Spdr Sp 400 Etf Performance
The entity has a beta of 0.0643, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SPDR SP's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPDR SP is expected to be smaller as well.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in SPDR SP 400 are ranked lower than 19 (%) of all global equities and portfolios over the last 90 days. Despite nearly abnormal basic indicators, SPDR SP reported solid returns over the last few months and may actually be approaching a breakup point. ...more
| In Threey Sharp Ratio | 0.51 |
SPDR SP Relative Risk vs. Return Landscape
If you would invest 7,540 in SPDR SP 400 on April 22, 2025 and sell it today you would earn a total of 1,241 from holding SPDR SP 400 or generate 16.46% return on investment over 90 days. SPDR SP 400 is currently generating 0.2471% in daily expected returns and assumes 1.0087% risk (volatility on return distribution) over the 90 days horizon. In different words, 9% of etfs are less volatile than SPDR, and 96% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
SPDR SP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR SP's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as SPDR SP 400, and traders can use it to determine the average amount a SPDR SP's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.245
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Estimated Market Risk
| 1.01 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.25 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.25 actual daily | 19 81% of assets perform better |
Based on monthly moving average SPDR SP is performing at about 19% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of SPDR SP by adding it to a well-diversified portfolio.
SPDR SP Fundamentals Growth
SPDR Etf prices reflect investors' perceptions of the future prospects and financial health of SPDR SP, and SPDR SP fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on SPDR Etf performance.
| Price To Earning | 23.82 X | |||
| Price To Book | 3.45 X | |||
| Price To Sales | 2.24 X | |||
| Total Asset | 1.29 B | |||
| SPDR SP 400 is not yet fully synchronised with the market data | |
| SPDR SP 400 has some characteristics of a very speculative penny stock | |
| The fund maintains 99.99% of its assets in stocks |
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in manufacturing. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Other Tools for SPDR Etf
When running SPDR SP's price analysis, check to measure SPDR SP's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy SPDR SP is operating at the current time. Most of SPDR SP's value examination focuses on studying past and present price action to predict the probability of SPDR SP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SPDR SP's price. Additionally, you may evaluate how the addition of SPDR SP to your portfolios can decrease your overall portfolio volatility.
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