The entity has a beta of 0.49, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Select Sector's returns are expected to increase less than the market. However, during the bear market, the loss of holding Select Sector is expected to be smaller as well.
Risk-Adjusted Performance
Weakest
Weak
Strong
Over the last 90 days Select Sector SPDR has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fairly strong basic indicators, Select Sector is not utilizing all of its potentials. The latest stock price confusion, may contribute to short-horizon losses for the traders. ...more
If you would invest 2,410 in Select Sector SPDR on September 25, 2025 and sell it today you would lose (14.00) from holding Select Sector SPDR or give up 0.58% of portfolio value over 90 days. Select Sector SPDR is currently does not generate positive expected returns and assumes 0.6708% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than Select, 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
Given the investment horizon of 90 days Select Sector is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.06 times less risky than the market. the firm trades about -0.01 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.12 of returns per unit of risk over similar time horizon.
Select Sector Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Select Sector's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Select Sector SPDR, and traders can use it to determine the average amount a Select Sector'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 = -0.0102
Best Portfolio
Best Equity
Good Returns
Average Returns
Small Returns
Cash
Small Risk
Average Risk
High Risk
Huge Risk
Negative Returns
XLRI
Based on monthly moving average Select Sector is not performing at its full potential. However, 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 Select Sector by adding Select Sector to a well-diversified portfolio.
About Select Sector Performance
By evaluating Select Sector's fundamental ratios, stakeholders can gain valuable insights into Select Sector's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Select Sector 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 Select Sector has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Select Sector is entity of United States. It is traded as Etf on NYSE ARCA exchange.
Select Sector SPDR generated a negative expected return over the last 90 days
Select Sector financial ratios help investors to determine whether Select 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 Select with respect to the benefits of owning Select Sector security.