Spdr Sp 500 Etf Market Value
| SPY Etf | USD 682.85 1.10 0.16% |
| Symbol | SPDR |
The market value of SPDR SP 500 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. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic 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.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in SPDR SP on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR SP 500 or generate 0.0% return on investment in SPDR SP over 90 days. SPDR SP is related to or competes with IShares Core, Vanguard Total, Vanguard Total, Vanguard Total, SPDR SP, Vanguard Institutional, and Invesco QQQ. The Trust seeks to achieve its investment objective by holding a portfolio of the common stocks that are included in the... 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 500 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8112 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 3.51 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 0.996 |
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 | 0.0076 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | (0) |
SPDR SP 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 | 0.0076 | |||
| Market Risk Adjusted Performance | 0.0071 | |||
| Mean Deviation | 0.5441 | |||
| Semi Deviation | 0.793 | |||
| Downside Deviation | 0.8112 | |||
| Coefficient Of Variation | 9386.19 | |||
| Standard Deviation | 0.735 | |||
| Variance | 0.5403 | |||
| Information Ratio | (0.08) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | (0) | |||
| Maximum Drawdown | 3.51 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 0.996 | |||
| Downside Variance | 0.6581 | |||
| Semi Variance | 0.6288 | |||
| Expected Short fall | (0.54) | |||
| Skewness | (0.44) | |||
| Kurtosis | 0.7896 |
SPDR SP 500 Backtested Returns
At this stage we consider SPDR Etf to be very steady. SPDR SP 500 owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0761, which indicates the etf had a 0.0761 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for SPDR SP 500, which you can use to evaluate the volatility of the etf. Please validate SPDR SP's risk adjusted performance of 0.0076, and Coefficient Of Variation of 9386.19 to confirm if the risk estimate we provide is consistent with the expected return of 0.0542%. The entity has a beta of 0.75, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SPDR SP's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPDR SP is expected to be smaller as well.
Auto-correlation | -0.16 |
Insignificant reverse predictability
SPDR SP 500 has insignificant reverse predictability. Overlapping area represents the amount of predictability between SPDR SP 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 SP 500 price movement. The serial correlation of -0.16 indicates that over 16.0% of current SPDR SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 25.71 |
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 SP 500 offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of SPDR SP'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 Sp 500 Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Spdr Sp 500 Etf: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 ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
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.