SPDR SP Historical Price Analysis Overview

SDY -- USA Etf  

USD 94.82  1.45  1.55%

Macroaxis considers SPDR SP to be not too risky. SPDR SP Dividend owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.1628 which indicates SPDR SP Dividend had -0.1628% of return per unit of volatility over the last 1 month. Macroaxis approach towards measuring risk of any etf is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. SPDR SP Dividend ETF exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate SPDR SP Risk Adjusted Performance of 0.17 and Coefficient Of Variation of 614.22 to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

Performance History


Highest PriceSeptember 25, 201898.24
Lowest PricOctober 12, 201890.59
The price series of SPDR SP for the period between Sun, Sep 16, 2018 and Tue, Oct 16, 2018 has a statistical range of 9.43 with a coefficient of variation of 2.47. The price distribution for the period has arithmetic mean of 97.19. The median price for the last 30 days is 97.87. The company had dividends distributed to its stock-holders on Septembertember 21, 2018.
OpenHighLowCloseVolume
10/16/2018 92.93  94.05  92.79  93.37  0.00 
10/16/2018 93.64  94.92  93.32  94.82  777,740 
10/15/2018 92.93  94.05  92.79  93.37  426,772 
10/12/2018 95.31  90.59  95.31  90.59  1.00 
10/11/2018 95.14  95.25  92.79  92.95  1,420,364 
10/10/2018 97.09  97.16  95.23  95.31  765,812 
10/09/2018 97.23  98.51  97.23  97.87  1.00 
10/08/2018 97.10  97.99  97.04  97.87  263,017 
10/05/2018 97.78  96.88  97.78  96.88  1.00 
10/04/2018 97.57  97.61  96.86  97.33  881,238 
10/03/2018 98.17  98.34  97.63  97.78  389,338 
10/02/2018 97.80  98.16  97.68  97.97  375,020 
10/01/2018 98.21  98.42  97.61  97.83  393,564 
09/28/2018 97.45  97.99  97.45  97.93  455,568 
09/27/2018 98.24  97.12  98.24  97.12  1.00 
09/26/2018 98.32  98.54  97.59  97.68  462,093 
09/25/2018 98.79  98.88  98.16  98.24  457,423 
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