Spdr Bridgewater All Etf Market Value
| ALLW Etf | 29.18 0.17 0.59% |
| Symbol | SPDR |
The market value of SPDR Bridgewater All is measured differently than its book value, which is the value of SPDR that is recorded on the company's balance sheet. Investors also form their own opinion of SPDR Bridgewater's value that differs from its market value or its book value, called intrinsic value, which is SPDR Bridgewater's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because SPDR Bridgewater's market value can be influenced by many factors that don't directly affect SPDR Bridgewater's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between SPDR Bridgewater's value and its price as these two are different measures arrived at by different means. Investors typically determine if SPDR Bridgewater is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SPDR Bridgewater'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 Bridgewater '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 Bridgewater'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 Bridgewater.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in SPDR Bridgewater on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR Bridgewater All or generate 0.0% return on investment in SPDR Bridgewater over 30 days. SPDR Bridgewater is related to or competes with Franklin Liberty, First Trust, Xtrackers MSCI, Dimensional ETF, WisdomTree International, SPDR MSCI, and 6 Meridian. SPDR Bridgewater is entity of United States More
SPDR Bridgewater 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 Bridgewater'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 Bridgewater All upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5632 | |||
| Information Ratio | 0.0183 | |||
| Maximum Drawdown | 2.67 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 0.9427 |
SPDR Bridgewater Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR Bridgewater's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SPDR Bridgewater's standard deviation. In reality, there are many statistical measures that can use SPDR Bridgewater historical prices to predict the future SPDR Bridgewater's volatility.| Risk Adjusted Performance | 0.0945 | |||
| Jensen Alpha | 0.0409 | |||
| Total Risk Alpha | 0.0213 | |||
| Sortino Ratio | 0.0186 | |||
| Treynor Ratio | 0.144 |
SPDR Bridgewater All Backtested Returns
At this stage we consider SPDR Etf to be very steady. SPDR Bridgewater All owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the etf had a 0.16 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for SPDR Bridgewater All, which you can use to evaluate the volatility of the etf. Please validate SPDR Bridgewater's risk adjusted performance of 0.0945, and Coefficient Of Variation of 724.82 to confirm if the risk estimate we provide is consistent with the expected return of 0.0901%. The entity has a beta of 0.48, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SPDR Bridgewater's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPDR Bridgewater is expected to be smaller as well.
Auto-correlation | -0.37 |
Poor reverse predictability
SPDR Bridgewater All has poor reverse predictability. Overlapping area represents the amount of predictability between SPDR Bridgewater time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 to 24th of December 2025. 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 Bridgewater All price movement. The serial correlation of -0.37 indicates that just about 37.0% of current SPDR Bridgewater price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
SPDR Bridgewater All lagged returns against current returns
Autocorrelation, which is SPDR Bridgewater etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting SPDR Bridgewater's etf expected returns. We can calculate the autocorrelation of SPDR Bridgewater returns to help us make a trade decision. For example, suppose you find that SPDR Bridgewater has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
SPDR Bridgewater regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If SPDR Bridgewater etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SPDR Bridgewater etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SPDR Bridgewater etf over time.
Current vs Lagged Prices |
| Timeline |
SPDR Bridgewater Lagged Returns
When evaluating SPDR Bridgewater's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SPDR Bridgewater etf have on its future price. SPDR Bridgewater autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, SPDR Bridgewater autocorrelation shows the relationship between SPDR Bridgewater etf current value and its past values and can show if there is a momentum factor associated with investing in SPDR Bridgewater All.
Regressed Prices |
| Timeline |
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.When determining whether SPDR Bridgewater All is a strong investment it is important to analyze SPDR Bridgewater'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 Bridgewater's future performance. For an informed investment choice regarding SPDR Etf, refer to the following important reports:Check out SPDR Bridgewater Correlation, SPDR Bridgewater Volatility and SPDR Bridgewater Alpha and Beta module to complement your research on SPDR Bridgewater. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
SPDR Bridgewater technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.