Spdr Gold Shares Etf Market Value
| GLD Etf | USD 455.46 13.58 3.07% |
| Symbol | SPDR |
The market value of SPDR Gold Shares 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 Gold's value that differs from its market value or its book value, called intrinsic value, which is SPDR Gold's true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because SPDR Gold's market value can be influenced by many factors that don't directly affect SPDR Gold'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 Gold's value and its price as these two are different measures arrived at by different means. Investors typically determine if SPDR Gold is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Meanwhile, SPDR Gold's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
SPDR Gold '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 Gold'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 Gold.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in SPDR Gold on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR Gold Shares or generate 0.0% return on investment in SPDR Gold over 90 days. SPDR Gold is related to or competes with Vanguard Dividend, Vanguard Dividend, Vanguard Wellington, IShares Core, IShares Gold, Vanguard Information, and IShares Core. The Trust holds gold bars and from time to time, issues Baskets in exchange for deposits of gold and distributes gold in... More
SPDR Gold 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 Gold'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 Gold Shares upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.63 | |||
| Information Ratio | 0.1202 | |||
| Maximum Drawdown | 14.15 | |||
| Value At Risk | (2.66) | |||
| Potential Upside | 3.07 |
SPDR Gold Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR Gold's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SPDR Gold's standard deviation. In reality, there are many statistical measures that can use SPDR Gold historical prices to predict the future SPDR Gold's volatility.| Risk Adjusted Performance | 0.1373 | |||
| Jensen Alpha | 0.2928 | |||
| Total Risk Alpha | 0.1246 | |||
| Sortino Ratio | 0.0963 | |||
| Treynor Ratio | 0.6634 |
SPDR Gold February 7, 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 | 0.1373 | |||
| Market Risk Adjusted Performance | 0.6734 | |||
| Mean Deviation | 1.27 | |||
| Semi Deviation | 2.18 | |||
| Downside Deviation | 2.63 | |||
| Coefficient Of Variation | 614.27 | |||
| Standard Deviation | 2.11 | |||
| Variance | 4.43 | |||
| Information Ratio | 0.1202 | |||
| Jensen Alpha | 0.2928 | |||
| Total Risk Alpha | 0.1246 | |||
| Sortino Ratio | 0.0963 | |||
| Treynor Ratio | 0.6634 | |||
| Maximum Drawdown | 14.15 | |||
| Value At Risk | (2.66) | |||
| Potential Upside | 3.07 | |||
| Downside Variance | 6.9 | |||
| Semi Variance | 4.77 | |||
| Expected Short fall | (1.33) | |||
| Skewness | (1.80) | |||
| Kurtosis | 10.14 |
SPDR Gold Shares Backtested Returns
SPDR Gold appears to be very steady, given 3 months investment horizon. SPDR Gold Shares owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the etf had a 0.15 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for SPDR Gold Shares, which you can use to evaluate the volatility of the etf. Please review SPDR Gold's coefficient of variation of 614.27, and Risk Adjusted Performance of 0.1373 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.5, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SPDR Gold's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPDR Gold is expected to be smaller as well.
Auto-correlation | 0.67 |
Good predictability
SPDR Gold Shares has good predictability. Overlapping area represents the amount of predictability between SPDR Gold time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th 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 Gold Shares price movement. The serial correlation of 0.67 indicates that around 67.0% of current SPDR Gold price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 728.48 |
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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 Gold Shares is a strong investment it is important to analyze SPDR Gold'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 Gold's future performance. For an informed investment choice regarding SPDR Etf, refer to the following important reports:Check out SPDR Gold Correlation, SPDR Gold Volatility and SPDR Gold Performance module to complement your research on SPDR Gold. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
SPDR Gold 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.