SPDR SP Financial Diagnostics

SPDR SP 500 ETF -- USA Etf  

USD 272.10  1.01  0.37%

SPDR SP 500 ETF diagnostics interface makes it easy to digest most current publicly released information about SPDR SP as well as get updates on important government artifacts including earning estimates, SEC corporate filings and announcements. This module also helps to analysis SPDR SP price relationship with some important fundamental indicators such as market cap and management efficiency.
SPDR SP is is formed as Regulated Investment Company in the United States. ETF is managed and operated by State Street Bank and Trust Company. The fund has 506 constituents with avarage daily trading value of 150.8 M. The fund charges 0.06 percent management fee with total expences of 0.099 percent of total asset. The fund generated five year return of 16.0%. SPDR SP 500 ETF maintains 99.91% of assets in stocks. This fund last dividend was 1.235 per share. The investment seeks to provide investment results that, before expenses, correspond generally to the price and yield performance of the SP 500 Index. SPDR SP is traded on Archipelago Exchange in USA.To find out more about S&P DEP RECEIPTS contact the company at 866-732-8673.

Composition Exposure (%)

Sector Exposure (%)

Currency Exposure (%)

Investment Allocations (%)

 % of ETF 
      Exposure 

SPDR SP 500 Alerts

SPDR SP 500 generates negative expected return over the last 30 days
The fund maintains 99.91% of its assets in stocks

Market Capitalization

The company currently falls under 'Mega-Cap' category with total capitalization of 276.32 B.

Etf Holders for SPDR SP

Information
Ratio
Value
At Risk
NASDAQONASDAQO MX Alpha TGT vs SPY 0.00  0.00 
NASDAQNASDAQ OMX Alpha GLD vs SPY In 0.00  0.00 
NASDQ OMXNASDQ OMX Alpha AMZN vs SPY 0.00  0.00 
WeitzWeitz Partners III Opportunity Instl 0.15 (0.52) 
WeitzWeitz Partners III Opportunity Investor 0.15 (1.80) 
WilliamWilliam Blair Macro Allocation N 0.30 (0.58) 
WilliamWilliam Blair Macro Allocation I 0.26 (0.66) 
WellsWells Fargo Alternative Strategies A 0.26 (0.65) 
VolumetricVolumetric Fd Inc 0.0115 (3.08) 
VEGAAdvisorShares STAR Global Buy Write ETF 0.0393 (2.18) 
NatixisNatixis ASG Tactical US Market Y 0.0019 (3.97) 
TVRIXGuggenheim Directional Allocation I 0.0501 (3.82) 
TVRAXGuggenheim Directional Allocation A 0.10 (2.13) 
GuggenheimGuggenheim RBP Large Cap Market I 0.13 (2.06) 
ToreadorToreador Core Retail 0.0596 (1.83) 
TMGLXTouchstone Merger Arbitrage Instl 0.52 (0.38) 
TFMSXTcwGargoyle Dynamic 500 Market-Neutral Fund-I S 0.0372 (2.48) 
TFMNXTcwGargoyle Dynamic 500 Market-Neutral Fund-N S(0.21) (1.64) 
TCWTCW Gargoyle Dynamic 500 N 0.0225 (3.09) 
TCWTCW Gargoyle Dynamic 500 I 0.0261 (3.09) 

Technical Drivers

SPDR SP 500 ETF has Risk Adjusted Performance of 0.095443 and Coefficient Of Variation of 1,804. In connection with Fundamental Indicators, Macroaxis technical analysis interface makes it possible for you to check practical technical drivers of SPDR SP 500 as well as the relationship between them. In other words you can use this information to find out if the etf will indeed mirror its model of past prices and volume data or the prices will eventually revert. We found nineteen technical drivers for SPDR SP 500 ETF which can be compared to its competition. Please validate SPDR SP 500 Standard Deviation, Value At Risk, Kurtosis, as well as the relationship between Jensen Alpha and Semi Variance to decide if SPDR SP is priced adequately providing market reflects its prevalent price of 272.1 per share.

SPDR SP 500 Price Movement Analysis

Study
Time Period
Deviations up
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MA Type
  Portfolio Optimization    
  
Execute Study
 
The output start index for this execution was five with a total number of output elements of twelve. The Bollinger Bands is very popular indicator that was developed by John Bollinger. It consist of three lines. SPDR SP middle band is a simple moving average of its typical price. The upper and lower bands are (N) standard deviations above and below the middle band. The bands widen and narrow when the volatility of the price is higher or lower, respectively. The upper and lower bands can also be interpreted as price targets for SPDR SP 500. When the price bounces off of the lower band and crosses the middle band, then the upper band becomes the price target. View also all equity analysis or get more info about bollinger bands overlap studies indicator.