Spdr Msci Usa Etf Alpha and Beta Analysis
| QUS Etf | USD 160.99 1.40 0.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SPDR MSCI USA. It also helps investors analyze the systematic and unsystematic risks associated with investing in SPDR MSCI over a specified time horizon. Remember, high SPDR MSCI's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to SPDR MSCI's market risk premium analysis include:
Beta 0.78 | Alpha (0.02) | Risk 0.65 | Sharpe Ratio 0.0984 | Expected Return 0.0644 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
SPDR |
SPDR MSCI Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SPDR MSCI market risk premium is the additional return an investor will receive from holding SPDR MSCI long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in SPDR MSCI. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate SPDR MSCI's performance over market.| α | -0.02 | β | 0.78 |
SPDR MSCI expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of SPDR MSCI's Buy-and-hold return. Our buy-and-hold chart shows how SPDR MSCI performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SPDR MSCI Market Price Analysis
Market price analysis indicators help investors to evaluate how SPDR MSCI etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SPDR MSCI shares will generate the highest return on investment. By understating and applying SPDR MSCI etf market price indicators, traders can identify SPDR MSCI position entry and exit signals to maximize returns.
SPDR MSCI Return and Market Media
The median price of SPDR MSCI for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 157.08 with a coefficient of variation of 1.65. The daily time series for the period is distributed with a sample standard deviation of 2.59, arithmetic mean of 157.13, and mean deviation of 2.08. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Is SPDR MSCI USA StrategicFactors ETF a Strong ETF Right Now | 09/04/2024 |
2 | Implied QUS Analyst Target Price 173 - Nasdaq | 10/31/2024 |
3 | Theory Financial LLC Sells 987 Shares of SPDR MSCI USA StrategicFactors ETF | 11/18/2024 |
About SPDR MSCI Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including SPDR or other etfs. Alpha measures the amount that position in SPDR MSCI USA has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards SPDR MSCI in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, SPDR MSCI's short interest history, or implied volatility extrapolated from SPDR MSCI options trading.
Build Portfolio with SPDR MSCI
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out SPDR MSCI Backtesting, Portfolio Optimization, SPDR MSCI Correlation, SPDR MSCI Hype Analysis, SPDR MSCI Volatility, SPDR MSCI History and analyze SPDR MSCI Performance. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
SPDR MSCI 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.