Spdr Sp Retail Etf Market Value
| XRT Etf | USD 87.82 0.02 0.02% |
| Symbol | SPDR |
Understanding SPDR SP Retail requires distinguishing between market price and book value, where the latter reflects SPDR's accounting equity. The concept of intrinsic value - what SPDR SP's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Market sentiment, economic cycles, and investor behavior can push SPDR SP's price substantially above or below its fundamental 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. In contrast, SPDR SP's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
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.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in SPDR SP on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR SP Retail or generate 0.0% return on investment in SPDR SP over 90 days. SPDR SP is related to or competes with First Trust, First Trust, First Trust, First Trust, Invesco SP, Invesco SP, and Alerian Energy. In seeking to track the performance of the SP Retail Select Industry Index , the fund employs a sampling strategy 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 Retail upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9077 | |||
| Information Ratio | 0.0612 | |||
| Maximum Drawdown | 6.93 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 2.44 |
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 | 0.0972 | |||
| Jensen Alpha | 0.0687 | |||
| Total Risk Alpha | 0.0432 | |||
| Sortino Ratio | 0.0862 | |||
| Treynor Ratio | 0.1191 |
SPDR SP February 16, 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 | 0.0972 | |||
| Market Risk Adjusted Performance | 0.1291 | |||
| Mean Deviation | 0.9941 | |||
| Semi Deviation | 0.7935 | |||
| Downside Deviation | 0.9077 | |||
| Coefficient Of Variation | 862.81 | |||
| Standard Deviation | 1.28 | |||
| Variance | 1.64 | |||
| Information Ratio | 0.0612 | |||
| Jensen Alpha | 0.0687 | |||
| Total Risk Alpha | 0.0432 | |||
| Sortino Ratio | 0.0862 | |||
| Treynor Ratio | 0.1191 | |||
| Maximum Drawdown | 6.93 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 2.44 | |||
| Downside Variance | 0.8239 | |||
| Semi Variance | 0.6297 | |||
| Expected Short fall | (1.36) | |||
| Skewness | 0.9521 | |||
| Kurtosis | 1.43 |
SPDR SP Retail Backtested Returns
Currently, SPDR SP Retail is very steady. SPDR SP Retail owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the etf had a 0.15 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for SPDR SP Retail, which you can use to evaluate the volatility of the etf. Please validate SPDR SP's coefficient of variation of 862.81, and Risk Adjusted Performance of 0.0972 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. The entity has a beta of 1.16, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, SPDR SP will likely underperform.
Auto-correlation | -0.05 |
Very weak reverse predictability
SPDR SP Retail has very weak reverse predictability. Overlapping area represents the amount of predictability between SPDR SP time series from 18th of November 2025 to 2nd of January 2026 and 2nd of January 2026 to 16th 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 Retail price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current SPDR SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 1.89 |
Thematic Opportunities
Explore Investment Opportunities
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 Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
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.