Spdr Portfolio Tips Etf Market Value
| SPIP Etf | USD 26.27 0.00 0.00% |
| Symbol | SPDR |
SPDR Portfolio TIPS's market price often diverges from its book value, the accounting figure shown on SPDR's balance sheet. Smart investors calculate SPDR Portfolio's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since SPDR Portfolio'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 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. However, SPDR Portfolio'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 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.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in SPDR Portfolio on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR Portfolio TIPS or generate 0.0% return on investment in SPDR Portfolio over 90 days. SPDR Portfolio is related to or competes with FlexShares IBoxx, IShares Micro, WisdomTree International, IShares Energy, SPDR Barclays, Dimensional ETF, and Invesco SP. The fund generally invests substantially all, but at least 80, of its total assets in the securities comprising the inde... 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 TIPS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.185 | |||
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 0.8055 | |||
| Value At Risk | (0.23) | |||
| Potential Upside | 0.3439 |
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 | 0.0362 | |||
| Jensen Alpha | 0.0027 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.29) | |||
| Treynor Ratio | 0.1129 |
SPDR Portfolio February 17, 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 | 0.0362 | |||
| Market Risk Adjusted Performance | 0.1229 | |||
| Mean Deviation | 0.1456 | |||
| Semi Deviation | 0.1114 | |||
| Downside Deviation | 0.185 | |||
| Coefficient Of Variation | 1131.33 | |||
| Standard Deviation | 0.1787 | |||
| Variance | 0.0319 | |||
| Information Ratio | (0.30) | |||
| Jensen Alpha | 0.0027 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.29) | |||
| Treynor Ratio | 0.1129 | |||
| Maximum Drawdown | 0.8055 | |||
| Value At Risk | (0.23) | |||
| Potential Upside | 0.3439 | |||
| Downside Variance | 0.0342 | |||
| Semi Variance | 0.0124 | |||
| Expected Short fall | (0.16) | |||
| Skewness | 0.0121 | |||
| Kurtosis | (0.37) |
SPDR Portfolio TIPS Backtested Returns
Currently, SPDR Portfolio TIPS is very steady. SPDR Portfolio TIPS owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the etf had a 0.12 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for SPDR Portfolio TIPS, which you can use to evaluate the volatility of the etf. Please validate SPDR Portfolio's risk adjusted performance of 0.0362, and Coefficient Of Variation of 1131.33 to confirm if the risk estimate we provide is consistent with the expected return of 0.0206%. The entity has a beta of 0.0513, which indicates not very significant fluctuations relative to the market. 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 | -0.3 |
Weak reverse predictability
SPDR Portfolio TIPS has weak reverse predictability. Overlapping area represents the amount of predictability between SPDR Portfolio time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th 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 TIPS price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current SPDR Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Pair Trading with SPDR Portfolio
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if SPDR Portfolio position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in SPDR Portfolio will appreciate offsetting losses from the drop in the long position's value.Moving together with SPDR Etf
| 0.99 | TIP | iShares TIPS Bond | PairCorr |
| 0.9 | JCPI | JPMorgan Inflation | PairCorr |
| 0.94 | TDTF | FlexShares iBoxx 5 | PairCorr |
Moving against SPDR Etf
The ability to find closely correlated positions to SPDR Portfolio could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace SPDR Portfolio when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back SPDR Portfolio - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling SPDR Portfolio TIPS to buy it.
The correlation of SPDR Portfolio is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as SPDR Portfolio moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if SPDR Portfolio TIPS moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for SPDR Portfolio can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.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 Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
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.