Spdr Sp Midcap Etf Three Year Return
| MDY Etf | USD 655.32 20.38 3.21% |
As of the 7th of February, SPDR SP has the coefficient of variation of 598.43, and Risk Adjusted Performance of 0.1364. In connection with fundamental indicators, the technical analysis model makes it possible for you to check practical technical drivers of SPDR SP MIDCAP, as well as the relationship between them.
SPDR SP's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing SPDR SP's valuation are provided below:SPDR SP MIDCAP does not now have any fundamental trend indicators for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Understanding SPDR SP MIDCAP requires distinguishing between market price and book value, where the latter reflects SPDR's accounting equity. The concept of intrinsic value - what SPDR SP's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Market sentiment, economic cycles, and investor behavior can push SPDR SP's price substantially above or below its fundamental value.
Understanding that SPDR SP's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether SPDR SP represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. In contrast, SPDR SP's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
SPDR SP '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 SPDR SP'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 SPDR SP.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in SPDR SP on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR SP MIDCAP or generate 0.0% return on investment in SPDR SP over 90 days. SPDR SP is related to or competes with First Trust, Barloworld, Morningstar Unconstrained, High-yield Municipal, Thrivent High, T Rowe, and Bondbloxx ETF. The Trust seeks to achieve its investment objective by holding a portfolio of the common stocks that are included in the... More
SPDR SP 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 SPDR SP'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 SPDR SP MIDCAP upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8533 | |||
| Information Ratio | 0.0748 | |||
| Maximum Drawdown | 3.76 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.88 |
SPDR SP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR SP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SPDR SP's standard deviation. In reality, there are many statistical measures that can use SPDR SP historical prices to predict the future SPDR SP's volatility.| Risk Adjusted Performance | 0.1364 | |||
| Jensen Alpha | 0.0715 | |||
| Total Risk Alpha | 0.0563 | |||
| Sortino Ratio | 0.0852 | |||
| Treynor Ratio | 0.15 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SPDR SP'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.
SPDR SP February 7, 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 | 0.1364 | |||
| Market Risk Adjusted Performance | 0.16 | |||
| Mean Deviation | 0.7367 | |||
| Semi Deviation | 0.6335 | |||
| Downside Deviation | 0.8533 | |||
| Coefficient Of Variation | 598.43 | |||
| Standard Deviation | 0.9718 | |||
| Variance | 0.9443 | |||
| Information Ratio | 0.0748 | |||
| Jensen Alpha | 0.0715 | |||
| Total Risk Alpha | 0.0563 | |||
| Sortino Ratio | 0.0852 | |||
| Treynor Ratio | 0.15 | |||
| Maximum Drawdown | 3.76 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.88 | |||
| Downside Variance | 0.7281 | |||
| Semi Variance | 0.4013 | |||
| Expected Short fall | (0.82) | |||
| Skewness | 0.4384 | |||
| Kurtosis | 0.834 |
SPDR SP MIDCAP Backtested Returns
At this stage we consider SPDR Etf to be very steady. SPDR SP MIDCAP owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the etf had a 0.17 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for SPDR SP MIDCAP, which you can use to evaluate the volatility of the etf. Please validate SPDR SP's risk adjusted performance of 0.1364, and Coefficient Of Variation of 598.43 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. The entity has a beta of 1.02, which indicates a somewhat significant risk relative to the market. SPDR SP returns are very sensitive to returns on the market. As the market goes up or down, SPDR SP is expected to follow.
Auto-correlation | 0.63 |
Good predictability
SPDR SP MIDCAP has good predictability. Overlapping area represents the amount of predictability between SPDR SP time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th 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 SPDR SP MIDCAP price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current SPDR SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 130.54 |
Although Three Year Fund Return indicator can give a sense of overall fund mid-term potential, it is recommended to compare fund performances against other similar funds, ETFs, or market benchmarks for the same 3 year interval.
| Competition |
SPDR SP Three Year Return Component Assessment
Based on the latest financial disclosure, SPDR SP MIDCAP has a Three Year Return of 11.8%. This is 3.52% lower than that of the Category family and about the same as Mid-Cap Blend (which currently averages 11.89) category. The three year return for all United States etfs is notably lower than that of the firm.
SPDR Three Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses SPDR SP's direct or indirect competition against its Three Year Return to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of SPDR SP could also be used in its relative valuation, which is a method of valuing SPDR SP by comparing valuation metrics of similar companies.SPDR SP is currently under evaluation in three year return as compared to similar ETFs.
SPDR Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining SPDR SP's current stock value. Our valuation model uses many indicators to compare SPDR SP value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across SPDR SP competition to find correlations between indicators driving SPDR SP's intrinsic value. More Info.SPDR SP MIDCAP is rated number one ETF in price to earning as compared to similar ETFs. It also is rated number one ETF in price to book as compared to similar ETFs fabricating about 0.11 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for SPDR SP MIDCAP is roughly 9.23 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the SPDR SP's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for SPDR SP
The fund invests 100.0% of asset under management in tradable equity instruments, with the rest of investments concentrated in .Asset allocation divides SPDR SP's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
SPDR Fundamentals
| Price To Earning | 20.76 X | |||
| Price To Book | 2.25 X | |||
| Price To Sales | 1.26 X | |||
| Gross Profit | 254.2 M | |||
| Earnings Per Share | 35.15 X | |||
| Number Of Employees | 424 | |||
| Beta | 1.13 | |||
| Market Capitalization | 25.49 B | |||
| Total Asset | 15.93 B | |||
| One Year Return | 7.50 % | |||
| Three Year Return | 11.80 % | |||
| Five Year Return | 8.50 % | |||
| Ten Year Return | 11.90 % | |||
| Net Asset | 15.93 B | |||
| Last Dividend Paid | 1.12 | |||
| Equity Positions Weight | 100.00 % |
About SPDR SP Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze SPDR SP MIDCAP's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of SPDR SP using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of SPDR SP MIDCAP based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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 SPDR SP MIDCAP offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of SPDR SP's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Spdr Sp Midcap Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Spdr Sp Midcap Etf:Check out You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Understanding SPDR SP MIDCAP requires distinguishing between market price and book value, where the latter reflects SPDR's accounting equity. The concept of intrinsic value - what SPDR SP's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Market sentiment, economic cycles, and investor behavior can push SPDR SP's price substantially above or below its fundamental value.
Understanding that SPDR SP's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether SPDR SP represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. In contrast, SPDR SP's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.