Ssga Active Trust Etf Market Value
| PRIV Etf | 25.76 0.02 0.08% |
| Symbol | SSGA |
SSGA Active Trust's market price often diverges from its book value, the accounting figure shown on SSGA's balance sheet. Smart investors calculate SSGA Active's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Investment professionals apply varied valuation frameworks to compute inherent worth and acquire positions when market prices trade at discounts to calculated value. Since SSGA Active's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between SSGA Active's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding SSGA Active should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. 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.
| 12/01/2025 |
| 03/01/2026 |
If you would invest 0.00 in SSGA Active on December 1, 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 Series Portfolios, and Invesco Total. SSGA Active is entity of United States. It is traded as Etf on NYSE ARCA exchange. 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 | 0.1988 | |||
| Information Ratio | (0.31) | |||
| Maximum Drawdown | 0.9033 | |||
| Value At Risk | (0.31) | |||
| Potential Upside | 0.3175 |
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 | 0.0961 | |||
| Jensen Alpha | 0.0192 | |||
| Total Risk Alpha | 0.0015 | |||
| Sortino Ratio | (0.30) | |||
| Treynor Ratio | 0.8855 |
SSGA Active March 1, 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 | 0.0961 | |||
| Market Risk Adjusted Performance | 0.8955 | |||
| Mean Deviation | 0.14 | |||
| Downside Deviation | 0.1988 | |||
| Coefficient Of Variation | 602.85 | |||
| Standard Deviation | 0.1873 | |||
| Variance | 0.0351 | |||
| Information Ratio | (0.31) | |||
| Jensen Alpha | 0.0192 | |||
| Total Risk Alpha | 0.0015 | |||
| Sortino Ratio | (0.30) | |||
| Treynor Ratio | 0.8855 | |||
| Maximum Drawdown | 0.9033 | |||
| Value At Risk | (0.31) | |||
| Potential Upside | 0.3175 | |||
| Downside Variance | 0.0395 | |||
| Semi Variance | (0) | |||
| Expected Short fall | (0.16) | |||
| Skewness | (0.06) | |||
| Kurtosis | 1.1 |
SSGA Active Trust Backtested Returns
At this stage we consider SSGA Etf to be very steady. SSGA Active Trust owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the etf had a 0.18 % 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 0.0961, and Standard Deviation of 0.1873 to confirm if the risk estimate we provide is consistent with the expected return of 0.0318%. The entity has a beta of 0.0238, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SSGA Active's returns are expected to increase less than the market. However, during the bear market, the loss of holding SSGA Active is expected to be smaller as well.
Auto-correlation | 0.75 |
Good predictability
SSGA Active Trust has good predictability. Overlapping area represents the amount of predictability between SSGA Active time series from 1st of December 2025 to 15th of January 2026 and 15th of January 2026 to 1st of March 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 0.75 indicates that around 75.0% of current SSGA Active price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Thematic Opportunities
Explore Investment Opportunities
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 Bonds Directory module to find actively traded corporate debentures issued by US companies.
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.