Spdr Msci Emerging Etf Market Value
| QEMM Etf | USD 73.57 0.68 0.93% |
| Symbol | SPDR |
SPDR MSCI Emerging's market price often diverges from its book value, the accounting figure shown on SPDR's balance sheet. Smart investors calculate SPDR MSCI's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Since SPDR MSCI'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 MSCI's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding SPDR MSCI should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. However, SPDR MSCI'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 MSCI '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 MSCI'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 MSCI.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in SPDR MSCI on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR MSCI Emerging or generate 0.0% return on investment in SPDR MSCI over 90 days. SPDR MSCI is related to or competes with Hartford Multifactor, MAYBANK EMERGING, IShares MSCI, Franklin FTSE, IShares MSCI, Columbia International, and John Hancock. The fund generally invests substantially all, but at least 80, of its total assets in the securities comprising the inde... More
SPDR MSCI 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 MSCI'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 MSCI Emerging upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6771 | |||
| Information Ratio | 0.1297 | |||
| Maximum Drawdown | 3.68 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.51 |
SPDR MSCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SPDR MSCI's standard deviation. In reality, there are many statistical measures that can use SPDR MSCI historical prices to predict the future SPDR MSCI's volatility.| Risk Adjusted Performance | 0.1883 | |||
| Jensen Alpha | 0.1715 | |||
| Total Risk Alpha | 0.1043 | |||
| Sortino Ratio | 0.151 | |||
| Treynor Ratio | 8.48 |
SPDR MSCI February 13, 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 | 0.1883 | |||
| Market Risk Adjusted Performance | 8.49 | |||
| Mean Deviation | 0.6132 | |||
| Semi Deviation | 0.3871 | |||
| Downside Deviation | 0.6771 | |||
| Coefficient Of Variation | 430.66 | |||
| Standard Deviation | 0.7879 | |||
| Variance | 0.6208 | |||
| Information Ratio | 0.1297 | |||
| Jensen Alpha | 0.1715 | |||
| Total Risk Alpha | 0.1043 | |||
| Sortino Ratio | 0.151 | |||
| Treynor Ratio | 8.48 | |||
| Maximum Drawdown | 3.68 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.51 | |||
| Downside Variance | 0.4584 | |||
| Semi Variance | 0.1498 | |||
| Expected Short fall | (0.71) | |||
| Skewness | 0.2629 | |||
| Kurtosis | 0.3933 |
SPDR MSCI Emerging Backtested Returns
SPDR MSCI appears to be very steady, given 3 months investment horizon. SPDR MSCI Emerging owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.27, which indicates the etf had a 0.27 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for SPDR MSCI Emerging, which you can use to evaluate the volatility of the etf. Please review SPDR MSCI's risk adjusted performance of 0.1883, and Coefficient Of Variation of 430.66 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.0204, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SPDR MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPDR MSCI is expected to be smaller as well.
Auto-correlation | 0.56 |
Modest predictability
SPDR MSCI Emerging has modest predictability. Overlapping area represents the amount of predictability between SPDR MSCI time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 MSCI Emerging price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current SPDR MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 3.85 |
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Try AI Portfolio ProphetCheck out SPDR MSCI Correlation, SPDR MSCI Volatility and SPDR MSCI Performance module to complement your research on SPDR MSCI. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
SPDR MSCI 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.