Spdr Bloomberg Short Etf Market Value
| BWZ Etf | USD 27.80 0.05 0.18% |
| Symbol | SPDR |
Investors evaluate SPDR Bloomberg Short using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating SPDR Bloomberg's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. External factors like market trends, sector rotation, and investor psychology can cause SPDR Bloomberg's market price to deviate significantly from intrinsic value.
It's important to distinguish between SPDR Bloomberg's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding SPDR Bloomberg should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, SPDR Bloomberg's market price signifies the transaction level at which participants voluntarily complete trades.
SPDR Bloomberg '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 Bloomberg'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 Bloomberg.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in SPDR Bloomberg on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR Bloomberg Short or generate 0.0% return on investment in SPDR Bloomberg over 90 days. SPDR Bloomberg is related to or competes with IShares MSCI, SPDR FTSE, WisdomTree SmallCap, IShares MSCI, AIM ETF, IShares Currency, and VanEck ETF. The fund invests substantially all, but at least 80, of its total assets in the securities comprising the index and in s... More
SPDR Bloomberg 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 Bloomberg'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 Bloomberg Short upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3742 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 2.36 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 0.5517 |
SPDR Bloomberg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR Bloomberg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SPDR Bloomberg's standard deviation. In reality, there are many statistical measures that can use SPDR Bloomberg historical prices to predict the future SPDR Bloomberg's volatility.| Risk Adjusted Performance | 0.0827 | |||
| Jensen Alpha | 0.0395 | |||
| Total Risk Alpha | 0.0163 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 4.34 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SPDR Bloomberg'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 Bloomberg February 4, 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 | 0.0827 | |||
| Market Risk Adjusted Performance | 4.35 | |||
| Mean Deviation | 0.2862 | |||
| Semi Deviation | 0.263 | |||
| Downside Deviation | 0.3742 | |||
| Coefficient Of Variation | 806.93 | |||
| Standard Deviation | 0.4026 | |||
| Variance | 0.1621 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0395 | |||
| Total Risk Alpha | 0.0163 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 4.34 | |||
| Maximum Drawdown | 2.36 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 0.5517 | |||
| Downside Variance | 0.14 | |||
| Semi Variance | 0.0692 | |||
| Expected Short fall | (0.32) | |||
| Skewness | 0.5585 | |||
| Kurtosis | 2.42 |
SPDR Bloomberg Short Backtested Returns
At this stage we consider SPDR Etf to be very steady. SPDR Bloomberg Short owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the etf had a 0.11 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for SPDR Bloomberg Short, which you can use to evaluate the volatility of the etf. Please validate SPDR Bloomberg's coefficient of variation of 806.93, and Risk Adjusted Performance of 0.0827 to confirm if the risk estimate we provide is consistent with the expected return of 0.0464%. The entity has a beta of 0.0092, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SPDR Bloomberg's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPDR Bloomberg is expected to be smaller as well.
Auto-correlation | 0.63 |
Good predictability
SPDR Bloomberg Short has good predictability. Overlapping area represents the amount of predictability between SPDR Bloomberg time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th 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 Bloomberg Short price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current SPDR Bloomberg price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
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 Bloomberg Short is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if SPDR Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Spdr Bloomberg Short Etf. Highlighted below are key reports to facilitate an investment decision about Spdr Bloomberg Short Etf:Check out SPDR Bloomberg Correlation, SPDR Bloomberg Volatility and SPDR Bloomberg Performance module to complement your research on SPDR Bloomberg. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
SPDR Bloomberg 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.