Ssga Active Trust Etf Market Value
| PRSD Etf | 25.15 0.01 0.04% |
| Symbol | SSGA |
Investors evaluate SSGA Active Trust using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating SSGA Active's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause SSGA Active's market price to deviate significantly from intrinsic 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. Conversely, SSGA Active's market price signifies the transaction level at which participants voluntarily complete trades.
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.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in SSGA Active on November 8, 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, Basic Materials, Ontrack E, Basic Materials, Basic Materials, Cullen Value, and Applied Finance. 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 | 0.0615 | |||
| Information Ratio | (0.37) | |||
| Maximum Drawdown | 0.2815 | |||
| Value At Risk | (0.08) | |||
| Potential Upside | 0.1198 |
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 | 0.1527 | |||
| Jensen Alpha | 0.0116 | |||
| Total Risk Alpha | 0.0089 | |||
| Sortino Ratio | (0.38) | |||
| Treynor Ratio | 1.69 |
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 February 6, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.1527 | |||
| Market Risk Adjusted Performance | 1.7 | |||
| Mean Deviation | 0.048 | |||
| Downside Deviation | 0.0615 | |||
| Coefficient Of Variation | 285.84 | |||
| Standard Deviation | 0.0625 | |||
| Variance | 0.0039 | |||
| Information Ratio | (0.37) | |||
| Jensen Alpha | 0.0116 | |||
| Total Risk Alpha | 0.0089 | |||
| Sortino Ratio | (0.38) | |||
| Treynor Ratio | 1.69 | |||
| Maximum Drawdown | 0.2815 | |||
| Value At Risk | (0.08) | |||
| Potential Upside | 0.1198 | |||
| Downside Variance | 0.0038 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.07) | |||
| Skewness | 0.7967 | |||
| Kurtosis | 1.77 |
SSGA Active Trust Backtested Returns
At this point, SSGA Active is very steady. SSGA Active Trust owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.34, which indicates the etf had a 0.34 % return per unit of volatility over the last 3 months. We have found twenty-five technical indicators for SSGA Active Trust, which you can use to evaluate the volatility of the etf. Please validate SSGA Active's standard deviation of 0.0625, and Risk Adjusted Performance of 0.1527 to confirm if the risk estimate we provide is consistent with the expected return of 0.022%. The entity has a beta of 0.007, 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 | 0.78 |
Good predictability
SSGA Active Trust has good predictability. Overlapping area represents the amount of predictability between SSGA Active time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 0.78 indicates that around 78.0% of current SSGA Active price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
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.