Spdr Msci Usa Etf Market Value
| QUS Etf | USD 176.85 0.76 0.43% |
| Symbol | SPDR |
The market value of SPDR MSCI USA is measured differently than its book value, which is the value of SPDR that is recorded on the company's balance sheet. Investors also form their own opinion of SPDR MSCI's value that differs from its market value or its book value, called intrinsic value, which is SPDR MSCI'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 SPDR MSCI's market value can be influenced by many factors that don't directly affect SPDR MSCI'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 SPDR MSCI's value and its price as these two are different measures arrived at by different means. Investors typically determine if SPDR MSCI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SPDR MSCI'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.
SPDR MSCI '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 MSCI'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 MSCI.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in SPDR MSCI on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR MSCI USA or generate 0.0% return on investment in SPDR MSCI over 90 days. SPDR MSCI is related to or competes with Fidelity MSCI, Fidelity MSCI, Vanguard, IShares MSCI, Franklin Templeton, IShares MSCI, and IShares Utilities. The fund invests at least 80, of its total assets in the securities comprising the index More
SPDR MSCI 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 MSCI'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 MSCI USA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5938 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 2.7 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 0.9216 |
SPDR MSCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SPDR MSCI's standard deviation. In reality, there are many statistical measures that can use SPDR MSCI historical prices to predict the future SPDR MSCI's volatility.| Risk Adjusted Performance | 0.0666 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.0666 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SPDR MSCI'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 MSCI January 23, 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 | 0.0666 | |||
| Market Risk Adjusted Performance | 0.0766 | |||
| Mean Deviation | 0.461 | |||
| Semi Deviation | 0.4878 | |||
| Downside Deviation | 0.5938 | |||
| Coefficient Of Variation | 1063.44 | |||
| Standard Deviation | 0.5754 | |||
| Variance | 0.3311 | |||
| Information Ratio | (0.09) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.0666 | |||
| Maximum Drawdown | 2.7 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 0.9216 | |||
| Downside Variance | 0.3526 | |||
| Semi Variance | 0.238 | |||
| Expected Short fall | (0.46) | |||
| Skewness | (0.12) | |||
| Kurtosis | (0.24) |
SPDR MSCI USA Backtested Returns
Currently, SPDR MSCI USA is very steady. SPDR MSCI USA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.073, which indicates the etf had a 0.073 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for SPDR MSCI USA, which you can use to evaluate the volatility of the etf. Please validate SPDR MSCI's risk adjusted performance of 0.0666, and Coefficient Of Variation of 1063.44 to confirm if the risk estimate we provide is consistent with the expected return of 0.0418%. The entity has a beta of 0.66, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SPDR MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPDR MSCI is expected to be smaller as well.
Auto-correlation | 0.35 |
Below average predictability
SPDR MSCI USA has below average predictability. Overlapping area represents the amount of predictability between SPDR MSCI time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd 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 SPDR MSCI USA price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current SPDR MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 2.03 |
Thematic Opportunities
Explore Investment Opportunities
Check out SPDR MSCI Correlation, SPDR MSCI Volatility and SPDR MSCI Alpha and Beta module to complement your research on SPDR MSCI. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
SPDR MSCI 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.