Abrdn Focused Small Etf Market Value
| AFSC Etf | 31.74 0.04 0.13% |
| Symbol | Abrdn |
The market value of abrdn Focused Small is measured differently than its book value, which is the value of Abrdn that is recorded on the company's balance sheet. Investors also form their own opinion of Abrdn Focused's value that differs from its market value or its book value, called intrinsic value, which is Abrdn Focused'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 Abrdn Focused's market value can be influenced by many factors that don't directly affect Abrdn Focused'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 Abrdn Focused's value and its price as these two are different measures arrived at by different means. Investors typically determine if Abrdn Focused is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Abrdn Focused'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 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.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Abrdn Focused on November 26, 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 30 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 | 1.17 | |||
| Information Ratio | 5.0E-4 | |||
| Maximum Drawdown | 5.14 | |||
| 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 | 0.0554 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 5.0E-4 | |||
| Treynor Ratio | 0.059 |
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 Small Backtested Returns
At this point, Abrdn Focused is very steady. abrdn Focused Small secures Sharpe Ratio (or Efficiency) of 0.088, which signifies that the etf had a 0.088 % return per unit of risk over the last 3 months. We have found twenty-seven 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 1.09, risk adjusted performance of 0.0554, and Downside Deviation of 1.17 to double-check if the risk estimate we provide is consistent with the expected return of 0.0977%. The etf shows a Beta (market volatility) of 1.2, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Abrdn Focused will likely underperform.
Auto-correlation | 0.35 |
Below average predictability
abrdn Focused Small has below average predictability. Overlapping area represents the amount of predictability between Abrdn Focused time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th of December 2025. 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 0.35 indicates that nearly 35.0% of current Abrdn Focused price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
abrdn Focused Small lagged returns against current returns
Autocorrelation, which is Abrdn Focused etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Abrdn Focused's etf expected returns. We can calculate the autocorrelation of Abrdn Focused returns to help us make a trade decision. For example, suppose you find that Abrdn Focused has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Abrdn Focused regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Abrdn Focused etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Abrdn Focused etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Abrdn Focused etf over time.
Current vs Lagged Prices |
| Timeline |
Abrdn Focused Lagged Returns
When evaluating Abrdn Focused's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Abrdn Focused etf have on its future price. Abrdn Focused autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Abrdn Focused autocorrelation shows the relationship between Abrdn Focused etf current value and its past values and can show if there is a momentum factor associated with investing in abrdn Focused Small.
Regressed Prices |
| Timeline |
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 Abrdn Focused Correlation, Abrdn Focused Volatility and Abrdn Focused Alpha and Beta module to complement your research on Abrdn Focused. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Abrdn Focused 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.