Spdr Portfolio Tips Etf Key Fundamental Indicators
| SPIP Etf | USD 26.30 0.04 0.15% |
As of the 17th of February 2026, SPDR Portfolio has the coefficient of variation of 1131.33, and Risk Adjusted Performance of 0.0362. In connection with fundamental indicators, the technical analysis model makes it possible for you to check practical technical drivers of SPDR Portfolio TIPS, as well as the relationship between them.
Analyzing historical trends in various income statement and balance sheet accounts from SPDR Portfolio's financial statements helps investors evaluate the company's valuation, profitability, and current liquidity needs. Key fundamental drivers impacting SPDR Portfolio's valuation are summarized below:SPDR Portfolio TIPS 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 Portfolio TIPS's market price often diverges from its book value, the accounting figure shown on SPDR's balance sheet. Smart investors calculate SPDR Portfolio's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since SPDR Portfolio's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between SPDR Portfolio's value and its price as these two are different measures arrived at by different means. Investors typically determine if SPDR Portfolio is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SPDR Portfolio's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
SPDR Portfolio '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 Portfolio'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 Portfolio.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in SPDR Portfolio on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR Portfolio TIPS or generate 0.0% return on investment in SPDR Portfolio over 90 days. SPDR Portfolio is related to or competes with FlexShares IBoxx, IShares Micro, WisdomTree International, IShares Energy, SPDR Barclays, Dimensional ETF, and Invesco SP. The fund generally invests substantially all, but at least 80, of its total assets in the securities comprising the inde... More
SPDR Portfolio 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 Portfolio'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 Portfolio TIPS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.185 | |||
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 0.8055 | |||
| Value At Risk | (0.23) | |||
| Potential Upside | 0.3439 |
SPDR Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SPDR Portfolio's standard deviation. In reality, there are many statistical measures that can use SPDR Portfolio historical prices to predict the future SPDR Portfolio's volatility.| Risk Adjusted Performance | 0.0362 | |||
| Jensen Alpha | 0.0027 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.29) | |||
| Treynor Ratio | 0.1129 |
SPDR Portfolio February 17, 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 | 0.0362 | |||
| Market Risk Adjusted Performance | 0.1229 | |||
| Mean Deviation | 0.1456 | |||
| Semi Deviation | 0.1114 | |||
| Downside Deviation | 0.185 | |||
| Coefficient Of Variation | 1131.33 | |||
| Standard Deviation | 0.1787 | |||
| Variance | 0.0319 | |||
| Information Ratio | (0.30) | |||
| Jensen Alpha | 0.0027 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.29) | |||
| Treynor Ratio | 0.1129 | |||
| Maximum Drawdown | 0.8055 | |||
| Value At Risk | (0.23) | |||
| Potential Upside | 0.3439 | |||
| Downside Variance | 0.0342 | |||
| Semi Variance | 0.0124 | |||
| Expected Short fall | (0.16) | |||
| Skewness | 0.0121 | |||
| Kurtosis | (0.37) |
SPDR Portfolio TIPS Backtested Returns
Currently, SPDR Portfolio TIPS is very steady. SPDR Portfolio TIPS owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the etf had a 0.12 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for SPDR Portfolio TIPS, which you can use to evaluate the volatility of the etf. Please validate SPDR Portfolio's risk adjusted performance of 0.0362, and Coefficient Of Variation of 1131.33 to confirm if the risk estimate we provide is consistent with the expected return of 0.0206%. The entity has a beta of 0.0513, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SPDR Portfolio's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPDR Portfolio is expected to be smaller as well.
Auto-correlation | -0.34 |
Poor reverse predictability
SPDR Portfolio TIPS has poor reverse predictability. Overlapping area represents the amount of predictability between SPDR Portfolio time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th 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 Portfolio TIPS price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current SPDR Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, SPDR Portfolio TIPS has a Beta of 0.74. This is 174.07% higher than that of the SPDR State Street Global Advisors family and significantly higher than that of the Inflation-Protected Bond category. The beta for all United States etfs is notably lower than that of the firm.
SPDR Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses SPDR Portfolio's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of SPDR Portfolio could also be used in its relative valuation, which is a method of valuing SPDR Portfolio by comparing valuation metrics of similar companies.SPDR Portfolio is currently under evaluation in beta as compared to similar ETFs.
SPDR Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining SPDR Portfolio's current stock value. Our valuation model uses many indicators to compare SPDR Portfolio value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across SPDR Portfolio competition to find correlations between indicators driving SPDR Portfolio's intrinsic value. More Info.SPDR Portfolio TIPS is presently regarded as number one ETF in beta as compared to similar ETFs. It also is presently regarded as number one ETF in one year return as compared to similar ETFs reporting about 8.51 of One Year Return per Beta. Comparative valuation analysis is a catch-all technique that is used if you cannot value SPDR Portfolio by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.As returns on the market increase, SPDR Portfolio's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPDR Portfolio is expected to be smaller as well.
SPDR Fundamentals
| Number Of Employees | 617 | |||
| Beta | 0.74 | |||
| Total Asset | 2.34 B | |||
| One Year Return | 6.30 % | |||
| Three Year Return | 4.00 % | |||
| Five Year Return | 1.00 % | |||
| Ten Year Return | 2.90 % | |||
| Net Asset | 2.34 B | |||
| Last Dividend Paid | 0.11 |
About SPDR Portfolio Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze SPDR Portfolio TIPS's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of SPDR Portfolio using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of SPDR Portfolio TIPS 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.The fund generally invests substantially all, but at least 80, of its total assets in the securities comprising the index and in securities that the adviser determines have economic characteristics that are substantially identical to the economic characteristics of the securities that comprise the index. TIPS Barclays is traded on NYSEARCA Exchange in the United States.
Pair Trading with SPDR Portfolio
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if SPDR Portfolio position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in SPDR Portfolio will appreciate offsetting losses from the drop in the long position's value.Moving together with SPDR Etf
| 0.99 | TIP | iShares TIPS Bond | PairCorr |
| 0.9 | JCPI | JPMorgan Inflation | PairCorr |
| 0.94 | TDTF | FlexShares iBoxx 5 | PairCorr |
Moving against SPDR Etf
The ability to find closely correlated positions to SPDR Portfolio could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace SPDR Portfolio when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back SPDR Portfolio - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling SPDR Portfolio TIPS to buy it.
The correlation of SPDR Portfolio is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as SPDR Portfolio moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if SPDR Portfolio TIPS moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for SPDR Portfolio can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
SPDR Portfolio TIPS's market price often diverges from its book value, the accounting figure shown on SPDR's balance sheet. Smart investors calculate SPDR Portfolio's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since SPDR Portfolio's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between SPDR Portfolio's value and its price as these two are different measures arrived at by different means. Investors typically determine if SPDR Portfolio is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SPDR Portfolio's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.