SPDR Series (Mexico) Alpha and Beta Analysis
| XOP Etf | MXN 2,860 53.00 1.82% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SPDR Series Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in SPDR Series over a specified time horizon. Remember, high SPDR Series' 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 Series' market risk premium analysis include:
Beta 0.0858 | Alpha 0.16 | Risk 1.52 | Sharpe Ratio 0.12 | Expected Return 0.19 |
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 Series Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SPDR Series market risk premium is the additional return an investor will receive from holding SPDR Series 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 Series. 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 Series' performance over market.| α | 0.16 | β | 0.09 |
SPDR Series 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 Series' Buy-and-hold return. Our buy-and-hold chart shows how SPDR Series performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SPDR Series Market Price Analysis
Market price analysis indicators help investors to evaluate how SPDR Series 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 Series shares will generate the highest return on investment. By understating and applying SPDR Series etf market price indicators, traders can identify SPDR Series position entry and exit signals to maximize returns.
SPDR Series Return and Market Media
The median price of SPDR Series for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 2580.01 with a coefficient of variation of 4.15. The daily time series for the period is distributed with a sample standard deviation of 109.13, arithmetic mean of 2632.0, and mean deviation of 86.33. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About SPDR Series 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 Series Trust 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 Series 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 Series' short interest history, or implied volatility extrapolated from SPDR Series options trading.
Build Portfolio with SPDR Series
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
Additional Information and Resources on Investing in SPDR Etf
When determining whether SPDR Series Trust offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of SPDR Series' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Spdr Series Trust Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Spdr Series Trust Etf:Check out SPDR Series Backtesting, Portfolio Optimization, SPDR Series Correlation, SPDR Series Hype Analysis, SPDR Series Volatility, SPDR Series History and analyze SPDR Series Performance. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
SPDR Series 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.