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ISHARESN NAFTRAC NAFT IUSA Apparel Corporate Bonds Investing Farming 
Benchmark SP 500  1,650   0.91  Index Moved Down -0.06% ...


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SPDR quote and profile

 
 Companies |  Insiders  | Dashboard  
     
447.5
  
ETF
(0.18)  Macroaxis: -0.04 Down   0.04%  
Year To Date
366449
Last 1 Month(s)
35.97449
Trading Day 
448448
 

Diversification Suggestion

Use SPDR to protect against small markets fluctuations. The etf experiences normal downward trend and little activity
Analyze SPDR EUROSTOX50SBI Trend or Check current 30 days SPDR correlation with market (S&P 500)
1 Month Beta 95.0  
Highest Price:  
Lowest Price:  
448.96  
35.97  
May 20 2013 
May 09 2013 
As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, SPDR will likely underperform.
SPDR EUROSTOX50SBI Large BetaSPDR EUROSTOX50SBI Beta Legend
FEZ Mexico Mexico #US78463X2027MX
SPDR EUROSTOX50SBI
Benchmark S&P 500
Currency: MXN
Traded on Mexico Stock Exchange
    
Number of Employees11
 Mexico IPC   0.04 % Macroaxis: 0.04 Moved Up  
 
 thisRed FEZ FEZ.MX agains markets  0.04 % Macroaxis: 0.04 Moved Down  
 
 United States SP 500   0.06 % Macroaxis: 0.06 Moved Down  
 
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SPDR Leadership

Ellen Needham Vice President
Gary French Treasurer
Julie Piatelli Chief Compliance Officer
Matthew Flaherty Assistant Treasurer
David Kelly Independent Trustee
Laura Dell Assistant Treasurer
Mark Tuttle Assistant Secretary
Frank Nesvet Independent Chairman of the Board of Trustees

SPDR correlation with market

Very weak diversification
Overlapping area represents amount of risk that can be diversified away by holding SPDR EUROSTOX50SBI and equity matching MXX index in the same portfolio

SPDR Performance

Price Growth (%)  
SPDR   Market   
 

SPDR 30-Days Risk-Return Take

If you would invest  43,350  in SPDR EUROSTOX50SBI on April 25, 2013 and sell it today you would lose (39,743) from holding SPDR EUROSTOX50SBI or give up 91.68% of portfolio value over 30 days. SPDR EUROSTOX50SBI is generating 196.63% of daily returns assuming 488.38% volatility of returns over the 30 days investment horizon. Simply put, majority of traded equity instruments are less risky than SPDR EUROSTOX50SBI on the bases of their historical return distribution and most equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
 
Change Benchmark   Risk [Daily Volatility] (%)
Assuming 30 trading days horizon, SPDR EUROSTOX50SBI is expected to generate 856.81 times more return on investment than the market. However, the company is 856.81 times more volatile than its market benchmark. It trades about 0.4 of its potential returns per unit of risk. The S&P 500 is currently generating roughly 0.32 per unit of risk.
Past Market
Over 30
Days
21
Out Of
100
 
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SPDR vs Competition

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SPDR vs. iShares Markit iBoxx Euro Corp Bd IE

SPDR May 25 2013 Opportunity Range

Downside Deviation79.47
Information Ratio0.4022
Maximum Drawdown1228.43
Value At Risk(91.96)
Potential Upside1136.46

 
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