Spdr Dow Jones Etf Alpha and Beta Analysis
| DIA Etf | USD 495.02 2.49 0.51% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SPDR Dow Jones. It also helps investors analyze the systematic and unsystematic risks associated with investing in SPDR Dow over a specified time horizon. Remember, high SPDR Dow's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to SPDR Dow's market risk premium analysis include:
Beta 1 | Alpha 0.006109 | Risk 0.7 | Sharpe Ratio 0.18 | Expected Return 0.12 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Check out SPDR Dow Backtesting, Portfolio Optimization, SPDR Dow Correlation, SPDR Dow Hype Analysis, SPDR Dow Volatility, SPDR Dow History and analyze SPDR Dow Performance. SPDR Dow Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SPDR Dow market risk premium is the additional return an investor will receive from holding SPDR Dow long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in SPDR Dow. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate SPDR Dow's performance over market.| α | 0.01 | β | 1.00 |
SPDR Dow expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of SPDR Dow's Buy-and-hold return. Our buy-and-hold chart shows how SPDR Dow performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SPDR Dow Market Price Analysis
Market price analysis indicators help investors to evaluate how SPDR Dow etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SPDR Dow shares will generate the highest return on investment. By understating and applying SPDR Dow etf market price indicators, traders can identify SPDR Dow position entry and exit signals to maximize returns.
SPDR Dow Return and Market Media
The median price of SPDR Dow for the period between Mon, Oct 13, 2025 and Sun, Jan 11, 2026 is 474.04 with a coefficient of variation of 2.12. The daily time series for the period is distributed with a sample standard deviation of 10.06, arithmetic mean of 473.97, and mean deviation of 8.25. The Etf received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Clark Asset Management LLC Invests 593,000 in SPDR Dow Jones Industrial Average ETF Trust DIA | 10/28/2025 |
2 | SPDR Dow Jones Industrial Average ETF Trust DIA Stock Holdings Increased by PFG Advisors | 11/10/2025 |
3 | Is Dow Jones ETF Better-Placed Than SP 500 Nasdaq | 11/25/2025 |
4 | Dow Jones Industrial Average Stumbles Ahead Of Fed Rate Call | 12/09/2025 |
5 | 5 Contrarian Economic Bets Wall Street Is Ignoring In 2026 And That Can Make You Win Big | 12/12/2025 |
6 | Should You Buy the 5 Highest-Paying Dividend Stocks in the Dow Jones Before 2026 | 12/16/2025 |
7 | SPDR Dow Jones Industrial Average ETF Trust declares monthly distribution of 1.0445 - MSN | 12/19/2025 |
8 | Q3 GDP 4.3 percent Consumer Carries Economic Heft | 12/23/2025 |
9 | Should SPDR Dow Jones Industrial Average ETF Be on Your Investing Radar | 12/30/2025 |
10 | Dow Jones Industrial Average Softens On Final Trading Day Of 2025 | 12/31/2025 |
11 | Index Overview | 01/05/2026 |
12 | ADP Rebounds to 41K, JOLTS ISM Services After the Open | 01/07/2026 |
13 | US Consumers Open 2026 With Cautious Optimism As Tariff Worries Ease | 01/09/2026 |
About SPDR Dow Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including SPDR or other etfs. Alpha measures the amount that position in SPDR Dow Jones has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards SPDR Dow in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, SPDR Dow's short interest history, or implied volatility extrapolated from SPDR Dow options trading.
Build Portfolio with SPDR Dow
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out SPDR Dow Backtesting, Portfolio Optimization, SPDR Dow Correlation, SPDR Dow Hype Analysis, SPDR Dow Volatility, SPDR Dow History and analyze SPDR Dow Performance. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
SPDR Dow 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.