SPDR SP Performance

SPY -- USA Etf  

USD 277.13  1.63  0.59%

The entity has beta of 0.0 which indicates the returns on MARKET and SPDR SP are completely uncorrelated. Although it is extremely important to respect SPDR SP 500 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 500 technical indicators you can now evaluate if the expected return of 0.0385% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

SPDR SP 500 Relative Risk vs. Return Landscape

If you would invest  27,337  in SPDR SP 500 ETF on May 21, 2018 and sell it today you would earn a total of  213.00  from holding SPDR SP 500 ETF or generate 0.78% return on investment over 30 days. SPDR SP 500 ETF is generating 0.0385% of daily returns assuming volatility of 0.5657% on return distribution over 30 days investment horizon. In other words, 5% 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 500 ETF is expected to generate 0.41 times more return on investment than the market. However, the company is 2.46 times less risky than the market. It trades about 0.07 of its potential returns per unit of risk. The DOW is currently generating roughly 0.01 per unit of risk.

SPDR SP Market Risk Analysis

Sharpe Ratio = 0.068
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SPDR SP Relative Performance Indicators

Estimated Market Risk
 0.57
  actual daily
 
 95 %
of total potential
  
Expected Return
 0.04
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.07
  actual daily
 
 4 %
of total potential
  
Based on monthly moving average SPDR SP is performing at about 4% 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.

Performance Rating

SPDR SP 500 ETF Risk Adjusted Performance Analysis
4 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in SPDR SP 500 ETF are ranked lower than 4 (%) of all global equities and portfolios over the last 30 days.

SPDR SP Alerts

Equity Alerts and Improvement Suggestions
The fund maintains 99.79% of its assets in stocks

Dividends

SPDR SP 500 Dividends Analysis
Check SPDR SP 500 dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
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