SPDR DoubleLine Alpha and Beta Analysis Overview |
| STOT -- USA Etf | USD 48.85 0.08 0.16% |
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.
| Time Horizon | 30 Days Login to change |
| Symbol | Run Premiums |
SPDR DoubleLine Market Premiums
| α | 0.0007417 | β | 0.0369 |
30 days against DJI
Risk Adjusted Performance 0.021272 | Jensen Alpha 0.022958 | Total Risk Alpha 0.06 | Sortino Ratio 0.0 | Treynor Ratio 0.13 |
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 Sat, Jun 16, 2018 and Mon, Jul 16, 2018 is 48.85480118 with a coefficient of variation of 0.15. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 48.85, and mean deviation of 0.05. The Etf did not receive any noticable media coverage during the period.Build Diversified Portfolios
Align your risk with return expectations
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
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 Portfolio Manager module to state of the art portfolio manager to monitor and improve performance of your invested capital.