Spdr Ftse International Etf Market Value
| WIP Etf | USD 40.42 0.00 0.00% |
| Symbol | SPDR |
The market value of SPDR FTSE International 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 FTSE's value that differs from its market value or its book value, called intrinsic value, which is SPDR FTSE'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 FTSE's market value can be influenced by many factors that don't directly affect SPDR FTSE'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 FTSE's value and its price as these two are different measures arrived at by different means. Investors typically determine if SPDR FTSE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SPDR FTSE'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 FTSE '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 FTSE'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 FTSE.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in SPDR FTSE on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR FTSE International or generate 0.0% return on investment in SPDR FTSE over 90 days. SPDR FTSE is related to or competes with SPDR Bloomberg, NEOS Nasdaq, SPDR SP, Global X, First Trust, VanEck Biotech, and Invesco Dynamic. The fund generally invests substantially all, but at least 80, of its total assets in the securities comprising the inde... More
SPDR FTSE 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 FTSE'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 FTSE International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3629 | |||
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 1.73 | |||
| Value At Risk | (0.58) | |||
| Potential Upside | 0.5455 |
SPDR FTSE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR FTSE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SPDR FTSE's standard deviation. In reality, there are many statistical measures that can use SPDR FTSE historical prices to predict the future SPDR FTSE's volatility.| Risk Adjusted Performance | 0.0696 | |||
| Jensen Alpha | 0.0196 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.18) | |||
| Treynor Ratio | 0.2832 |
SPDR FTSE January 23, 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 | 0.0696 | |||
| Market Risk Adjusted Performance | 0.2932 | |||
| Mean Deviation | 0.2958 | |||
| Semi Deviation | 0.2733 | |||
| Downside Deviation | 0.3629 | |||
| Coefficient Of Variation | 923.48 | |||
| Standard Deviation | 0.3633 | |||
| Variance | 0.132 | |||
| Information Ratio | (0.18) | |||
| Jensen Alpha | 0.0196 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.18) | |||
| Treynor Ratio | 0.2832 | |||
| Maximum Drawdown | 1.73 | |||
| Value At Risk | (0.58) | |||
| Potential Upside | 0.5455 | |||
| Downside Variance | 0.1317 | |||
| Semi Variance | 0.0747 | |||
| Expected Short fall | (0.33) | |||
| Skewness | (0.05) | |||
| Kurtosis | (0.11) |
SPDR FTSE International Backtested Returns
Currently, SPDR FTSE International is very steady. SPDR FTSE International owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the etf had a 0.13 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for SPDR FTSE International, which you can use to evaluate the volatility of the etf. Please validate SPDR FTSE's risk adjusted performance of 0.0696, and Coefficient Of Variation of 923.48 to confirm if the risk estimate we provide is consistent with the expected return of 0.0488%. The entity has a beta of 0.1, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SPDR FTSE's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPDR FTSE is expected to be smaller as well.
Auto-correlation | 0.50 |
Modest predictability
SPDR FTSE International has modest predictability. Overlapping area represents the amount of predictability between SPDR FTSE time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd of January 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 FTSE International price movement. The serial correlation of 0.5 indicates that about 50.0% of current SPDR FTSE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Pair Trading with SPDR FTSE
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 FTSE 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 FTSE will appreciate offsetting losses from the drop in the long position's value.Moving together with SPDR Etf
The ability to find closely correlated positions to SPDR FTSE 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 FTSE 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 FTSE - 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 FTSE International to buy it.
The correlation of SPDR FTSE 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 FTSE moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if SPDR FTSE International 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 FTSE 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 FTSE Correlation, SPDR FTSE Volatility and SPDR FTSE Alpha and Beta module to complement your research on SPDR FTSE. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
SPDR FTSE 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.