SPDR DoubleLine Alpha and Beta Analysis |
| SPDR DoubleLine Shrt Term TR Tact ETF -- USA Etf | USD 48.84 0.040001 0.0818% |
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 | 0.004855 | β | 0.0045 |
30 days against DJI
Risk Adjusted Performance 0.097475 | Jensen Alpha 0.011801 | Total Risk Alpha 0.008482 | Sortino Ratio 0.0 | Treynor Ratio 1.21 |
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, Feb 25, 2018 and Thu, Apr 26, 2018 is 48.86000061 with a coefficient of variation of 88.19. The daily time series for the period is distributed with a sample standard deviation of 24.53, arithmetic mean of 27.82, and mean deviation of 24.02. The Etf did not receive any noticable media coverage during the period.Generate Optimal Portfolios
Align your risk and 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 Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.