Ssga Active Trust Etf Market Value
| MBNE Etf | USD 29.37 0.05 0.17% |
| Symbol | SSGA |
Understanding SSGA Active Trust requires distinguishing between market price and book value, where the latter reflects SSGA's accounting equity. The concept of intrinsic value - what SSGA Active's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Market sentiment, economic cycles, and investor behavior can push SSGA Active's price substantially above or below its fundamental value.
Understanding that SSGA Active's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether SSGA Active represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. In contrast, SSGA Active's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
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.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in SSGA Active on November 15, 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 Invesco Real, First Trust, BondBloxx ETF, Goldman Sachs, BondBloxx ETF, Nuveen Dividend, and Rockefeller California. Under normal circumstances, the fund invests at least 80 percent of its net assets in municipal bonds that pay income th... 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 | 0.2292 | |||
| Information Ratio | (0.42) | |||
| Maximum Drawdown | 0.7586 | |||
| Value At Risk | (0.31) | |||
| Potential Upside | 0.2073 |
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 | 0.0557 | |||
| Jensen Alpha | 0.0084 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.27) | |||
| Treynor Ratio | (6.89) |
SSGA Active February 13, 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 | 0.0557 | |||
| Market Risk Adjusted Performance | (6.88) | |||
| Mean Deviation | 0.0985 | |||
| Semi Deviation | 0.1155 | |||
| Downside Deviation | 0.2292 | |||
| Coefficient Of Variation | 805.04 | |||
| Standard Deviation | 0.1471 | |||
| Variance | 0.0216 | |||
| Information Ratio | (0.42) | |||
| Jensen Alpha | 0.0084 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.27) | |||
| Treynor Ratio | (6.89) | |||
| Maximum Drawdown | 0.7586 | |||
| Value At Risk | (0.31) | |||
| Potential Upside | 0.2073 | |||
| Downside Variance | 0.0525 | |||
| Semi Variance | 0.0133 | |||
| Expected Short fall | (0.10) | |||
| Skewness | (1.49) | |||
| Kurtosis | 3.74 |
SSGA Active Trust Backtested Returns
At this point, SSGA Active is very steady. SSGA Active Trust owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the etf had a 0.12 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for SSGA Active Trust, which you can use to evaluate the volatility of the etf. Please validate SSGA Active's coefficient of variation of 805.04, and Risk Adjusted Performance of 0.0557 to confirm if the risk estimate we provide is consistent with the expected return of 0.0184%. The entity has a beta of -0.0012, 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 | -0.31 |
Poor reverse predictability
SSGA Active Trust has poor reverse predictability. Overlapping area represents the amount of predictability between SSGA Active time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 SSGA Active Trust price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current SSGA Active price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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 Correlation, SSGA Active Volatility and SSGA Active Performance module to complement your research on SSGA Active. You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
SSGA Active 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.