Sp Funds Trust Etf Market Value
| SPTE Etf | 37.41 0.86 2.25% |
| Symbol | SPTE |
The market value of SP Funds Trust is measured differently than its book value, which is the value of SPTE that is recorded on the company's balance sheet. Investors also form their own opinion of SP Funds' value that differs from its market value or its book value, called intrinsic value, which is SP Funds' true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because SP Funds' market value can be influenced by many factors that don't directly affect SP Funds' 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 SP Funds' value and its price as these two are different measures arrived at by different means. Investors typically determine if SP Funds is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Meanwhile, SP Funds' quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
SP Funds '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 SP Funds' 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 SP Funds.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in SP Funds on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding SP Funds Trust or generate 0.0% return on investment in SP Funds over 90 days. SP Funds is related to or competes with Amg Frontier, Sextant International, Sextant International, Hennessy, Pcm Fund, Ariel Focus, and Simt Mid. More
SP Funds 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 SP Funds' 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 SP Funds Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.65 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 5.49 | |||
| Value At Risk | (2.31) | |||
| Potential Upside | 1.88 |
SP Funds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SP Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SP Funds' standard deviation. In reality, there are many statistical measures that can use SP Funds historical prices to predict the future SP Funds' volatility.| Risk Adjusted Performance | 0.0361 | |||
| Jensen Alpha | 0.0022 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0539 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SP Funds' 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.
SP Funds January 29, 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 | 0.0361 | |||
| Market Risk Adjusted Performance | 0.0639 | |||
| Mean Deviation | 0.9833 | |||
| Semi Deviation | 1.56 | |||
| Downside Deviation | 1.65 | |||
| Coefficient Of Variation | 2283.21 | |||
| Standard Deviation | 1.28 | |||
| Variance | 1.64 | |||
| Information Ratio | (0) | |||
| Jensen Alpha | 0.0022 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0539 | |||
| Maximum Drawdown | 5.49 | |||
| Value At Risk | (2.31) | |||
| Potential Upside | 1.88 | |||
| Downside Variance | 2.72 | |||
| Semi Variance | 2.42 | |||
| Expected Short fall | (0.84) | |||
| Skewness | (0.67) | |||
| Kurtosis | 0.0839 |
SP Funds Trust Backtested Returns
At this point, SP Funds is very steady. SP Funds Trust retains Efficiency (Sharpe Ratio) of 0.0438, which indicates the etf had a 0.0438 % return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for SP Funds, which you can use to evaluate the volatility of the etf. Please validate SP Funds' Downside Deviation of 1.65, risk adjusted performance of 0.0361, and Mean Deviation of 0.9833 to confirm if the risk estimate we provide is consistent with the expected return of 0.0562%. The entity owns a Beta (Systematic Risk) of 0.86, which indicates possible diversification benefits within a given portfolio. SP Funds returns are very sensitive to returns on the market. As the market goes up or down, SP Funds is expected to follow.
Auto-correlation | -0.1 |
Very weak reverse predictability
SP Funds Trust has very weak reverse predictability. Overlapping area represents the amount of predictability between SP Funds time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 SP Funds Trust price movement. The serial correlation of -0.1 indicates that less than 10.0% of current SP Funds price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 1.16 |
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Check out SP Funds Correlation, SP Funds Volatility and SP Funds Performance module to complement your research on SP Funds. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
SP Funds 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.