Spdr Sp Semiconductor Etf Market Value
| XSD Etf | USD 368.80 8.31 2.31% |
| Symbol | SPDR |
Investors evaluate SPDR SP Semiconductor using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating SPDR SP's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause SPDR SP's market price to deviate significantly 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. Conversely, SPDR SP's market price signifies the transaction level at which participants voluntarily complete trades.
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.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in SPDR SP on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR SP Semiconductor or generate 0.0% return on investment in SPDR SP over 90 days. SPDR SP is related to or competes with SPDR SP, SPDR SP, ProShares Ultra, SPDR Dow, Invesco SP, WisdomTree Trust, and IShares Consumer. In seeking to track the performance of the SP Semiconductor 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 Semiconductor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.06 | |||
| Information Ratio | 0.037 | |||
| Maximum Drawdown | 9.17 | |||
| Value At Risk | (3.38) | |||
| Potential Upside | 3.71 |
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 | 0.0755 | |||
| Jensen Alpha | 0.0241 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0368 | |||
| Treynor Ratio | 0.1089 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SPDR SP's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
SPDR SP February 12, 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 | 0.0755 | |||
| Market Risk Adjusted Performance | 0.1189 | |||
| Mean Deviation | 1.58 | |||
| Semi Deviation | 1.89 | |||
| Downside Deviation | 2.06 | |||
| Coefficient Of Variation | 1143.05 | |||
| Standard Deviation | 2.05 | |||
| Variance | 4.2 | |||
| Information Ratio | 0.037 | |||
| Jensen Alpha | 0.0241 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0368 | |||
| Treynor Ratio | 0.1089 | |||
| Maximum Drawdown | 9.17 | |||
| Value At Risk | (3.38) | |||
| Potential Upside | 3.71 | |||
| Downside Variance | 4.26 | |||
| Semi Variance | 3.56 | |||
| Expected Short fall | (1.66) | |||
| Skewness | (0.16) | |||
| Kurtosis | 0.0263 |
SPDR SP Semiconductor Backtested Returns
SPDR SP appears to be very steady, given 3 months investment horizon. SPDR SP Semiconductor owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the etf had a 0.16 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for SPDR SP Semiconductor, which you can use to evaluate the volatility of the etf. Please review SPDR SP's risk adjusted performance of 0.0755, and Coefficient Of Variation of 1143.05 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.55, 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 | 0.66 |
Good predictability
SPDR SP Semiconductor has good predictability. Overlapping area represents the amount of predictability between SPDR SP time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th 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 Semiconductor price movement. The serial correlation of 0.66 indicates that around 66.0% of current SPDR SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 112.87 |
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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 Semiconductor is a strong investment it is important to analyze SPDR SP'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 SP's future performance. For an informed investment choice regarding SPDR Etf, refer to the following important reports: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 Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
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.