Spdr Sp Kensho Etf Market Value
| SIMS Etf | USD 45.76 0.44 0.97% |
| Symbol | SPDR |
SPDR SP Kensho's market price often diverges from its book value, the accounting figure shown on SPDR's balance sheet. Smart investors calculate SPDR SP's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Since SPDR SP's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from 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. 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.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in SPDR SP on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR SP Kensho or generate 0.0% return on investment in SPDR SP over 90 days. SPDR SP is related to or competes with Matthews International, Innovator Hedged, Advisors Inner, First Trust, IShares Energy, IShares Environmentally, and Xtrackers Semiconductor. Under normal market conditions, the fund generally invests substantially all, but at least 80, of its total assets in th... 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 Kensho upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.04 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 7.62 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 2.19 |
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 | 0.0132 | |||
| Jensen Alpha | 0.0063 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.6219 |
SPDR SP February 18, 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 | 0.0132 | |||
| Market Risk Adjusted Performance | 0.6319 | |||
| Mean Deviation | 1.23 | |||
| Semi Deviation | 2.0 | |||
| Downside Deviation | 2.04 | |||
| Coefficient Of Variation | 10052.37 | |||
| Standard Deviation | 1.68 | |||
| Variance | 2.82 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | 0.0063 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.6219 | |||
| Maximum Drawdown | 7.62 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 2.19 | |||
| Downside Variance | 4.15 | |||
| Semi Variance | 3.98 | |||
| Expected Short fall | (1.12) | |||
| Skewness | (0.86) | |||
| Kurtosis | 1.25 |
SPDR SP Kensho Backtested Returns
SPDR SP appears to be very steady, given 3 months investment horizon. SPDR SP Kensho owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the etf had a 0.16 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for SPDR SP Kensho, which you can use to evaluate the volatility of the etf. Please review SPDR SP's coefficient of variation of 10052.37, and Risk Adjusted Performance of 0.0132 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.0108, which indicates not very significant fluctuations relative to the market. 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 | 0.47 |
Average predictability
SPDR SP Kensho has average predictability. Overlapping area represents the amount of predictability between SPDR SP time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th 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 Kensho price movement. The serial correlation of 0.47 indicates that about 47.0% of current SPDR SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
Thematic Opportunities
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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 Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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.