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

Time Horizon

Risk Tolerance

Execute Advice
SPDR SP 500 ETF -- USA Etf  

USD 270.05  4.66  1.70%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding SPDR SP 500 ETF is 'Strong Hold'.
For the selected time horizon SPDR SP 500 ETF has a risk adjusted performance of 0.14, jensen alpha of 0.0101, total risk alpha of 0.0121, sortino ratio of 0.0 and treynor ratio of 0.15
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 Return0.13Value At Risk3.75
Potential Upside1.59Standard Deviation1.61
 Return Density 

SPDR SP Greeks

Alpha over DOW
Beta against DOW=0.90
Overall volatility
Information ratio =0.016

SPDR SP Volatility Alert

SPDR SP 500 ETF exhibits very low volatility with skewness of -1.18 and kurtosis of 1.44. 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 Earning18.50 times8.24 times
Price to Book2.75 times0.97 times
Price to Sales1.93 times0.72 times
One Year Return26.30 % (1.25) %
Three Year Return14.53 % 2.26 %
Five Year Return15.80 % 0.20 %
Ten Year Return9.72 % 0.29 %
Net Asset306.67 B888.73 M
Last Dividend Paid1.2350.03
Equity Positions Weight99.91 % 49.22 %
Strong Hold


Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Risk Adjusted Performance0.14
Market Risk Adjusted Performance0.14
Mean Deviation1.13
Coefficient Of Variation1,279
Standard Deviation1.61
Information Ratio0.016
Jensen Alpha0.0101
Total Risk Alpha0.0121
Treynor Ratio0.15
Maximum Drawdown5.72
Value At Risk3.75
Potential Upside1.59