SPDR Refinitiv (Switzerland) Market Value
| GCVC Etf | CHF 43.65 0.22 0.50% |
| Symbol | SPDR |
Please note, there is a significant difference between SPDR Refinitiv's value and its price as these two are different measures arrived at by different means. Investors typically determine if SPDR Refinitiv is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SPDR Refinitiv'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 Refinitiv '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 Refinitiv'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 Refinitiv.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in SPDR Refinitiv on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR Refinitiv Global or generate 0.0% return on investment in SPDR Refinitiv over 30 days. SPDR Refinitiv is related to or competes with UBSFund Solutions, Vanguard, IShares VII, IShares Core, Lyxor Japan, IShares Core, and IShares SP. The objective of the SPDR Thomson Reuters Global Convertible Bond UCITS ETF is to track the performance of the investabl... More
SPDR Refinitiv 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 Refinitiv'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 Refinitiv Global upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.909 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 4.37 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.38 |
SPDR Refinitiv Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR Refinitiv's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SPDR Refinitiv's standard deviation. In reality, there are many statistical measures that can use SPDR Refinitiv historical prices to predict the future SPDR Refinitiv's volatility.| Risk Adjusted Performance | 0.0458 | |||
| Jensen Alpha | 0.0188 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1248 |
SPDR Refinitiv Global Backtested Returns
At this stage we consider SPDR Etf to be very steady. SPDR Refinitiv Global owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0674, which indicates the etf had a 0.0674 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for SPDR Refinitiv Global, which you can use to evaluate the volatility of the etf. Please validate SPDR Refinitiv's coefficient of variation of 1594.14, and Risk Adjusted Performance of 0.0458 to confirm if the risk estimate we provide is consistent with the expected return of 0.0572%. The entity has a beta of 0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SPDR Refinitiv's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPDR Refinitiv is expected to be smaller as well.
Auto-correlation | 0.54 |
Modest predictability
SPDR Refinitiv Global has modest predictability. Overlapping area represents the amount of predictability between SPDR Refinitiv time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Refinitiv Global price movement. The serial correlation of 0.54 indicates that about 54.0% of current SPDR Refinitiv price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
SPDR Refinitiv Global lagged returns against current returns
Autocorrelation, which is SPDR Refinitiv 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 Refinitiv's etf expected returns. We can calculate the autocorrelation of SPDR Refinitiv returns to help us make a trade decision. For example, suppose you find that SPDR Refinitiv 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 Refinitiv 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 Refinitiv etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SPDR Refinitiv etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SPDR Refinitiv etf over time.
Current vs Lagged Prices |
| Timeline |
SPDR Refinitiv Lagged Returns
When evaluating SPDR Refinitiv's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SPDR Refinitiv etf have on its future price. SPDR Refinitiv 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 Refinitiv autocorrelation shows the relationship between SPDR Refinitiv etf current value and its past values and can show if there is a momentum factor associated with investing in SPDR Refinitiv Global.
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.Other Information on Investing in SPDR Etf
SPDR Refinitiv 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 Refinitiv security.