abrdn Focused Small Etf Volatility
| AFSC Etf | 30.25 0.00 0.00% |
Across the last 3 months, abrdn Focused Small continues to post relatively low price volatility. The current Sharpe ratio for abrdn Focused Small is -0.0556, reflecting poor reward-to-volatility behavior over the last 3 months. The current risk picture incorporates 19 technical indicators.
Sharpe Ratio = -0.0556
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| Negative Returns | AFSC |
For abrdn Focused Small, recent data highlights a Market Risk Adjusted Performance of -0.04%, a Risk of 1.23, and a Risk Adjusted Performance of -0.03%. Moving average data indicates Abrdn Focused is not operating at maximum efficiency. Including it in a well-diversified portfolio may reduce unsystematic risk and improve returns.
Key indicators related to Abrdn Focused's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for Abrdn Focused draws on both historical price data and forward-looking implied volatility. Periods of elevated Abrdn Focused volatility are typically followed by calmer conditions, and vice versa.
Volatility Strategy
Volatility in abrdn Focused Small contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 1.23% with a beta coefficient of 1.22, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0556, evaluates return per unit of total risk. An alpha value of 0.0583 reflects performance relative to systematic market exposure. Expected return estimates near -0.0681% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Deviation from NAV may influence short-term price dispersion.
Main indicators related to Abrdn Focused's market risk premium analysis include:
Beta 1.22 | Alpha 0.0583 | Risk 1.23 | Sharpe Ratio -0.06 | Expected Return -0.07 |
Moving together with Abrdn Etf
| 0.91 | VB | Vanguard Small Cap | PairCorr |
| 0.94 | IJR | iShares Core SAMPP | PairCorr |
| 0.87 | IWM | iShares Russell 2000 | PairCorr |
| 0.87 | VRTIX | Vanguard Russell 2000 | PairCorr |
| 0.87 | VTWO | Vanguard Russell 2000 | PairCorr |
| 0.93 | FNDA | Schwab Fundamental Small | PairCorr |
| 0.94 | SPSM | SPDR Portfolio SAMPP | PairCorr |
| 0.94 | DFAS | Dimensional Small Cap | PairCorr |
| 0.94 | VIOO | Vanguard SAMPP Small | PairCorr |
| 0.88 | PRFZ | Invesco FTSE RAFI | PairCorr |
| 0.77 | BUFF | Innovator Laddered | PairCorr |
| 0.74 | AIVI | WisdomTree International | PairCorr |
| 0.81 | PCLN | 2023 ETF | PairCorr |
| 0.83 | DUSA | Davis Select Equity | PairCorr |
| 0.82 | HD | Home Depot | PairCorr |
| 0.65 | BA | Boeing | PairCorr |
| 0.61 | CAT | Caterpillar | PairCorr |
| 0.63 | MMM | 3M Company | PairCorr |
Sensitivity To Market
abrdn Focused Small relative market sensitivity is quantified by its beta value of 1.22. This regression-derived coefficient reflects systematic risk. Total return variability is about 1.23%.This summary describes how abrdn Focused Small has moved rather than why it moved. Standard deviation is near 1.21% and downside deviation is near 0.0%. ETF price swings can be influenced by underlying holdings liquidity and the gap between market price and NAV. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |Analyze abrdn Focused Small Demand TrendCheck current 90 days Abrdn Focused correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation for Abrdn expresses the daily price volatility as a spread around the mean. A large standard deviation indicates a volatile instrument; a small one indicates relative price stability.
Standard Deviation | 1.23 |
For Abrdn Focused investors, the distinction between upside and downside risk matters. Downside risk, the risk of loss specifically, is better measured by semi-deviation or downside deviation of Abrdn Focused's returns. For abrdn Focused Small, recent data highlights a Maximum Drawdown of 6.04.
Etf Volatility Analysis
Volatility describes the degree to which Abrdn Focused etf price fluctuates in either direction. It captures how much Abrdn Focused's price fluctuates, helping investors set appropriate position sizes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. abrdn Focused Small Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Given the investment horizon of 90 days Abrdn Focused has a beta of 1.2155 . This suggests as the benchmark fluctuates upward, the ETF is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Abrdn Focused will likely underperform.Abrdn Focused remains sensitive to broader etf market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. For abrdn Focused Small, recent data highlights a Mean Deviation of 0.94 and a Standard Deviation of 1.21.
Predicted Return Density |
| Returns |
What Drives Abrdn Focused's Price Volatility?
