SPDR SP (Germany) Technical Analysis
| SPY5 Etf | EUR 580.68 3.14 0.54% |
As of the 24th of February, SPDR SP has the risk adjusted performance of 0.0117, and Coefficient Of Variation of 6313.64. In connection with fundamental indicators, the technical analysis model makes it possible for you to check practical technical drivers of SPDR SP 500, as well as the relationship between them. Please validate SPDR SP 500 downside deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance to decide if SPDR SP is priced adequately, providing market reflects its prevalent price of 580.68 per share.
SPDR SP 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 |
SPDR SP '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 SP'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 SP.
| 11/26/2025 |
| 02/24/2026 |
If you would invest 0.00 in SPDR SP on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR SP 500 or generate 0.0% return on investment in SPDR SP over 90 days. SPDR SP is related to or competes with SPDR Barclays, SPDR ICE, SPDR SP, SPDR ICE, SPDR Barclays, SPDR SP, and SPDR SP. The investment seeks to replicate, net of expenses, the SP 500 Index More
SPDR SP 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 SP'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 SP 500 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6988 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 3.41 | |||
| Value At Risk | (1.17) | |||
| Potential Upside | 1.33 |
SPDR SP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR SP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SPDR SP's standard deviation. In reality, there are many statistical measures that can use SPDR SP historical prices to predict the future SPDR SP's volatility.| Risk Adjusted Performance | 0.0117 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.0036 |
SPDR SP February 24, 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 | 0.0117 | |||
| Market Risk Adjusted Performance | 0.0136 | |||
| Mean Deviation | 0.5443 | |||
| Semi Deviation | 0.6797 | |||
| Downside Deviation | 0.6988 | |||
| Coefficient Of Variation | 6313.64 | |||
| Standard Deviation | 0.7316 | |||
| Variance | 0.5353 | |||
| Information Ratio | (0.08) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.0036 | |||
| Maximum Drawdown | 3.41 | |||
| Value At Risk | (1.17) | |||
| Potential Upside | 1.33 | |||
| Downside Variance | 0.4883 | |||
| Semi Variance | 0.4621 | |||
| Expected Short fall | (0.59) | |||
| Skewness | 0.162 | |||
| Kurtosis | 0.2719 |
SPDR SP 500 Backtested Returns
SPDR SP 500 owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0279, which indicates the etf had a -0.0279 % return per unit of volatility over the last 3 months. SPDR SP 500 exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SPDR SP's risk adjusted performance of 0.0117, and Coefficient Of Variation of 6313.64 to confirm the risk estimate we provide. The entity has a beta of 0.45, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SPDR SP's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPDR SP is expected to be smaller as well.
Auto-correlation | -0.08 |
Very weak reverse predictability
SPDR SP 500 has very weak reverse predictability. Overlapping area represents the amount of predictability between SPDR SP time series from 26th of November 2025 to 10th of January 2026 and 10th of January 2026 to 24th of February 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 SP 500 price movement. The serial correlation of -0.08 indicates that barely 8.0% of current SPDR SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 42.17 |
SPDR SP 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 SP 500 Technical Analysis
The output start index for this execution was ten with a total number of output elements of fifty-one. The Normalized Average True Range is used to analyze tradable apportunities for SPDR SP 500 across different markets.
About SPDR SP 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 SP 500 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 SP 500 based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on SPDR SP 500 price pattern first instead of the macroeconomic environment surrounding SPDR SP 500. By analyzing SPDR SP'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 SP'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 SP specific price patterns or momentum indicators. Please read more on our technical analysis page.
SPDR SP February 24, 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 | 0.0117 | |||
| Market Risk Adjusted Performance | 0.0136 | |||
| Mean Deviation | 0.5443 | |||
| Semi Deviation | 0.6797 | |||
| Downside Deviation | 0.6988 | |||
| Coefficient Of Variation | 6313.64 | |||
| Standard Deviation | 0.7316 | |||
| Variance | 0.5353 | |||
| Information Ratio | (0.08) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.0036 | |||
| Maximum Drawdown | 3.41 | |||
| Value At Risk | (1.17) | |||
| Potential Upside | 1.33 | |||
| Downside Variance | 0.4883 | |||
| Semi Variance | 0.4621 | |||
| Expected Short fall | (0.59) | |||
| Skewness | 0.162 | |||
| Kurtosis | 0.2719 |
SPDR SP February 24, 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 | 0.01 | ||
| Daily Balance Of Power | (0.49) | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 582.78 | ||
| Day Typical Price | 582.08 | ||
| Price Action Indicator | (3.67) | ||
| Market Facilitation Index | 6.40 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in SPDR SP 500. 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 Commodity Directory module to find actively traded commodities issued by global exchanges.