Spdr Portfolio Europe Etf Market Value
| SPEU Etf | USD 55.09 1.06 1.96% |
| Symbol | SPDR |
Investors evaluate SPDR Portfolio Europe using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating SPDR Portfolio's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause SPDR Portfolio's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between SPDR Portfolio's value and its price as these two are different measures arrived at by different means. Investors typically determine if SPDR Portfolio is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, SPDR Portfolio's market price signifies the transaction level at which participants voluntarily complete trades.
SPDR Portfolio '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 Portfolio'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 Portfolio.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in SPDR Portfolio on November 11, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR Portfolio Europe or generate 0.0% return on investment in SPDR Portfolio over 90 days. SPDR Portfolio is related to or competes with Harris Oakmark, SPDR SP, SPDR SP, SPDR SP, Invesco Russell, IShares Currency, and IShares Transportation. Under normal market conditions, the fund generally invests substantially all, but at least 80, of its total assets in th... More
SPDR Portfolio 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 Portfolio'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 Portfolio Europe upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7599 | |||
| Information Ratio | 0.0998 | |||
| Maximum Drawdown | 3.21 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.29 |
SPDR Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SPDR Portfolio's standard deviation. In reality, there are many statistical measures that can use SPDR Portfolio historical prices to predict the future SPDR Portfolio's volatility.| Risk Adjusted Performance | 0.1721 | |||
| Jensen Alpha | 0.0976 | |||
| Total Risk Alpha | 0.0804 | |||
| Sortino Ratio | 0.1031 | |||
| Treynor Ratio | 0.2081 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SPDR Portfolio'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 Portfolio February 9, 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 | 0.1721 | |||
| Market Risk Adjusted Performance | 0.2181 | |||
| Mean Deviation | 0.6513 | |||
| Semi Deviation | 0.6018 | |||
| Downside Deviation | 0.7599 | |||
| Coefficient Of Variation | 467.53 | |||
| Standard Deviation | 0.7857 | |||
| Variance | 0.6173 | |||
| Information Ratio | 0.0998 | |||
| Jensen Alpha | 0.0976 | |||
| Total Risk Alpha | 0.0804 | |||
| Sortino Ratio | 0.1031 | |||
| Treynor Ratio | 0.2081 | |||
| Maximum Drawdown | 3.21 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.29 | |||
| Downside Variance | 0.5774 | |||
| Semi Variance | 0.3621 | |||
| Expected Short fall | (0.73) | |||
| Skewness | (0.14) | |||
| Kurtosis | (0.43) |
SPDR Portfolio Europe Backtested Returns
Currently, SPDR Portfolio Europe is very steady. SPDR Portfolio Europe owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the etf had a 0.19 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for SPDR Portfolio Europe, which you can use to evaluate the volatility of the etf. Please validate SPDR Portfolio's coefficient of variation of 467.53, and Risk Adjusted Performance of 0.1721 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. The entity has a beta of 0.76, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SPDR Portfolio's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPDR Portfolio is expected to be smaller as well.
Auto-correlation | 0.59 |
Modest predictability
SPDR Portfolio Europe has modest predictability. Overlapping area represents the amount of predictability between SPDR Portfolio time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th 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 Portfolio Europe price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current SPDR Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.91 |
Thematic Opportunities
Explore Investment Opportunities
Check out SPDR Portfolio Correlation, SPDR Portfolio Volatility and SPDR Portfolio Performance module to complement your research on SPDR Portfolio. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
SPDR Portfolio 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.