Spdr Sp Smallcap Etf Market Value
| ESIX Etf | USD 32.85 0.18 0.54% |
| Symbol | SPDR |
SPDR SP SmallCap's market price often diverges from its book value, the accounting figure shown on SPDR's balance sheet. Smart investors calculate SPDR SP's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Since SPDR SP's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between SPDR SP's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding SPDR SP should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. However, SPDR SP'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 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.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in SPDR SP on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR SP SmallCap or generate 0.0% return on investment in SPDR SP over 90 days. SPDR SP is related to or competes with JPMorgan Fundamental, JPMorgan Fundamental, ProShares MSCI, ProShares Ultra, First Trust, Macquarie ETF, and IShares ESG. Under normal market conditions, the fund generally invests substantially all, but at least 80, of its total assets in th... 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 SmallCap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9436 | |||
| Information Ratio | 0.0219 | |||
| Maximum Drawdown | 5.1 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 1.93 |
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 | 0.0498 | |||
| Jensen Alpha | 0.0205 | |||
| Total Risk Alpha | 0.0071 | |||
| Sortino Ratio | 0.0246 | |||
| Treynor Ratio | 0.0539 |
SPDR SP January 31, 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 | 0.0498 | |||
| Market Risk Adjusted Performance | 0.0639 | |||
| Mean Deviation | 0.7928 | |||
| Semi Deviation | 0.8478 | |||
| Downside Deviation | 0.9436 | |||
| Coefficient Of Variation | 1551.36 | |||
| Standard Deviation | 1.06 | |||
| Variance | 1.12 | |||
| Information Ratio | 0.0219 | |||
| Jensen Alpha | 0.0205 | |||
| Total Risk Alpha | 0.0071 | |||
| Sortino Ratio | 0.0246 | |||
| Treynor Ratio | 0.0539 | |||
| Maximum Drawdown | 5.1 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 1.93 | |||
| Downside Variance | 0.8904 | |||
| Semi Variance | 0.7187 | |||
| Expected Short fall | (0.91) | |||
| Skewness | 0.521 | |||
| Kurtosis | 0.8306 |
SPDR SP SmallCap Backtested Returns
At this stage we consider SPDR Etf to be very steady. SPDR SP SmallCap 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-seven technical indicators for SPDR SP SmallCap, which you can use to evaluate the volatility of the etf. Please validate SPDR SP's risk adjusted performance of 0.0498, and Coefficient Of Variation of 1551.36 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. The entity has a beta of 1.08, which indicates a somewhat significant risk relative to the market. SPDR SP returns are very sensitive to returns on the market. As the market goes up or down, SPDR SP is expected to follow.
Auto-correlation | 0.61 |
Good predictability
SPDR SP SmallCap has good predictability. Overlapping area represents the amount of predictability between SPDR SP time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st 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 SP SmallCap price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current SPDR SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.37 |
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 SP SmallCap offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of SPDR SP'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 Sp Smallcap Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Spdr Sp Smallcap Etf:Check out SPDR SP Correlation, SPDR SP Volatility and SPDR SP Performance module to complement your research on SPDR SP. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
SPDR SP 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.