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

α0.0007417β0.0369
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.
 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 Portfolio Manager module to state of the art portfolio manager to monitor and improve performance of your invested capital.