Spdr Russell Small Etf Market Value
| SPMD Etf | USD 63.03 0.10 0.16% |
| Symbol | SPDR |
SPDR Russell Small's market price often diverges from its book value, the accounting figure shown on SPDR's balance sheet. Smart investors calculate SPDR Russell's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Since SPDR Russell'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 Russell's value and its price as these two are different measures arrived at by different means. Investors typically determine if SPDR Russell is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SPDR Russell'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 Russell '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 Russell'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 Russell.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in SPDR Russell on November 11, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR Russell Small or generate 0.0% return on investment in SPDR Russell over 90 days. SPDR Russell is related to or competes with SPDR Portfolio, SPDR Portfolio, Vanguard Financials, Vanguard Russell, Vanguard Russell, JPMorgan BetaBuilders, and Consumer Staples. Under normal market conditions, the fund generally invests substantially all, but at least 80, of its total assets in th... More
SPDR Russell 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 Russell'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 Russell Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8803 | |||
| Information Ratio | 0.0752 | |||
| Maximum Drawdown | 3.78 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 1.87 |
SPDR Russell Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR Russell's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SPDR Russell's standard deviation. In reality, there are many statistical measures that can use SPDR Russell historical prices to predict the future SPDR Russell's volatility.| Risk Adjusted Performance | 0.1361 | |||
| Jensen Alpha | 0.0738 | |||
| Total Risk Alpha | 0.0565 | |||
| Sortino Ratio | 0.0837 | |||
| Treynor Ratio | 0.1535 |
SPDR Russell 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 | 0.1361 | |||
| Market Risk Adjusted Performance | 0.1635 | |||
| Mean Deviation | 0.7427 | |||
| Semi Deviation | 0.6568 | |||
| Downside Deviation | 0.8803 | |||
| Coefficient Of Variation | 599.89 | |||
| Standard Deviation | 0.9797 | |||
| Variance | 0.9599 | |||
| Information Ratio | 0.0752 | |||
| Jensen Alpha | 0.0738 | |||
| Total Risk Alpha | 0.0565 | |||
| Sortino Ratio | 0.0837 | |||
| Treynor Ratio | 0.1535 | |||
| Maximum Drawdown | 3.78 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 1.87 | |||
| Downside Variance | 0.7749 | |||
| Semi Variance | 0.4313 | |||
| Expected Short fall | (0.83) | |||
| Skewness | 0.4107 | |||
| Kurtosis | 0.7449 |
SPDR Russell Small Backtested Returns
At this point, SPDR Russell is very steady. SPDR Russell Small 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-nine technical indicators for SPDR Russell Small, which you can use to evaluate the volatility of the etf. Please validate SPDR Russell's risk adjusted performance of 0.1361, and Coefficient Of Variation of 599.89 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. The entity has a beta of 1.0, which indicates possible diversification benefits within a given portfolio. SPDR Russell returns are very sensitive to returns on the market. As the market goes up or down, SPDR Russell is expected to follow.
Auto-correlation | 0.69 |
Good predictability
SPDR Russell Small has good predictability. Overlapping area represents the amount of predictability between SPDR Russell 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 Russell Small price movement. The serial correlation of 0.69 indicates that around 69.0% of current SPDR Russell price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 1.49 |
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 Russell Small is a strong investment it is important to analyze SPDR Russell's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact SPDR Russell's future performance. For an informed investment choice regarding SPDR Etf, refer to the following important reports:Check out SPDR Russell Correlation, SPDR Russell Volatility and SPDR Russell Performance module to complement your research on SPDR Russell. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
SPDR Russell 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.