Pgim Short Duration Etf Market Value
| PSDM Etf | 51.58 0.01 0.02% |
| Symbol | PGIM |
The market value of PGIM Short Duration is measured differently than its book value, which is the value of PGIM that is recorded on the company's balance sheet. Investors also form their own opinion of PGIM Short's value that differs from its market value or its book value, called intrinsic value, which is PGIM Short'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 PGIM Short's market value can be influenced by many factors that don't directly affect PGIM Short'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 PGIM Short's value and its price as these two are different measures arrived at by different means. Investors typically determine if PGIM Short is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PGIM Short'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.
PGIM Short '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 PGIM Short'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 PGIM Short.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in PGIM Short on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding PGIM Short Duration or generate 0.0% return on investment in PGIM Short over 90 days. PGIM Short is related to or competes with Freedom Day, Franklin Templeton, IShares MSCI, Altrius Global, Invesco Exchange, Franklin International, and Madison ETFs. PGIM Short is entity of United States. It is traded as Etf on BATS exchange. More
PGIM Short 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 PGIM Short'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 PGIM Short Duration upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0663 | |||
| Information Ratio | (1.04) | |||
| Maximum Drawdown | 0.2538 | |||
| Value At Risk | (0.08) | |||
| Potential Upside | 0.1172 |
PGIM Short Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PGIM Short's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PGIM Short's standard deviation. In reality, there are many statistical measures that can use PGIM Short historical prices to predict the future PGIM Short's volatility.| Risk Adjusted Performance | 0.0724 | |||
| Jensen Alpha | 0.0043 | |||
| Total Risk Alpha | (0.0007) | |||
| Sortino Ratio | (0.99) | |||
| Treynor Ratio | 0.3582 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of PGIM Short'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.
PGIM Short January 27, 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 | 0.0724 | |||
| Market Risk Adjusted Performance | 0.3682 | |||
| Mean Deviation | 0.0499 | |||
| Downside Deviation | 0.0663 | |||
| Coefficient Of Variation | 411.23 | |||
| Standard Deviation | 0.0632 | |||
| Variance | 0.004 | |||
| Information Ratio | (1.04) | |||
| Jensen Alpha | 0.0043 | |||
| Total Risk Alpha | (0.0007) | |||
| Sortino Ratio | (0.99) | |||
| Treynor Ratio | 0.3582 | |||
| Maximum Drawdown | 0.2538 | |||
| Value At Risk | (0.08) | |||
| Potential Upside | 0.1172 | |||
| Downside Variance | 0.0044 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.06) | |||
| Skewness | (0.21) | |||
| Kurtosis | (0.06) |
PGIM Short Duration Backtested Returns
As of now, PGIM Etf is very steady. PGIM Short Duration maintains Sharpe Ratio (i.e., Efficiency) of 0.29, which implies the entity had a 0.29 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for PGIM Short Duration, which you can use to evaluate the volatility of the etf. Please check PGIM Short's risk adjusted performance of 0.0724, and Downside Deviation of 0.0663 to confirm if the risk estimate we provide is consistent with the expected return of 0.0176%. The etf holds a Beta of 0.015, which implies not very significant fluctuations relative to the market. As returns on the market increase, PGIM Short's returns are expected to increase less than the market. However, during the bear market, the loss of holding PGIM Short is expected to be smaller as well.
Auto-correlation | 0.76 |
Good predictability
PGIM Short Duration has good predictability. Overlapping area represents the amount of predictability between PGIM Short time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th of January 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 PGIM Short Duration price movement. The serial correlation of 0.76 indicates that around 76.0% of current PGIM Short price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Prophet is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ProphetCheck out PGIM Short Correlation, PGIM Short Volatility and PGIM Short Alpha and Beta module to complement your research on PGIM Short. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
PGIM Short 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.