SPDR SP Alpha and Beta Analysis

SPDR SP Dividend ETF -- USA Etf  

USD 91.31  0.30  0.33%

This module allows you to check different measures of market premium for SPDR SP Dividend ETF as well as systematic risk associated with investing in SPDR SP over a specified time horizon. Also please take a look at SPDR SP Backtesting, Portfolio Optimization, SPDR SP Correlation, SPDR SP Hype Analysis, SPDR SP Volatility, SPDR SP History and analyze SPDR SP Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

SPDR SP Market Premiums

α0.08β0.07
30 days against DJI
Risk Adjusted Performance  

0.044395

Jensen Alpha  

0.028801

Total Risk Alpha  

0.012597

Sortino Ratio  

0.0

Treynor Ratio  

0.46

SPDR SP expected buy-and-hold returns

SPDR SP Market Price Analysis

SPDR SP Return and Market Media

The median price of SPDR SP for the period between Sun, Feb 25, 2018 and Thu, Apr 26, 2018 is 91.96 with a coefficient of variation of 1.41. The daily time series for the period is distributed with a sample standard deviation of 1.29, arithmetic mean of 91.83, and mean deviation of 1.06. The Etf received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Two Sigma Investments LP Invests 1. Million in SPDR SandP Di...04/20/2018

Current Sentiment - SDY

SPDR SP Dividend Investor Sentiment
Predominant part of Macroaxis users are at this time bullish on SPDR SP Dividend ETF. What is your outlook on investing in SPDR SP Dividend ETF? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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