Spdr Msci Acwi Etf Market Value
| CWI Etf | USD 38.21 0.12 0.31% |
| Symbol | SPDR |
Investors evaluate SPDR MSCI ACWI using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating SPDR MSCI's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause SPDR MSCI's market price to deviate significantly from intrinsic value.
It's important to distinguish between SPDR MSCI's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding SPDR MSCI should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, SPDR MSCI's market price signifies the transaction level at which participants voluntarily complete trades.
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.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in SPDR MSCI on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR MSCI ACWI or generate 0.0% return on investment in SPDR MSCI over 90 days. SPDR MSCI is related to or competes with Invesco FTSE, WisdomTree Emerging, Direxion Daily, IShares MSCI, IShares Europe, IShares MSCI, and Goldman Sachs. The fund generally invests substantially all, but at least 80, of its total assets in the securities comprising the inde... 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 ACWI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7045 | |||
| Information Ratio | 0.1131 | |||
| Maximum Drawdown | 2.95 | |||
| Value At Risk | (1.17) | |||
| Potential Upside | 1.33 |
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 | 0.1445 | |||
| Jensen Alpha | 0.1212 | |||
| Total Risk Alpha | 0.0814 | |||
| Sortino Ratio | 0.114 | |||
| Treynor Ratio | 0.647 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SPDR MSCI'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 MSCI January 30, 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 | 0.1445 | |||
| Market Risk Adjusted Performance | 0.657 | |||
| Mean Deviation | 0.5602 | |||
| Semi Deviation | 0.5313 | |||
| Downside Deviation | 0.7045 | |||
| Coefficient Of Variation | 501.53 | |||
| Standard Deviation | 0.7102 | |||
| Variance | 0.5044 | |||
| Information Ratio | 0.1131 | |||
| Jensen Alpha | 0.1212 | |||
| Total Risk Alpha | 0.0814 | |||
| Sortino Ratio | 0.114 | |||
| Treynor Ratio | 0.647 | |||
| Maximum Drawdown | 2.95 | |||
| Value At Risk | (1.17) | |||
| Potential Upside | 1.33 | |||
| Downside Variance | 0.4963 | |||
| Semi Variance | 0.2822 | |||
| Expected Short fall | (0.63) | |||
| Skewness | (0.12) | |||
| Kurtosis | (0.16) |
SPDR MSCI ACWI Backtested Returns
SPDR MSCI is very steady at the moment. SPDR MSCI ACWI owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the etf had a 0.2 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for SPDR MSCI ACWI, which you can use to evaluate the volatility of the etf. Please validate SPDR MSCI's risk adjusted performance of 0.1445, and Coefficient Of Variation of 501.53 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. The entity has a beta of 0.2, 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 | 0.36 |
Below average predictability
SPDR MSCI ACWI has below average predictability. Overlapping area represents the amount of predictability between SPDR MSCI time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th of January 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 ACWI price movement. The serial correlation of 0.36 indicates that just about 36.0% of current SPDR MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.79 |
Currently Active Assets on Macroaxis
When determining whether SPDR MSCI ACWI offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of SPDR MSCI's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Spdr Msci Acwi Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Spdr Msci Acwi Etf:Check out SPDR MSCI Correlation, SPDR MSCI Volatility and SPDR MSCI Performance module to complement your research on SPDR MSCI. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
SPDR MSCI 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.