Spdr Russell 2000 Etf Net Asset
| R2US Etf | CHF 60.10 0.94 1.59% |
As of the 19th of February, SPDR Russell has the risk adjusted performance of 0.0402, and Coefficient Of Variation of 2173.99. In connection with fundamental indicators, the technical analysis model makes it possible for you to check practical technical drivers of SPDR Russell 2000, as well as the relationship between them. Please validate SPDR Russell 2000 downside deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance to decide if SPDR Russell is priced adequately, providing market reflects its prevalent price of 60.1 per share.
SPDR Russell's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing SPDR Russell's valuation are provided below:SPDR Russell 2000 does not now have any fundamental trend indicators for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. SPDR |
SPDR Russell 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to SPDR Russell's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of SPDR Russell.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in SPDR Russell on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR Russell 2000 or generate 0.0% return on investment in SPDR Russell over 90 days. SPDR Russell is related to or competes with IShares VII, Amundi SP, Amundi Index, SPDR SP, SPDR Bloomberg, and HSBC MSCI. Small Cap UCITS ETF is to track the performance of smaller U.S More
SPDR Russell Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure SPDR Russell's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess SPDR Russell 2000 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | 0.0095 | |||
| Maximum Drawdown | 6.16 | |||
| Value At Risk | (2.02) | |||
| Potential Upside | 2.43 |
SPDR Russell Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR Russell's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SPDR Russell's standard deviation. In reality, there are many statistical measures that can use SPDR Russell historical prices to predict the future SPDR Russell's volatility.| Risk Adjusted Performance | 0.0402 | |||
| Jensen Alpha | 0.0294 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0096 | |||
| Treynor Ratio | 0.0923 |
SPDR Russell February 19, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0402 | |||
| Market Risk Adjusted Performance | 0.1023 | |||
| Mean Deviation | 0.9843 | |||
| Semi Deviation | 1.2 | |||
| Downside Deviation | 1.26 | |||
| Coefficient Of Variation | 2173.99 | |||
| Standard Deviation | 1.28 | |||
| Variance | 1.64 | |||
| Information Ratio | 0.0095 | |||
| Jensen Alpha | 0.0294 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0096 | |||
| Treynor Ratio | 0.0923 | |||
| Maximum Drawdown | 6.16 | |||
| Value At Risk | (2.02) | |||
| Potential Upside | 2.43 | |||
| Downside Variance | 1.6 | |||
| Semi Variance | 1.44 | |||
| Expected Short fall | (1.04) | |||
| Skewness | (0.05) | |||
| Kurtosis | 0.1906 |
SPDR Russell 2000 Backtested Returns
At this stage we consider SPDR Etf to be very steady. SPDR Russell 2000 owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the etf had a 0.15 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for SPDR Russell 2000, which you can use to evaluate the volatility of the etf. Please validate SPDR Russell's risk adjusted performance of 0.0402, and Coefficient Of Variation of 2173.99 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. The entity has a beta of 0.53, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SPDR Russell's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPDR Russell is expected to be smaller as well.
Auto-correlation | 0.45 |
Average predictability
SPDR Russell 2000 has average predictability. Overlapping area represents the amount of predictability between SPDR Russell time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SPDR Russell 2000 price movement. The serial correlation of 0.45 indicates that just about 45.0% of current SPDR Russell price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 1.72 |
Net Asset is the value used in calculating NAV of a fund. NAV (or Net Asset Value) is computed once a day based on the formula that uses closing prices of all positions in the fund's portfolio.
| Competition |
Based on the recorded statements, SPDR Russell 2000 has a Net Asset of 1.94 B. This is much higher than that of the State Street Global Advisors Ltd family and significantly higher than that of the US Small-Cap Equity category. The net asset for all Switzerland etfs is notably lower than that of the firm.
SPDR Net Asset Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses SPDR Russell's direct or indirect competition against its Net Asset to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of SPDR Russell could also be used in its relative valuation, which is a method of valuing SPDR Russell by comparing valuation metrics of similar companies.SPDR Russell is rated third largest ETF in net asset as compared to similar ETFs.
SPDR Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining SPDR Russell's current stock value. Our valuation model uses many indicators to compare SPDR Russell value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across SPDR Russell competition to find correlations between indicators driving SPDR Russell's intrinsic value. More Info.SPDR Russell 2000 is rated below average in one year return as compared to similar ETFs. It is rated below average in three year return as compared to similar ETFs reporting about 0.71 of Three Year Return per One Year Return. The ratio of One Year Return to Three Year Return for SPDR Russell 2000 is roughly 1.41 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the SPDR Russell's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for SPDR Russell
The fund invests 99.73% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides SPDR Russell's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
SPDR Fundamentals
| Total Asset | 1.94 B | |||
| One Year Return | 17.10 % | |||
| Three Year Return | 12.10 % | |||
| Five Year Return | 4.40 % | |||
| Ten Year Return | 11.10 % | |||
| Net Asset | 1.94 B | |||
| Equity Positions Weight | 99.73 % |
About SPDR Russell Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze SPDR Russell 2000's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of SPDR Russell using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of SPDR Russell 2000 based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in SPDR Etf
SPDR Russell financial ratios help investors to determine whether SPDR Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in SPDR with respect to the benefits of owning SPDR Russell security.