Spdr Russell Small Etf Technical Analysis
| SPMD Etf | USD 60.81 0.11 0.18% |
As of the 29th of January, SPDR Russell has the coefficient of variation of 773.27, and Risk Adjusted Performance of 0.096. In connection with fundamental indicators, the technical analysis model makes it possible for you to check practical technical drivers of SPDR Russell Small, as well as the relationship between them. Please validate SPDR Russell Small variance, as well as the relationship between the maximum drawdown and semi variance to decide if SPDR Russell is priced adequately, providing market reflects its prevalent price of 60.81 per share.
SPDR Russell Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as SPDR, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SPDRSPDR Russell's Momentum analyses are specifically helpful, as they help investors time the market using mark points where the market can reverse. The reversal spots are usually identified through divergence between price movement and momentum.SPDR Russell Small's market price often diverges from its book value, the accounting figure shown on SPDR's balance sheet. Smart investors calculate SPDR Russell's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Since SPDR Russell's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between SPDR Russell's value and its price as these two are different measures arrived at by different means. Investors typically determine if SPDR Russell is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SPDR Russell'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.
SPDR Russell '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 Russell'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 Russell.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in SPDR Russell on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR Russell Small or generate 0.0% return on investment in SPDR Russell over 90 days. SPDR Russell is related to or competes with SPDR Portfolio, SPDR Portfolio, Vanguard Financials, Vanguard Russell, Vanguard Russell, JPMorgan BetaBuilders, and Consumer Staples. Under normal market conditions, the fund generally invests substantially all, but at least 80, of its total assets in th... More
SPDR Russell 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 Russell'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 Russell Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8723 | |||
| Information Ratio | 0.0627 | |||
| Maximum Drawdown | 3.78 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 1.8 |
SPDR Russell Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR Russell's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SPDR Russell's standard deviation. In reality, there are many statistical measures that can use SPDR Russell historical prices to predict the future SPDR Russell's volatility.| Risk Adjusted Performance | 0.096 | |||
| Jensen Alpha | 0.0602 | |||
| Total Risk Alpha | 0.0439 | |||
| Sortino Ratio | 0.0661 | |||
| Treynor Ratio | 0.1146 |
SPDR Russell January 29, 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 | 0.096 | |||
| Market Risk Adjusted Performance | 0.1246 | |||
| Mean Deviation | 0.7021 | |||
| Semi Deviation | 0.7043 | |||
| Downside Deviation | 0.8723 | |||
| Coefficient Of Variation | 773.27 | |||
| Standard Deviation | 0.9197 | |||
| Variance | 0.8459 | |||
| Information Ratio | 0.0627 | |||
| Jensen Alpha | 0.0602 | |||
| Total Risk Alpha | 0.0439 | |||
| Sortino Ratio | 0.0661 | |||
| Treynor Ratio | 0.1146 | |||
| Maximum Drawdown | 3.78 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 1.8 | |||
| Downside Variance | 0.761 | |||
| Semi Variance | 0.4961 | |||
| Expected Short fall | (0.78) | |||
| Skewness | 0.105 | |||
| Kurtosis | 0.132 |
SPDR Russell Small Backtested Returns
At this point, SPDR Russell is very steady. SPDR Russell Small owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the etf had a 0.13 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for SPDR Russell Small, which you can use to evaluate the volatility of the etf. Please validate SPDR Russell's coefficient of variation of 773.27, and Risk Adjusted Performance of 0.096 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. The entity has a beta of 0.95, which indicates possible diversification benefits within a given portfolio. SPDR Russell returns are very sensitive to returns on the market. As the market goes up or down, SPDR Russell is expected to follow.
Auto-correlation | 0.66 |
Good predictability
SPDR Russell Small has good predictability. Overlapping area represents the amount of predictability between SPDR Russell time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 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 Russell Small price movement. The serial correlation of 0.66 indicates that around 66.0% of current SPDR Russell price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 1.52 |
SPDR Russell 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.
SPDR Russell Small Technical Analysis
Indicator |
The output start index for this execution was one with a total number of output elements of sixty. The True Range is a measure of SPDR Russell Small volatility developed by Welles Wilder.
About SPDR Russell Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of SPDR Russell Small on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of SPDR Russell Small based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on SPDR Russell Small price pattern first instead of the macroeconomic environment surrounding SPDR Russell Small. By analyzing SPDR Russell's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of SPDR Russell's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to SPDR Russell specific price patterns or momentum indicators. Please read more on our technical analysis page.
SPDR Russell January 29, 2026 Technical Indicators
Most technical analysis of SPDR help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for SPDR from various momentum indicators to cycle indicators. When you analyze SPDR charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.096 | |||
| Market Risk Adjusted Performance | 0.1246 | |||
| Mean Deviation | 0.7021 | |||
| Semi Deviation | 0.7043 | |||
| Downside Deviation | 0.8723 | |||
| Coefficient Of Variation | 773.27 | |||
| Standard Deviation | 0.9197 | |||
| Variance | 0.8459 | |||
| Information Ratio | 0.0627 | |||
| Jensen Alpha | 0.0602 | |||
| Total Risk Alpha | 0.0439 | |||
| Sortino Ratio | 0.0661 | |||
| Treynor Ratio | 0.1146 | |||
| Maximum Drawdown | 3.78 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 1.8 | |||
| Downside Variance | 0.761 | |||
| Semi Variance | 0.4961 | |||
| Expected Short fall | (0.78) | |||
| Skewness | 0.105 | |||
| Kurtosis | 0.132 |
SPDR Russell Small One Year Return
Based on the recorded statements, SPDR Russell Small has an One Year Return of 7.8%. This indicator is about the same for the SPDR State Street Global Advisors average (which is currently at 7.76) family and 252.94% higher than that of the Mid-Cap Blend category. The one year return for all United States etfs is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.SPDR Russell January 29, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as SPDR stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 44,739 | ||
| Daily Balance Of Power | (0.10) | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 60.66 | ||
| Day Typical Price | 60.71 | ||
| Price Action Indicator | 0.10 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in SPDR Russell Small. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
SPDR Russell Small's market price often diverges from its book value, the accounting figure shown on SPDR's balance sheet. Smart investors calculate SPDR Russell's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Since SPDR Russell's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between SPDR Russell's value and its price as these two are different measures arrived at by different means. Investors typically determine if SPDR Russell is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SPDR Russell'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.