active on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding SSGA Active Trust or generate 0.0% return on investment in SSGA Active over 90 days. SSGA Active is related to or competes with Mid-cap Growth, Basic Materials, Ontrack Core, Basic Materials, Basic Materials, Cullen Value, and Applied Finance. More
SSGA 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 SSGA 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 SSGA Active Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0983 | |||
| Information Ratio | (0.89) | |||
| Maximum Drawdown | 0.5579 | |||
| Value At Risk | (0.08) | |||
| Potential Upside | 0.0804 |
SSGA Active Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SSGA Active's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SSGA Active's standard deviation. In reality, there are many statistical measures that can use SSGA Active historical prices to predict the future SSGA Active's volatility.| Risk Adjusted Performance | 0.0195 | |||
| Jensen Alpha | 0.0013 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.69) | |||
| Treynor Ratio | (0.20) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SSGA Active'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.
SSGA 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 | 0.0195 | |||
| Market Risk Adjusted Performance | (0.19) | |||
| Mean Deviation | 0.0508 | |||
| Downside Deviation | 0.0983 | |||
| Coefficient Of Variation | 688.01 | |||
| Standard Deviation | 0.0755 | |||
| Variance | 0.0057 | |||
| Information Ratio | (0.89) | |||
| Jensen Alpha | 0.0013 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.69) | |||
| Treynor Ratio | (0.20) | |||
| Maximum Drawdown | 0.5579 | |||
| Value At Risk | (0.08) | |||
| Potential Upside | 0.0804 | |||
| Downside Variance | 0.0097 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.08) | |||
| Skewness | (0.16) | |||
| Kurtosis | 4.98 |
SSGA Active Trust Backtested Returns
At this point, SSGA Active is very steady. SSGA Active Trust owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the etf had a 0.15 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for SSGA Active Trust, which you can use to evaluate the volatility of the etf. Please validate SSGA Active's risk adjusted performance of 0.0195, and Standard Deviation of 0.0755 to confirm if the risk estimate we provide is consistent with the expected return of 0.011%. The entity has a beta of -0.0049, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SSGA Active are expected to decrease at a much lower rate. During the bear market, SSGA Active is likely to outperform the market.
Auto-correlation | 0.60 |
Good predictability
SSGA Active Trust has good predictability. Overlapping area represents the amount of predictability between SSGA 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 SSGA Active Trust price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current SSGA Active price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
| Competition |
Based on the recorded statements, SSGA Active Trust reported net income of 0.0. This indicator is about the same for the average (which is currently at 0.0) family and about the same as Short-Term Bond (which currently averages 0.0) category. This indicator is about the same for all United States etfs average (which is currently at 0.0).
Did you try this?
Run Content Syndication Now
Content SyndicationQuickly integrate customizable finance content to your own investment portal |
| All Next | Launch Module |
About SSGA Active Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze SSGA Active Trust's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of SSGA Active using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of SSGA Active Trust 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.
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 SSGA Active Trust is a strong investment it is important to analyze SSGA Active's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact SSGA Active's future performance. For an informed investment choice regarding SSGA Etf, refer to the following important reports:Check out SSGA Active Piotroski F Score and SSGA Active Altman Z Score analysis. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
The market value of SSGA Active Trust is measured differently than its book value, which is the value of SSGA that is recorded on the company's balance sheet. Investors also form their own opinion of SSGA Active's value that differs from its market value or its book value, called intrinsic value, which is SSGA Active's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because SSGA Active's market value can be influenced by many factors that don't directly affect SSGA Active's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between SSGA Active's value and its price as these two are different measures arrived at by different means. Investors typically determine if SSGA Active is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SSGA Active'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.