Spdr Sp 600 Etf Market Value
| SLYV Etf | USD 98.84 1.16 1.16% |
| Symbol | SPDR |
The market value of SPDR SP 600 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. Investment professionals apply varied valuation frameworks to compute inherent worth and acquire positions when market prices trade at discounts to calculated 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. Meanwhile, SPDR SP's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
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.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in SPDR SP on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR SP 600 or generate 0.0% return on investment in SPDR SP over 90 days. SPDR SP is related to or competes with WHITEWOLF Publicly, John Hancock, Allspring Exchange, ProShares Equities, IShares MSCI, IQ Large, and MicroSectors Travel. 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 600 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.02 | |||
| Information Ratio | 0.1218 | |||
| Maximum Drawdown | 5.07 | |||
| Value At Risk | (1.81) | |||
| Potential Upside | 2.27 |
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 | 0.1338 | |||
| Jensen Alpha | 0.128 | |||
| Total Risk Alpha | 0.1105 | |||
| Sortino Ratio | 0.1404 | |||
| Treynor Ratio | 0.1551 |
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 5, 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 | 0.1338 | |||
| Market Risk Adjusted Performance | 0.1651 | |||
| Mean Deviation | 0.8834 | |||
| Semi Deviation | 0.7621 | |||
| Downside Deviation | 1.02 | |||
| Coefficient Of Variation | 565.56 | |||
| Standard Deviation | 1.17 | |||
| Variance | 1.38 | |||
| Information Ratio | 0.1218 | |||
| Jensen Alpha | 0.128 | |||
| Total Risk Alpha | 0.1105 | |||
| Sortino Ratio | 0.1404 | |||
| Treynor Ratio | 0.1551 | |||
| Maximum Drawdown | 5.07 | |||
| Value At Risk | (1.81) | |||
| Potential Upside | 2.27 | |||
| Downside Variance | 1.04 | |||
| Semi Variance | 0.5807 | |||
| Expected Short fall | (1.08) | |||
| Skewness | 0.2643 | |||
| Kurtosis | 0.3492 |
SPDR SP 600 Backtested Returns
SPDR SP appears to be very steady, given 3 months investment horizon. SPDR SP 600 owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the etf had a 0.17 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for SPDR SP 600, which you can use to evaluate the volatility of the etf. Please review SPDR SP's coefficient of variation of 565.56, and Risk Adjusted Performance of 0.1338 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.27, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, SPDR SP will likely underperform.
Auto-correlation | 0.73 |
Good predictability
SPDR SP 600 has good predictability. Overlapping area represents the amount of predictability between SPDR SP time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th 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 600 price movement. The serial correlation of 0.73 indicates that around 73.0% of current SPDR SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 6.37 |
Thematic Opportunities
Explore Investment Opportunities
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 Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
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.