SPDR Portfolio Alpha and Beta Analysis Overview

SPIB -- USA Etf  

USD 33.18  0.01  0.0301%

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
Symbol
Run Premiums

SPDR Portfolio Market Premiums

α0.007606β0.0137
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0316

Treynor Ratio  

0.0

SPDR Portfolio expected buy-and-hold returns

SPDR Portfolio Market Price Analysis

SPDR Portfolio Return and Market Media

The median price of SPDR Portfolio for the period between Tue, May 22, 2018 and Thu, Jun 21, 2018 is 33.21 with a coefficient of variation of 0.26. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 33.24, and mean deviation of 0.06. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - SPIB

SPDR Portfolio Interm Investor Sentiment
Macroaxis portfolio users are evenly split in their outlook on investing in SPDR Portfolio Interm Term Corp Bd ETF. What is your outlook on investing in SPDR Portfolio Interm Term Corp Bd ETF? Are you bullish or bearish?
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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. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.