SPDR SP Buy or Sell Recommendation

Macroaxis provides SPDR SP 500 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 500 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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
SPDR SP 500 ETF -- USA Etf  

USD 265.51  1.44  0.55%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding SPDR SP 500 ETF is 'Hold'.
For the selected time horizon SPDR SP 500 ETF has a risk adjusted performance of 0.1316, jensen alpha of (0.004488), total risk alpha of (0.01272), sortino ratio of (0.13) and treynor ratio of 0.131
Macroaxis provides recommendation on SPDR SP 500 to complement and cross-verify current analyst consensus on SPDR SP 500 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. Use SPDR SP Total Asset as well as the relationship between Five Year Return and Last Dividend Paid to make sure your buy or sell decision on SPDR SP 500 is adequate.

Returns Distribution Density

Mean Return0.11Value At Risk0.36
Potential Upside0.88Standard Deviation0.43
 Return Density 
      Distribution 

SPDR SP Greeks

α
Alpha over DOW
=0.004488
βBeta against DOW=0.78
σ
Overall volatility
=0.44
 IrInformation ratio =0.08

SPDR SP Volatility Alert

SPDR SP 500 ETF exhibits very low volatility with skewness of 0.8 and kurtosis of -0.29. However, we advise investors to further study SPDR SP 500 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 Earning18.5 times8.24 times
Price to Book2.75 times0.97 times
Price to Sales1.93 times0.72 times
One Year Return22.68 % (1.25) %
Three Year Return10.8 % 2.26 %
Five Year Return15.61 % 0.2 %
Ten Year Return8.19 % 0.29 %
Net Asset255.16 B888.73 M
Last Dividend Paid1.2350.03
Equity Positions Weight99.77 % 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 Performance0.1316
Market Risk Adjusted Performance0.141
Mean Deviation0.342
Downside Deviation0.2692
Coefficient Of Variation384.5
Standard Deviation0.4301
Variance0.1849
Information Ratio(0.081115)
Jensen Alpha(0.004488)
Total Risk Alpha(0.01272)
Sortino Ratio(0.13)
Treynor Ratio0.131
Maximum Drawdown1.37
Value At Risk(0.36)
Potential Upside0.8755
Downside Variance0.0724
Semi Variance(0.064031)
Expected Short fall(0.48)
Skewness0.802
Kurtosis(0.29)