Sp Funds Sp Etf Technical Analysis
| SPUS Etf | USD 52.12 0.41 0.79% |
As of the 27th of January, SP Funds owns the Risk Adjusted Performance of 0.0061, downside deviation of 1.1, and Mean Deviation of 0.6121. Concerning fundamental indicators, the technical analysis model makes it possible for you to check potential technical drivers of SP Funds SP, as well as the relationship between them. Please validate SP Funds SP standard deviation, as well as the relationship between the value at risk and kurtosis to decide if SP Funds SP is priced correctly, providing market reflects its prevailing price of 52.12 per share.
SP Funds Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as SPUS, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SPUSSP Funds' 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.The market value of SP Funds SP is measured differently than its book value, which is the value of SPUS that is recorded on the company's balance sheet. Investors also form their own opinion of SP Funds' value that differs from its market value or its book value, called intrinsic value, which is SP Funds' 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 SP Funds' market value can be influenced by many factors that don't directly affect SP Funds' 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 SP Funds' value and its price as these two are different measures arrived at by different means. Investors typically determine if SP Funds is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SP Funds' 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.
SP Funds '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 SP Funds' 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 SP Funds.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in SP Funds on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding SP Funds SP or generate 0.0% return on investment in SP Funds over 90 days. SP Funds is related to or competes with JPMorgan Momentum, Invesco SP, IShares Industrials, Innovator Defined, IShares MSCI, T Rowe, and IShares Russell. The index is composed of the constituents of the SP 500 Shariah Index other than those from the following sub-industries... More
SP Funds 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 SP Funds' 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 SP Funds SP upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.1 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 4.29 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 1.23 |
SP Funds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SP Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SP Funds' standard deviation. In reality, there are many statistical measures that can use SP Funds historical prices to predict the future SP Funds' volatility.| Risk Adjusted Performance | 0.0061 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (0.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SP Funds' 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.
SP Funds January 27, 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 | 0.0061 | |||
| Market Risk Adjusted Performance | 0.0037 | |||
| Mean Deviation | 0.6121 | |||
| Semi Deviation | 1.07 | |||
| Downside Deviation | 1.1 | |||
| Coefficient Of Variation | 15574.35 | |||
| Standard Deviation | 0.853 | |||
| Variance | 0.7276 | |||
| Information Ratio | (0.09) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (0.01) | |||
| Maximum Drawdown | 4.29 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 1.23 | |||
| Downside Variance | 1.21 | |||
| Semi Variance | 1.15 | |||
| Expected Short fall | (0.50) | |||
| Skewness | (0.45) | |||
| Kurtosis | 0.8152 |
SP Funds SP Backtested Returns
Currently, SP Funds SP is very steady. SP Funds SP retains Efficiency (Sharpe Ratio) of close to zero, which indicates the etf had a close to zero % return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for SP Funds, which you can use to evaluate the volatility of the etf. Please validate SP Funds' Risk Adjusted Performance of 0.0061, mean deviation of 0.6121, and Downside Deviation of 1.1 to confirm if the risk estimate we provide is consistent with the expected return of 0.0055%. The entity owns a Beta (Systematic Risk) of 0.72, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SP Funds' returns are expected to increase less than the market. However, during the bear market, the loss of holding SP Funds is expected to be smaller as well.
Auto-correlation | -0.3 |
Weak reverse predictability
SP Funds SP has weak reverse predictability. Overlapping area represents the amount of predictability between SP Funds time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th 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 SP Funds SP price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current SP Funds price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
SP Funds 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.
SP Funds SP Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of SP Funds SP volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About SP Funds 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 SP Funds SP 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 SP Funds SP based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on SP Funds SP price pattern first instead of the macroeconomic environment surrounding SP Funds SP. By analyzing SP Funds'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 SP Funds'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 SP Funds specific price patterns or momentum indicators. Please read more on our technical analysis page.
SP Funds January 27, 2026 Technical Indicators
Most technical analysis of SPUS 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 SPUS from various momentum indicators to cycle indicators. When you analyze SPUS 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 | 0.0061 | |||
| Market Risk Adjusted Performance | 0.0037 | |||
| Mean Deviation | 0.6121 | |||
| Semi Deviation | 1.07 | |||
| Downside Deviation | 1.1 | |||
| Coefficient Of Variation | 15574.35 | |||
| Standard Deviation | 0.853 | |||
| Variance | 0.7276 | |||
| Information Ratio | (0.09) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (0.01) | |||
| Maximum Drawdown | 4.29 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 1.23 | |||
| Downside Variance | 1.21 | |||
| Semi Variance | 1.15 | |||
| Expected Short fall | (0.50) | |||
| Skewness | (0.45) | |||
| Kurtosis | 0.8152 |
SP Funds January 27, 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 SPUS 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 | 2,262 | ||
| Daily Balance Of Power | 1.14 | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 52.14 | ||
| Day Typical Price | 52.13 | ||
| Price Action Indicator | 0.18 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in SP Funds SP. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in persons. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
The market value of SP Funds SP is measured differently than its book value, which is the value of SPUS that is recorded on the company's balance sheet. Investors also form their own opinion of SP Funds' value that differs from its market value or its book value, called intrinsic value, which is SP Funds' 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 SP Funds' market value can be influenced by many factors that don't directly affect SP Funds' 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 SP Funds' value and its price as these two are different measures arrived at by different means. Investors typically determine if SP Funds is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SP Funds' 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.