Abrdn Ultra Short Etf Market Value
| AMUN Etf | 26.11 0.02 0.08% |
| Symbol | Abrdn |
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.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Abrdn Ultra on November 17, 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 15, 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 | 0.0597 | |||
| 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 0.34, which signifies that the etf had a 0.34 % 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 Downside Deviation of 0.0492, risk adjusted performance of 0.0597, and Coefficient Of Variation of 297.73 to double-check if the risk estimate we provide is consistent with the expected return of 0.0124%. 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 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th 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 |
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 Abrdn Ultra Correlation, Abrdn Ultra Volatility and Abrdn Ultra Performance module to complement your research on Abrdn Ultra. You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Abrdn Ultra 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.