Spdr Sp Bank Etf Market Value
| KBE Etf | USD 62.79 2.04 3.15% |
| Symbol | SPDR |
The market value of SPDR SP Bank 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 SP's value that differs from its market value or its book value, called intrinsic value, which is SPDR SP's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because SPDR SP's market value can be influenced by many factors that don't directly affect SPDR SP'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 SP's value and its price as these two are different measures arrived at by different means. Investors typically determine if SPDR SP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. 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.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in SPDR SP on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR SP Bank or generate 0.0% return on investment in SPDR SP over 90 days. SPDR SP is related to or competes with SPDR Morgan, Freedom 100, IShares MSCI, Invesco SP, IShares MSCI, WisdomTree Emerging, and IShares Broker. The fund generally invests substantially all, but at least 80, of its total assets in the securities comprising the inde... 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 Bank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.23 | |||
| Information Ratio | 0.0642 | |||
| Maximum Drawdown | 7.08 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 2.74 |
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 | 0.0971 | |||
| Jensen Alpha | 0.0849 | |||
| Total Risk Alpha | 0.0286 | |||
| Sortino Ratio | 0.0681 | |||
| Treynor Ratio | 0.1571 |
SPDR SP January 27, 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 | 0.0971 | |||
| Market Risk Adjusted Performance | 0.1671 | |||
| Mean Deviation | 0.8949 | |||
| Semi Deviation | 1.01 | |||
| Downside Deviation | 1.23 | |||
| Coefficient Of Variation | 791.72 | |||
| Standard Deviation | 1.3 | |||
| Variance | 1.7 | |||
| Information Ratio | 0.0642 | |||
| Jensen Alpha | 0.0849 | |||
| Total Risk Alpha | 0.0286 | |||
| Sortino Ratio | 0.0681 | |||
| Treynor Ratio | 0.1571 | |||
| Maximum Drawdown | 7.08 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 2.74 | |||
| Downside Variance | 1.52 | |||
| Semi Variance | 1.02 | |||
| Expected Short fall | (0.99) | |||
| Skewness | 0.2515 | |||
| Kurtosis | 2.0 |
SPDR SP Bank Backtested Returns
SPDR SP appears to be very steady, given 3 months investment horizon. SPDR SP Bank 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 thirty technical indicators for SPDR SP Bank, which you can use to evaluate the volatility of the etf. Please review SPDR SP's coefficient of variation of 791.72, and Risk Adjusted Performance of 0.0971 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.99, which indicates possible diversification benefits within a given portfolio. 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 | 0.41 |
Average predictability
SPDR SP Bank has average predictability. Overlapping area represents the amount of predictability between SPDR SP time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th 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 Bank price movement. The serial correlation of 0.41 indicates that just about 41.0% of current SPDR SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.81 |
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Check out SPDR SP Correlation, SPDR SP Volatility and SPDR SP Alpha and Beta module to complement your research on SPDR SP. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your 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.