Spdr Portfolio Mortgage Etf Market Value
| SPMB Etf | USD 22.69 0.03 0.13% |
| Symbol | SPDR |
SPDR Portfolio Mortgage'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. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. 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.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in SPDR Portfolio on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR Portfolio Mortgage or generate 0.0% return on investment in SPDR Portfolio over 90 days. SPDR Portfolio is related to or competes with IShares MSCI, SPDR Barclays, SPDR Bloomberg, IShares SP, SPDR Barclays, IShares MSCI, and IShares Global. 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 Mortgage upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2014 | |||
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 0.9823 | |||
| Value At Risk | (0.31) | |||
| Potential Upside | 0.3529 |
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 | 0.0902 | |||
| Jensen Alpha | 0.0182 | |||
| Total Risk Alpha | 0.0095 | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | 0.3821 |
SPDR Portfolio 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 | 0.0902 | |||
| Market Risk Adjusted Performance | 0.3921 | |||
| Mean Deviation | 0.1559 | |||
| Semi Deviation | 0.0301 | |||
| Downside Deviation | 0.2014 | |||
| Coefficient Of Variation | 666.44 | |||
| Standard Deviation | 0.2034 | |||
| Variance | 0.0414 | |||
| Information Ratio | (0.11) | |||
| Jensen Alpha | 0.0182 | |||
| Total Risk Alpha | 0.0095 | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | 0.3821 | |||
| Maximum Drawdown | 0.9823 | |||
| Value At Risk | (0.31) | |||
| Potential Upside | 0.3529 | |||
| Downside Variance | 0.0406 | |||
| Semi Variance | 9.0E-4 | |||
| Expected Short fall | (0.18) | |||
| Skewness | 0.2363 | |||
| Kurtosis | 0.1524 |
SPDR Portfolio Mortgage Backtested Returns
At this point, SPDR Portfolio is very steady. SPDR Portfolio Mortgage 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-seven technical indicators for SPDR Portfolio Mortgage, which you can use to evaluate the volatility of the etf. Please validate SPDR Portfolio's coefficient of variation of 666.44, and Risk Adjusted Performance of 0.0902 to confirm if the risk estimate we provide is consistent with the expected return of 0.0395%. The entity has a beta of 0.0537, 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 | 0.47 |
Average predictability
SPDR Portfolio Mortgage has average predictability. Overlapping area represents the amount of predictability between SPDR Portfolio 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 Portfolio Mortgage price movement. The serial correlation of 0.47 indicates that about 47.0% of current SPDR Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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 Portfolio Mortgage offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of SPDR Portfolio'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 Portfolio Mortgage Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Spdr Portfolio Mortgage Etf: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 Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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.