SPDR Portfolio Alpha and Beta Analysis

SPDR Portfolio Interm Term Corp Bd ETF -- USA Etf  

USD 33.39  0.01  0.0299%

This module allows you to check different measures of market premium for SPDR Portfolio Interm Term Corp Bd ETF 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
Run Premiums

SPDR Portfolio Market Premiums

α (average alpha)=0.02    β (beta)=0.0079    
30 days against DJI
Risk Adjusted Performance  0.26Jensen Alpha  0.030399Total Risk Alpha  0.006818Sortino Ratio  0.0Treynor Ratio  4.08

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 Wed, Feb 21, 2018 and Fri, Mar 23, 2018 is 33.47 with a coefficient of variation of 0.22. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 33.49, and mean deviation of 0.06. The Etf received some media coverage during the period.
 Price Growth (%)  
Friedenthal Financial Sells 7178 Shares of SPDR Series Trust03/21/2018