Spdr Msci Acwi Etf Performance
| NZAC Etf | USD 37.85 0.00 0.00% |
The entity has a beta of 0.46, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SPDR MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPDR MSCI is expected to be smaller as well.
Risk-Adjusted Performance
Modest
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in SPDR MSCI ACWI are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, SPDR MSCI is not utilizing all of its potentials. The recent stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
| In Threey Sharp Ratio | 0.27 |
SPDR |
SPDR MSCI Relative Risk vs. Return Landscape
If you would invest 3,671 in SPDR MSCI ACWI on November 19, 2024 and sell it today you would earn a total of 114.40 from holding SPDR MSCI ACWI or generate 3.12% return on investment over 90 days. SPDR MSCI ACWI is currently generating 0.0533% in daily expected returns and assumes 0.7795% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than SPDR, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
SPDR MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as SPDR MSCI ACWI, and traders can use it to determine the average amount a SPDR MSCI's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0684
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| Cash | NZAC | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.78 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average SPDR MSCI is performing at about 5% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of SPDR MSCI by adding it to a well-diversified portfolio.
SPDR MSCI Fundamentals Growth
SPDR Etf prices reflect investors' perceptions of the future prospects and financial health of SPDR MSCI, and SPDR MSCI fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on SPDR Etf performance.
| Total Asset | 206.01 M | |||
About SPDR MSCI Performance
By analyzing SPDR MSCI's fundamental ratios, stakeholders can gain valuable insights into SPDR MSCI's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SPDR MSCI has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if SPDR MSCI has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The fund generally invests substantially all, but at least 80, of its total assets in the securities comprising the index. SPDR MSCI is traded on NYSEARCA Exchange in the United States.Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in SPDR MSCI ACWI. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
The market value of SPDR MSCI ACWI 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 MSCI's value that differs from its market value or its book value, called intrinsic value, which is SPDR MSCI'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 MSCI's market value can be influenced by many factors that don't directly affect SPDR MSCI'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 MSCI's value and its price as these two are different measures arrived at by different means. Investors typically determine if SPDR MSCI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SPDR MSCI'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.