Spdr Russell 1000 Etf Market Value
| ONEY Etf | USD 125.09 2.33 1.90% |
| Symbol | SPDR |
Investors evaluate SPDR Russell 1000 using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating SPDR Russell's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. External factors like market trends, sector rotation, and investor psychology can cause SPDR Russell's market price to deviate significantly from intrinsic value.
It's important to distinguish between SPDR Russell's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding SPDR Russell should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, SPDR Russell's market price signifies the transaction level at which participants voluntarily complete trades.
SPDR Russell '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 Russell'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 Russell.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in SPDR Russell on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR Russell 1000 or generate 0.0% return on investment in SPDR Russell over 90 days. SPDR Russell is related to or competes with SPDR Russell, SPDR SP, SPDR MSCI, WisdomTree MidCap, Vanguard Russell, WisdomTree Dynamic, and Avantis International. Under normal market conditions, the fund generally invests substantially all, but at least 80, of its total assets in th... More
SPDR Russell 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 Russell'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 Russell 1000 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6711 | |||
| Information Ratio | 0.1407 | |||
| Maximum Drawdown | 3.66 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 1.76 |
SPDR Russell Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR Russell's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SPDR Russell's standard deviation. In reality, there are many statistical measures that can use SPDR Russell historical prices to predict the future SPDR Russell's volatility.| Risk Adjusted Performance | 0.1476 | |||
| Jensen Alpha | 0.1247 | |||
| Total Risk Alpha | 0.113 | |||
| Sortino Ratio | 0.1738 | |||
| Treynor Ratio | 0.1969 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SPDR Russell'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 Russell February 6, 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 | 0.1476 | |||
| Market Risk Adjusted Performance | 0.2069 | |||
| Mean Deviation | 0.6552 | |||
| Semi Deviation | 0.4342 | |||
| Downside Deviation | 0.6711 | |||
| Coefficient Of Variation | 512.57 | |||
| Standard Deviation | 0.8287 | |||
| Variance | 0.6868 | |||
| Information Ratio | 0.1407 | |||
| Jensen Alpha | 0.1247 | |||
| Total Risk Alpha | 0.113 | |||
| Sortino Ratio | 0.1738 | |||
| Treynor Ratio | 0.1969 | |||
| Maximum Drawdown | 3.66 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 1.76 | |||
| Downside Variance | 0.4503 | |||
| Semi Variance | 0.1885 | |||
| Expected Short fall | (0.76) | |||
| Skewness | 0.4847 | |||
| Kurtosis | 0.1031 |
SPDR Russell 1000 Backtested Returns
SPDR Russell appears to be very steady, given 3 months investment horizon. SPDR Russell 1000 owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the etf had a 0.23 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for SPDR Russell 1000, which you can use to evaluate the volatility of the etf. Please review SPDR Russell's coefficient of variation of 512.57, and Risk Adjusted Performance of 0.1476 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.77, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SPDR Russell's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPDR Russell is expected to be smaller as well.
Auto-correlation | 0.70 |
Good predictability
SPDR Russell 1000 has good predictability. Overlapping area represents the amount of predictability between SPDR Russell time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 Russell 1000 price movement. The serial correlation of 0.7 indicates that around 70.0% of current SPDR Russell price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 8.73 |
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 Russell 1000 offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of SPDR Russell'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 Russell 1000 Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Spdr Russell 1000 Etf:Check out SPDR Russell Correlation, SPDR Russell Volatility and SPDR Russell Performance module to complement your research on SPDR Russell. You can also try the CEOs Directory module to screen CEOs from public companies around the world.
SPDR Russell 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.