SPDR SP Performance

SDY -- USA Etf  

USD 99.67  0.08  0.08%

The entity has beta of 0.2168 which indicates as returns on market increase, SPDR SP returns are expected to increase less than the market. However during bear market, the loss on holding SPDR SP will be expected to be smaller as well.. Although it is extremely important to respect SPDR SP Dividend current price movements, it is better to be realistic regarding the information on equity historical returns. The approach towards measuring future performance of any etf is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining SPDR SP Dividend technical indicators you can now evaluate if the expected return of 0.0535% will be sustainable into the future.
Horizon     30 Days    Login   to change

SPDR SP Dividend Relative Risk vs. Return Landscape

If you would invest  9,844  in SPDR SP Dividend ETF on August 20, 2018 and sell it today you would earn a total of  115.00  from holding SPDR SP Dividend ETF or generate 1.17% return on investment over 30 days. SPDR SP Dividend ETF is generating 0.0535% of daily returns assuming volatility of 0.3722% on return distribution over 30 days investment horizon. In other words, 3% 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 generate 1.69 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.05 times less risky than the market. It trades about 0.14 of its potential returns per unit of risk. The DOW is currently generating roughly 0.23 of returns per unit of risk over similar time horizon.

SPDR SP Market Risk Analysis

Sharpe Ratio = 0.1437
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SPDR SP Relative Performance Indicators

Estimated Market Risk
 0.37
  actual daily
 
 97 %
of total potential
  
Expected Return
 0.05
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.14
  actual daily
 
 9 %
of total potential
  
Based on monthly moving average SPDR SP is performing at about 9% 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 Performance Rating

SPDR SP Dividend ETF Risk Adjusted Performance Analysis

9 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in SPDR SP Dividend ETF are ranked lower than 9 (%) of all global equities and portfolios over the last 30 days.

SPDR SP Alerts

Equity Alerts and Improvement Suggestions

The fund maintains 99.71% of its assets in stocks

SPDR SP Performance Indicators

SPDR SP Dividend Basic Price Performance Measures

Fifty Two Week Low87.95
Fifty Two Week High99.22

SPDR SP Dividends

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
Check Dividends  
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