SPDR SP Buy or Sell Recommendation

Macroaxis provides SPDR SP Dividend ETF buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding SPDR SP positions. The advice algorithm takes into account all of SPDR SP Dividend ETF available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from SPDR SP buy-and-hold prospective. Also please take a look at SPDR SP Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Time Horizon

Risk Tolerance

Symbol
Execute Advice
SPDR SP Dividend ETF -- USA Etf  

USD 95.74  0.63  0.65%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding SPDR SP Dividend ETF is 'Hold'.
For the selected time horizon SPDR SP Dividend ETF has a risk adjusted performance of 0.1193, jensen alpha of (0.033107), total risk alpha of (0.09247), sortino ratio of (0.35) and treynor ratio of 0.1614
Macroaxis provides recommendation on SPDR SP Dividend to complement and cross-verify current analyst consensus on SPDR SP Dividend ETF. Our buy or sell recommendation engine determines the organization potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. Please use SPDR SP Dividend Number of Employees and Net Asset to make buy, hold, or sell decision on SPDR SP.

Returns Distribution Density

Mean Return0.1Value At Risk0.4
Potential Upside0.8Standard Deviation0.37
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Capital Investment Advisors LlcFund Units1 M98.3 M

SPDR SP Greeks

α
Alpha over DOW
=0.03
β
Beta against DOW=0.57
σ
Overall volatility
=0.39
Ir
Information ratio =0.35

SPDR SP Volatility Alert

SPDR SP Dividend ETF exhibits very low volatility with skewness of 0.28 and kurtosis of -0.29. However, we advise investors to further study SPDR SP Dividend ETF technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare SPDR SP to competition
FundamentalsSPDR SPPeer Average
Price to Earning20.11 times8.24 times
Price to Book3 times0.97 times
Price to Sales1.72 times0.72 times
One Year Return14.11 % (1.25) %
Three Year Return10.86 % 2.26 %
Five Year Return15.06 % 0.2 %
Ten Year Return9.95 % 0.29 %
Net Asset16.36 B888.73 M
Last Dividend Paid0.520.03
Equity Positions Weight99.76 % 49.22 %
SellBuy
Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.1193
Market Risk Adjusted Performance0.1714
Mean Deviation0.281
Downside Deviation0.3684
Coefficient Of Variation364.74
Standard Deviation0.3696
Variance0.1366
Information Ratio(0.35)
Jensen Alpha(0.033107)
Total Risk Alpha(0.09247)
Sortino Ratio(0.35)
Treynor Ratio0.1614
Maximum Drawdown1.21
Value At Risk(0.4)
Potential Upside0.7971
Downside Variance0.1357
Semi Variance(0.021093)
Expected Short fall(0.32)
Skewness0.2763
Kurtosis(0.29)