SPDR DoubleLine Alpha and Beta Analysis Overview

STOT -- USA Etf  

USD 48.55  0.0328  0.07%

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

SPDR DoubleLine Market Premiums

α0.01β0.0071
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

SPDR DoubleLine expected buy-and-hold returns

SPDR DoubleLine Market Price Analysis

SPDR DoubleLine Return and Market Media

The median price of SPDR DoubleLine for the period between Sun, Sep 16, 2018 and Tue, Oct 16, 2018 is 48.62 with a coefficient of variation of 0.22. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 48.62, and mean deviation of 0.09. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - STOT

SPDR DoubleLine Shrt Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in SPDR DoubleLine Shrt Term TR Tact ETF. What is your outlook on investing in SPDR DoubleLine Shrt Term TR Tact ETF? Are you bullish or bearish?
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Also please take a look at SPDR DoubleLine Backtesting, Portfolio Optimization, SPDR DoubleLine Correlation, SPDR DoubleLine Hype Analysis, SPDR DoubleLine Volatility, SPDR DoubleLine History and analyze SPDR DoubleLine Performance. Please also try Coins and Tokens Correlation module to utilize digital token correlation table to build portfolio of cryptocurrencies across multiple exchanges.
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