SPDR BB (Netherlands) Performance
| USCE Etf | 26.14 0.03 0.11% |
The entity has a beta of -0.0749, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SPDR BB are expected to decrease at a much lower rate. During the bear market, SPDR BB is likely to outperform the market.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days SPDR BB SB has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, SPDR BB is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
SPDR |
SPDR BB Relative Risk vs. Return Landscape
If you would invest 2,669 in SPDR BB SB on August 27, 2024 and sell it today you would lose (55.00) from holding SPDR BB SB or give up 2.06% of portfolio value over 90 days. SPDR BB SB is generating negative expected returns and assumes 0.34% volatility on return distribution over the 90 days horizon. Simply put, 3% of etfs are less volatile than SPDR, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SPDR BB Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR BB's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as SPDR BB SB, and traders can use it to determine the average amount a SPDR BB'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 = -0.0925
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | USCE |
Estimated Market Risk
| 0.34 actual daily | 3 97% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SPDR BB is not performing at its full potential. However, 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 BB by adding SPDR BB to a well-diversified portfolio.
| SPDR BB SB generated a negative expected return over the last 90 days |