Spdr Msci Usa Etf Key Fundamental Indicators
| UVAL Etf | CHF 63.71 0.42 0.66% |
As of the 6th of February, SPDR MSCI has the coefficient of variation of 885.09, and Risk Adjusted Performance of 0.0938. In connection with fundamental indicators, the technical analysis model makes it possible for you to check practical technical drivers of SPDR MSCI USA, as well as the relationship between them. Please validate SPDR MSCI USA downside deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance to decide if SPDR MSCI is priced adequately, providing market reflects its prevalent price of 63.71 per share.
SPDR MSCI'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 MSCI's valuation are provided below:SPDR MSCI USA 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 MSCI '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 MSCI'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 MSCI.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in SPDR MSCI on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR MSCI USA or generate 0.0% return on investment in SPDR MSCI over 90 days. SPDR MSCI is related to or competes with IShares Edge, UBS ETF, IShares VII, Invesco FTSE, and . The objective of the fund is to track the performance of US equities with a higher weighting applied to equities exhibit... More
SPDR MSCI 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 MSCI'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 MSCI USA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.2 | |||
| Information Ratio | 0.032 | |||
| Maximum Drawdown | 5.57 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 1.59 |
SPDR MSCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SPDR MSCI's standard deviation. In reality, there are many statistical measures that can use SPDR MSCI historical prices to predict the future SPDR MSCI's volatility.| Risk Adjusted Performance | 0.0938 | |||
| Jensen Alpha | 0.1117 | |||
| Total Risk Alpha | 0.0056 | |||
| Sortino Ratio | 0.0295 | |||
| Treynor Ratio | 2.71 |
SPDR MSCI February 6, 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 | 0.0938 | |||
| Market Risk Adjusted Performance | 2.72 | |||
| Mean Deviation | 0.7884 | |||
| Semi Deviation | 0.9934 | |||
| Downside Deviation | 1.2 | |||
| Coefficient Of Variation | 885.09 | |||
| Standard Deviation | 1.11 | |||
| Variance | 1.23 | |||
| Information Ratio | 0.032 | |||
| Jensen Alpha | 0.1117 | |||
| Total Risk Alpha | 0.0056 | |||
| Sortino Ratio | 0.0295 | |||
| Treynor Ratio | 2.71 | |||
| Maximum Drawdown | 5.57 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 1.59 | |||
| Downside Variance | 1.44 | |||
| Semi Variance | 0.9868 | |||
| Expected Short fall | (0.85) | |||
| Skewness | 0.0234 | |||
| Kurtosis | 2.26 |
SPDR MSCI USA Backtested Returns
At this stage we consider SPDR Etf to be very steady. SPDR MSCI USA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the etf had a 0.13 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for SPDR MSCI USA, which you can use to evaluate the volatility of the etf. Please validate SPDR MSCI's risk adjusted performance of 0.0938, and Coefficient Of Variation of 885.09 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. The entity has a beta of 0.0425, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SPDR MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPDR MSCI is expected to be smaller as well.
Auto-correlation | -0.09 |
Very weak reverse predictability
SPDR MSCI USA has very weak reverse predictability. Overlapping area represents the amount of predictability between SPDR MSCI time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 MSCI USA price movement. The serial correlation of -0.09 indicates that less than 9.0% of current SPDR MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.81 |
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.
| Competition |
Based on the recorded statements, SPDR MSCI USA has an One Year Return of 29.1%. This is much higher than that of the State Street Global Advisors family and significantly higher than that of the US Large-Cap Value Equity category. The one year return for all Switzerland etfs is notably lower than that of the firm.
SPDR One Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses SPDR MSCI's direct or indirect competition against its One Year Return to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of SPDR MSCI could also be used in its relative valuation, which is a method of valuing SPDR MSCI by comparing valuation metrics of similar companies.SPDR MSCI is rated second in one year return as compared to similar ETFs.
SPDR Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining SPDR MSCI's current stock value. Our valuation model uses many indicators to compare SPDR MSCI value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across SPDR MSCI competition to find correlations between indicators driving SPDR MSCI's intrinsic value. More Info.SPDR MSCI USA is rated third in one year return as compared to similar ETFs. It is rated fifth in three year return as compared to similar ETFs reporting about 0.48 of Three Year Return per One Year Return. The ratio of One Year Return to Three Year Return for SPDR MSCI USA is roughly 2.06 . 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 MSCI's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for SPDR MSCI
The fund invests 99.93% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides SPDR MSCI'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 | 30.71 M | |||
| One Year Return | 29.10 % | |||
| Three Year Return | 14.10 % | |||
| Five Year Return | 10.70 % | |||
| Ten Year Return | 11.80 % | |||
| Net Asset | 30.71 M | |||
| Equity Positions Weight | 99.93 % |
About SPDR MSCI Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze SPDR MSCI USA's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of SPDR MSCI using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of SPDR MSCI USA 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 objective of the fund is to track the performance of US equities with a higher weighting applied to equities exhibiting low valuation characteristics. SPDR MSCI is traded on Switzerland Exchange in Switzerland.
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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.When determining whether SPDR MSCI USA is a strong investment it is important to analyze SPDR MSCI's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact SPDR MSCI's future performance. For an informed investment choice regarding SPDR Etf, refer to the following important reports:Check out World Market Map to better understand how to build diversified portfolios, which includes a position in SPDR MSCI USA. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in state. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.