Several factors can influence Abrdn Focused's market volatility:Industry Dynamics
Sector-level events can directly affect Abrdn Focused's price stability. Regulatory changes, supply disruptions, or shifts in demand within Abrdn Focused's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Abrdn Focused.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Abrdn Focused's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Abrdn Focused. During periods of economic expansion, Abrdn Focused's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Abrdn Focused's Company-Specific Factors
Volatility can also stem from events unique to Abrdn Focused. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Abrdn Focused's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Abrdn Focused's share price.Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Abrdn Focused is -1797.81. The daily returns are distributed with a variance of 1.5 and standard deviation of 1.23. The mean deviation of abrdn Focused Small is currently at 0.93. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.06 | |
β | Beta against Dow Jones | 1.22 | |
σ | Overall volatility | 1.23 | |
Ir | Information ratio | 0.03 |
Etf Return Volatility
Abrdn Focused historical daily return volatility represents how much of Abrdn Focused etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund reported 1.225% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8242% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
Abrdn Focused Constituents Risk-Adjusted Indicators
There is a big difference between Abrdn Etf performing well and Abrdn Focused ETF doing well as a business compared to the competition. A thorough review of Abrdn Focused's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| DDIV | 0.86 | 0.04 | 0.00 | -0.07 | 0.00 | 1.40 | 5.80 | |||
| VAMO | 0.58 | 0.06 | 0.12 | -0.01 | 0.71 | 1.23 | 4.09 | |||
| ICAP | 0.68 | 0.02 | 0.00 | -0.08 | 0.00 | 1.26 | 3.31 | |||
| PPI | 0.93 | 0.21 | 0.15 | 0.15 | 1.31 | 1.62 | 6.57 | |||
| DYTA | 0.61 | 0.01 | 0.00 | -0.09 | 0.00 | 1.12 | 4.51 | |||
| FSYD | 0.17 | 0.00 | 0.00 | -0.08 | 0.00 | 0.37 | 1.26 | |||
| KEMX | 1.18 | 0.27 | 0.14 | 0.12 | 1.65 | 2.42 | 8.31 | |||
| EFAD | 0.67 | -0.01 | 0.00 | -0.12 | 0.00 | 1.28 | 4.09 | |||
| FEDM | 0.76 | 0.02 | 0.00 | -0.08 | 0.00 | 1.39 | 5.51 | |||
| QARP | 0.55 | 0.06 | 0.00 | -0.02 | 0.00 | 1.00 | 2.88 |
Risk Metrics, Assumptions & Methodology
Volatility for Abrdn Focused reflects price dispersion, spread stability, and underlying basket liquidity conditions. Return variability informs risk budgeting and diversification impact.
The analytics block for abrdn Focused Small relies on fund disclosures and market reference feeds, with quality checks and normalization applied before rendering. Timing can vary by data vendor. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardAbrdn Focused Investment Opportunity
Recent data suggests that abrdn Focused Small is meaningfully more volatile than Dow Jones Industrial, by roughly a 1.5x factor. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use abrdn Focused Small to protect the portfolio against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is most useful when combined with broader risk controls and position-sizing discipline. a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Abrdn Focused to be traded at 29.95 in 90 days.Poor diversification
Abrdn Focused currently posts a 0.79 correlation with Dow Jones, indicating a Poor diversification relationship for the active sample. A 0.79 reading means Abrdn Focused and Dow Jones have substantial price overlap, limiting diversification benefit.
Abrdn Focused Additional Risk Indicators
Looking at additional risk metrics for abrdn Focused Small frames how the position may behave under different market and portfolio conditions. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | -0.03 | |||
| Market Risk Adjusted Performance | -0.04 | |||
| Mean Deviation | 0.935 | |||
| Coefficient Of Variation | -2,365 | |||
| Standard Deviation | 1.21 | |||
| Variance | 1.47 | |||
| Information Ratio | 0.0307 |
Abrdn Focused Suggested Diversification Pairs
Pair trading with Abrdn Focused can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Abrdn Focused as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Abrdn Focused's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Abrdn Focused's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to abrdn Focused Small.
More Resources for Abrdn Etf Analysis
A broader look at abrdn Focused Small comes from its financial reports and historical data. The reports below outline key financial context for abrdn Focused Small Etf:Portfolio design and allocation context appear in Trending Equities. Portfolio-level transparency adds depth to allocation analysis. This includes a position in abrdn Focused Small. The allocation reflects this within the position set. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in real. Investors get more value from Abrdn Focused analysis when it is combined with other construction and diversification tools. Abrdn Focused peer comparison and risk tools below help frame relative strengths and weaknesses. You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
For abrdn Focused Small, market value and book value represent two distinct lenses on the same underlying business. Together, market value, book value, and intrinsic value form a multi-dimensional view.
Abrdn Focused's value is shaped by fundamental inputs, whereas price is shaped by supply and demand dynamics. Valuation inputs span operating results, balance sheet health, and forward growth signals.