Spdr Sp Dividend Etf Market Value
| SDY Etf | USD 154.56 0.80 0.51% |
| Symbol | SPDR |
Understanding SPDR SP Dividend requires distinguishing between market price and book value, where the latter reflects SPDR's accounting equity. The concept of intrinsic value - what SPDR SP's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Market sentiment, economic cycles, and investor behavior can push SPDR SP's price substantially above or below its fundamental 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. In contrast, SPDR SP's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
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.
| 11/28/2025 |
| 02/26/2026 |
If you would invest 0.00 in SPDR SP on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR SP Dividend or generate 0.0% return on investment in SPDR SP over 90 days. SPDR SP is related to or competes with VanEck Gold, IShares MSCI, Schwab Fundamental, Vanguard Explorer, Utilities Select, Pacer Cash, and IShares MSCI. 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 Dividend upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4859 | |||
| Information Ratio | 0.1443 | |||
| Maximum Drawdown | 2.84 | |||
| Value At Risk | (0.80) | |||
| Potential Upside | 1.24 |
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 | 0.2401 | |||
| Jensen Alpha | 0.1418 | |||
| Total Risk Alpha | 0.1091 | |||
| Sortino Ratio | 0.1904 | |||
| Treynor Ratio | 0.381 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SPDR SP'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 SP February 26, 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 | 0.2401 | |||
| Market Risk Adjusted Performance | 0.391 | |||
| Mean Deviation | 0.5231 | |||
| Downside Deviation | 0.4859 | |||
| Coefficient Of Variation | 318.26 | |||
| Standard Deviation | 0.6414 | |||
| Variance | 0.4113 | |||
| Information Ratio | 0.1443 | |||
| Jensen Alpha | 0.1418 | |||
| Total Risk Alpha | 0.1091 | |||
| Sortino Ratio | 0.1904 | |||
| Treynor Ratio | 0.381 | |||
| Maximum Drawdown | 2.84 | |||
| Value At Risk | (0.80) | |||
| Potential Upside | 1.24 | |||
| Downside Variance | 0.2361 | |||
| Semi Variance | (0.0006) | |||
| Expected Short fall | (0.67) | |||
| Skewness | 0.2742 | |||
| Kurtosis | (0.34) |
SPDR SP Dividend Backtested Returns
At this stage we consider SPDR Etf to be very steady. SPDR SP Dividend owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.28, which indicates the etf had a 0.28 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for SPDR SP Dividend, which you can use to evaluate the volatility of the etf. Please validate SPDR SP's standard deviation of 0.6414, and Risk Adjusted Performance of 0.2401 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. The entity has a beta of 0.5, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SPDR SP's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPDR SP is expected to be smaller as well.
Auto-correlation | 0.61 |
Good predictability
SPDR SP Dividend has good predictability. Overlapping area represents the amount of predictability between SPDR SP time series from 28th of November 2025 to 12th of January 2026 and 12th of January 2026 to 26th 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 SP Dividend price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current SPDR SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 14.92 |
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 SP Dividend offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of SPDR SP'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 Sp Dividend Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Spdr Sp Dividend Etf:Check out SPDR SP Correlation, SPDR SP Volatility and SPDR SP Performance module to complement your research on SPDR SP. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
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.