Spdr Sp Consumer Etf Key Fundamental Indicators
| ZPDS Etf | EUR 40.19 0.64 1.57% |
As of the 18th of February 2026, SPDR SP has the risk adjusted performance of 0.16, and Coefficient Of Variation of 499.9. In connection with fundamental indicators, the technical analysis model makes it possible for you to check practical technical drivers of SPDR SP Consumer, as well as the relationship between them. Please validate SPDR SP Consumer variance, jensen alpha, and the relationship between the standard deviation and information ratio to decide if SPDR SP is priced adequately, providing market reflects its prevalent price of 40.19 per share.
SPDR SP'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 SP's valuation are provided below:SPDR SP Consumer 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 SP '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 SP'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 SP.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in SPDR SP on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR SP Consumer or generate 0.0% return on investment in SPDR SP over 90 days. SPDR SP is related to or competes with SPDR Barclays, SPDR ICE, SPDR SP, SPDR ICE, SPDR Barclays, SPDR SP, and SPDR SP. Consumer Staples Select Sector UCITS ETF the performance of large sized U.S More
SPDR SP 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 SP'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 SP Consumer upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.812 | |||
| Information Ratio | 0.1401 | |||
| Maximum Drawdown | 4.38 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.82 |
SPDR SP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR SP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SPDR SP's standard deviation. In reality, there are many statistical measures that can use SPDR SP historical prices to predict the future SPDR SP's volatility.| Risk Adjusted Performance | 0.16 | |||
| Jensen Alpha | 0.1702 | |||
| Total Risk Alpha | 0.1192 | |||
| Sortino Ratio | 0.1528 | |||
| Treynor Ratio | (2.36) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SPDR SP's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
SPDR SP February 18, 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 | 0.16 | |||
| Market Risk Adjusted Performance | (2.35) | |||
| Mean Deviation | 0.664 | |||
| Semi Deviation | 0.4988 | |||
| Downside Deviation | 0.812 | |||
| Coefficient Of Variation | 499.9 | |||
| Standard Deviation | 0.8855 | |||
| Variance | 0.7841 | |||
| Information Ratio | 0.1401 | |||
| Jensen Alpha | 0.1702 | |||
| Total Risk Alpha | 0.1192 | |||
| Sortino Ratio | 0.1528 | |||
| Treynor Ratio | (2.36) | |||
| Maximum Drawdown | 4.38 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.82 | |||
| Downside Variance | 0.6593 | |||
| Semi Variance | 0.2488 | |||
| Expected Short fall | (0.75) | |||
| Skewness | 0.4245 | |||
| Kurtosis | 0.4805 |
SPDR SP Consumer Backtested Returns
SPDR SP appears to be very steady, given 3 months investment horizon. SPDR SP Consumer owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the etf had a 0.21 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for SPDR SP Consumer, which you can use to evaluate the volatility of the etf. Please review SPDR SP's risk adjusted performance of 0.16, and Coefficient Of Variation of 499.9 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of -0.0708, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SPDR SP are expected to decrease at a much lower rate. During the bear market, SPDR SP is likely to outperform the market.
Auto-correlation | -0.43 |
Modest reverse predictability
SPDR SP Consumer has modest reverse predictability. Overlapping area represents the amount of predictability between SPDR SP time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th 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 SP Consumer price movement. The serial correlation of -0.43 indicates that just about 43.0% of current SPDR SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 1.77 |
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 SP Consumer has an One Year Return of 13.3%. This is much higher than that of the State Street Global Advisors Ltd family and significantly higher than that of the Sector Equity Consumer Goods & Services category. The one year return for all Germany 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 SP'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 SP could also be used in its relative valuation, which is a method of valuing SPDR SP by comparing valuation metrics of similar companies.SPDR SP is currently under evaluation 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 SP's current stock value. Our valuation model uses many indicators to compare SPDR SP value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across SPDR SP competition to find correlations between indicators driving SPDR SP's intrinsic value. More Info.SPDR SP Consumer is rated first in one year return as compared to similar ETFs. It is rated first in three year return as compared to similar ETFs reporting about 0.78 of Three Year Return per One Year Return. The ratio of One Year Return to Three Year Return for SPDR SP Consumer is roughly 1.28 . 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 SP's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for SPDR SP
The fund invests 99.81% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides SPDR SP'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 | 131.4 M | |||
| One Year Return | 13.30 % | |||
| Three Year Return | 10.40 % | |||
| Five Year Return | 9.50 % | |||
| Ten Year Return | 8.80 % | |||
| Net Asset | 131.4 M | |||
| Equity Positions Weight | 99.81 % |
About SPDR SP Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze SPDR SP Consumer's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of SPDR SP using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of SPDR SP Consumer 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.Consumer Staples Select Sector UCITS ETF the performance of large sized U.S. consumer staples companies in the SP 500 Index. SPDR SP is traded on Frankfurt Stock Exchange in Germany.
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Other Information on Investing in SPDR Etf
SPDR SP 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 SP security.