SPDR SP Alpha and Beta Analysis Overview

SDY -- USA Etf  

USD 94.26  0.12  0.13%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

SPDR SP Market Premiums

α0.16β0.57
30 days against DJI
Risk Adjusted Performance  

0.22

Jensen Alpha  

0.17

Total Risk Alpha  

0.07

Sortino Ratio  

0.0

Treynor Ratio  

0.48

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 Thu, Sep 20, 2018 and Sat, Oct 20, 2018 is 97.68 with a coefficient of variation of 2.46. The daily time series for the period is distributed with a sample standard deviation of 2.37, arithmetic mean of 96.49, and mean deviation of 1.98. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

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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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. Please also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. drill down to check world indexes.
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