SPDR Portfolio Buy or Sell Recommendation

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

Time Horizon

Risk Tolerance

Symbol
Execute Advice
SPDR Portfolio Intermediate Term Corporate Bond -- USA Etf  

USD 34.02  0.02  0.0588%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding SPDR Portfolio Intermediate Term Corporate Bond is 'Hold'.
For the selected time horizon SPDR Portfolio Intermediate Term Corporate Bond has a risk adjusted performance of (0.13), jensen alpha of (0.034266), total risk alpha of (0.14), sortino ratio of 0.0 and treynor ratio of 1.02
Macroaxis recommendation module can be used to complement SPDR Portfolio Inter buy or sell recommendation provided by average analyst sentiment. It analyzes the organization potential to grow using fundamental, technical, data market data available now. Please use SPDR Portfolio Inter Three Year Return and Last Dividend Paid to make buy, hold, or sell decision on SPDR Portfolio.

Returns Distribution Density

Mean Return0.04Value At Risk0.23
Potential Upside0.087951Standard Deviation0.15
 Return Density 
      Distribution 

SPDR Portfolio Greeks

α
Alpha over DOW
=0.03
β
Beta against DOW=0.05
σ
Overall volatility
=0.0964
Ir
Information ratio =2.2

SPDR Portfolio Volatility Alert

SPDR Portfolio Intermediate Term Corporate Bond exhibits very low volatility with skewness of -1.83 and kurtosis of 7.03. However, we advise investors to further study SPDR Portfolio Intermediate Term Corporate Bond technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare SPDR Portfolio to competition
FundamentalsSPDR PortfolioPeer Average
One Year Return3.42 % (1.25) %
Three Year Return2.66 % 2.26 %
Five Year Return2.36 % 0.2 %
Net Asset2.63 B888.73 M
Last Dividend Paid0.0770.03
Bond Positions Weight99.72 % 8.08 %
SellBuy
Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance(0.13)
Market Risk Adjusted Performance1.03
Mean Deviation0.0899
Coefficient Of Variation(401.03)
Standard Deviation0.149
Variance0.0222
Information Ratio(2.2)
Jensen Alpha(0.034266)
Total Risk Alpha(0.14)
Treynor Ratio1.02
Maximum Drawdown0.5539
Value At Risk(0.23)
Potential Upside0.088
Skewness(1.83)
Kurtosis7.03