Spdr Portfolio Sp Etf Alpha and Beta Analysis
| SPYV Etf | USD 55.12 0.06 0.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SPDR Portfolio SP. It also helps investors analyze the systematic and unsystematic risks associated with investing in SPDR Portfolio over a specified time horizon. Remember, high SPDR Portfolio'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 Portfolio's market risk premium analysis include:
Beta 0.74 | Alpha 0.002514 | Risk 0.62 | Sharpe Ratio 0.14 | Expected Return 0.0843 |
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.
SPDR |
SPDR Portfolio Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SPDR Portfolio market risk premium is the additional return an investor will receive from holding SPDR Portfolio 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 Portfolio. 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 Portfolio's performance over market.| α | 0 | β | 0.74 |
SPDR Portfolio 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 Portfolio's Buy-and-hold return. Our buy-and-hold chart shows how SPDR Portfolio performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SPDR Portfolio Market Price Analysis
Market price analysis indicators help investors to evaluate how SPDR Portfolio 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 Portfolio shares will generate the highest return on investment. By understating and applying SPDR Portfolio etf market price indicators, traders can identify SPDR Portfolio position entry and exit signals to maximize returns.
SPDR Portfolio Return and Market Media
The median price of SPDR Portfolio for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 52.66 with a coefficient of variation of 1.85. The daily time series for the period is distributed with a sample standard deviation of 0.98, arithmetic mean of 52.87, and mean deviation of 0.8. The Etf received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | SPDR Portfolio SP 500 Value ETF Shares Acquired by Calton Associates Inc. | 10/22/2024 |
2 | Diversify Advisory Services LLC Buys 25,003 Shares of SPDR Portfolio SP 500 Value ETF | 10/29/2024 |
3 | Goldstone Financial Group LLC Buys New Position in SPDR Portfolio SP 500 Value ETF | 10/31/2024 |
4 | Hudson Valley Investment Advisors Inc. ADV Cuts Stock Position in SPDR Portfolio SP 500 Value ETF | 11/01/2024 |
5 | SPDR Portfolio SP 500 Value ETF Stock Holdings Raised by Centennial Wealth Advisory LLC | 11/06/2024 |
6 | SPDR Portfolio SP 500 Value ETF Shares Purchased by Portside Wealth Group LLC | 11/08/2024 |
7 | SPDR Portfolio SP 500 Value ETF Shares Bought by Verus Capital Partners LLC | 11/12/2024 |
8 | Vertex Planning Partners LLC Purchases 423 Shares of SPDR Portfolio SP 500 Value ETF | 11/19/2024 |
9 | Wrenne Financial Planning LLC Sells 518 Shares of SPDR Portfolio SP 500 Value ETF | 11/22/2024 |
10 | Townsquare Capital LLC Increases Position in SPDR Portfolio SP 500 Value ETF | 11/27/2024 |
About SPDR Portfolio 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 Portfolio SP 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 Portfolio 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 Portfolio's short interest history, or implied volatility extrapolated from SPDR Portfolio options trading.
Build Portfolio with SPDR Portfolio
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 Portfolio Backtesting, Portfolio Optimization, SPDR Portfolio Correlation, SPDR Portfolio Hype Analysis, SPDR Portfolio Volatility, SPDR Portfolio History and analyze SPDR Portfolio Performance. You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
SPDR Portfolio 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.