SPDR SP Performance

SPDR SP Dividend ETF -- USA Etf  

USD 90.21  1.92  2.08%

The entity has beta of -0.2166 which indicates as returns on market increase, returns on owning SPDR SP are expected to decrease at a much smaller rate. During bear market, SPDR SP is likely to outperform the market.. Even though it is essential to pay attention to SPDR SP Dividend current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis approach towards measuring future performance of any etf is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. SPDR SP Dividend ETF exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

SPDR SP Dividend Relative Risk vs. Return Landscape

If you would invest  9,228  in SPDR SP Dividend ETF on February 20, 2018 and sell it today you would lose (207.00)  from holding SPDR SP Dividend ETF or give up 2.24% of portfolio value over 30 days. SPDR SP Dividend ETF is generating negative expected returns assuming volatility of 0.8362% on return distribution over 30 days investment horizon. In other words, 7% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, SPDR SP Dividend ETF is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.12 times less risky than the market. the firm trades about -0.11 of its potential returns per unit of risk. The DOW is currently generating roughly -0.04 of returns per unit of risk over similar time horizon.

SPDR SP Daily Price Distribution

The median price of SPDR SP for the period between Tue, Feb 20, 2018 and Thu, Mar 22, 2018 is 92.8 with a coefficient of variation of 1.14. The daily time series for the period is distributed with a sample standard deviation of 1.05, arithmetic mean of 92.63, and mean deviation of 0.83. The Etf received some media coverage during the period.

Risk-Adjusted Performance

Over the last 30 days SPDR SP Dividend ETF has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

SPDR SP Sharpe Ratio = -0.1139
Good Returns
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Negative ReturnsSDY

Estimated Market Risk

  actual daily
 93 %
of total potential

Expected Return

  actual daily
 1 %
of total potential

Risk-Adjusted Return

  actual daily
 1 %
of total potential
Based on monthly moving average SPDR SP is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of SPDR SP by adding it to a well-diversified portfolio.


SPDR SP Dividend Dividends Analysis
Check SPDR SP Dividend dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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