SPDR Portfolio Alpha and Beta Analysis

SPDR Portfolio Intermediate Term Corporate Bond -- USA Etf  

USD 34.12  0.02  0.0586%

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

SPDR Portfolio Market Premiums

α (average alpha)=0.003194    β (beta)=0.1    
30 days against DJI
Risk Adjusted Performance  (0.09479)Jensen Alpha  (0.028683)Total Risk Alpha  (0.12)Sortino Ratio  0.0Treynor Ratio  0.8465

SPDR Portfolio expected buy-and-hold returns

   

SPDR Portfolio 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 Portfolio Return and Market Media

The median price of SPDR Portfolio for the period between Mon, Dec 18, 2017 and Wed, Jan 17, 2018 is 34.17 with a coefficient of variation of 0.21. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 34.18, and mean deviation of 0.06. The Etf received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
SPDR Series Trust Relative Momentum Continuing to Trend High...01/05/2018
2
SPDR Series Trust Plans Monthly Dividend of 0.1801/12/2018