SPDR SP Alpha and Beta Analysis

SPDR SP Dividend ETF -- USA Etf  

USD 96.85  0.02  0.0207%

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

α (average alpha)=0.24    β (beta)=0.35    
30 days against DJI
Risk Adjusted Performance  0.169Jensen Alpha  0.2133Total Risk Alpha  (0.07689)Sortino Ratio  0.0Treynor Ratio  (0.41)

SPDR SP expected buy-and-hold returns

   

SPDR SP Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

SPDR SP Return and Market Media

The median price of SPDR SP for the period between Mon, Dec 25, 2017 and Wed, Jan 24, 2018 is 95.08 with a coefficient of variation of 0.91. The daily time series for the period is distributed with a sample standard deviation of 0.86, arithmetic mean of 95.13, and mean deviation of 0.71. The Etf received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
SPDR SandP Dividend ETF Stake Boosted by Cobiz Wealth LLC01/23/2018