SSgA SPDR (Germany) Market Value
| SPYN Etf | EUR 242.30 1.20 0.50% |
| Symbol | SSgA |
SSgA SPDR '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 SSgA SPDR'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 SSgA SPDR.
| 11/24/2025 |
| 02/22/2026 |
If you would invest 0.00 in SSgA SPDR on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding SSgA SPDR ETFs or generate 0.0% return on investment in SSgA SPDR over 90 days. SSgA SPDR is related to or competes with SSgA SPDR, SSgA SPDR, SSgA SPDR, SSgA SPDR, SSgA SPDR, SSgA SPDR, and SSgA SPDR. The investment objective of the tracker is to replicate the performance of the MSCI Europe Energy net dividends reinvest... More
SSgA SPDR 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 SSgA SPDR'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 SSgA SPDR ETFs upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.2 | |||
| Information Ratio | 0.0687 | |||
| Maximum Drawdown | 5.41 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 2.37 |
SSgA SPDR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SSgA SPDR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SSgA SPDR's standard deviation. In reality, there are many statistical measures that can use SSgA SPDR historical prices to predict the future SSgA SPDR's volatility.| Risk Adjusted Performance | 0.1053 | |||
| Jensen Alpha | 0.1368 | |||
| Total Risk Alpha | 0.0407 | |||
| Sortino Ratio | 0.0718 | |||
| Treynor Ratio | 0.5594 |
SSgA SPDR February 22, 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 | 0.1053 | |||
| Market Risk Adjusted Performance | 0.5694 | |||
| Mean Deviation | 0.9751 | |||
| Semi Deviation | 1.05 | |||
| Downside Deviation | 1.2 | |||
| Coefficient Of Variation | 751.94 | |||
| Standard Deviation | 1.25 | |||
| Variance | 1.57 | |||
| Information Ratio | 0.0687 | |||
| Jensen Alpha | 0.1368 | |||
| Total Risk Alpha | 0.0407 | |||
| Sortino Ratio | 0.0718 | |||
| Treynor Ratio | 0.5594 | |||
| Maximum Drawdown | 5.41 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 2.37 | |||
| Downside Variance | 1.44 | |||
| Semi Variance | 1.09 | |||
| Expected Short fall | (1.14) | |||
| Skewness | (0.09) | |||
| Kurtosis | 0.1592 |
SSgA SPDR ETFs Backtested Returns
SSgA SPDR appears to be very steady, given 3 months investment horizon. SSgA SPDR ETFs owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the etf had a 0.17 % return per unit of risk over the last 3 months. We have found thirty technical indicators for SSgA SPDR ETFs, which you can use to evaluate the volatility of the etf. Please review SSgA SPDR's Coefficient Of Variation of 751.94, risk adjusted performance of 0.1053, and Semi Deviation of 1.05 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SSgA SPDR's returns are expected to increase less than the market. However, during the bear market, the loss of holding SSgA SPDR is expected to be smaller as well.
Auto-correlation | -0.49 |
Modest reverse predictability
SSgA SPDR ETFs has modest reverse predictability. Overlapping area represents the amount of predictability between SSgA SPDR time series from 24th of November 2025 to 8th of January 2026 and 8th of January 2026 to 22nd 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 SSgA SPDR ETFs price movement. The serial correlation of -0.49 indicates that about 49.0% of current SSgA SPDR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 59.73 |
Currently Active Assets on Macroaxis
| FSLY | Fastly Class A | |
| MOB | Mobilicom Limited American | |
| CMG | Chipotle Mexican Grill | |
| CSAN | Cosan SA ADR | |
| RKT | Rocket Companies |
Other Information on Investing in SSgA Etf
SSgA SPDR financial ratios help investors to determine whether SSgA Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in SSgA with respect to the benefits of owning SSgA SPDR security.