SPDR SP Performance

SPDR SP 500 ETF -- USA Etf  

USD 271.40  1.71  0.63%

The entity has beta of 0.9057 which indicates SPDR SP returns are very sensitive to returns on the market. as market goes up or down, SPDR SP is expected to follow.. Even though it is essential to pay attention to SPDR SP 500 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 500 ETF exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

SPDR SP 500 Relative Risk vs. Return Landscape

If you would invest  28,269  in SPDR SP 500 ETF on January 22, 2018 and sell it today you would lose (1,129)  from holding SPDR SP 500 ETF or give up 3.99% of portfolio value over 30 days. SPDR SP 500 ETF is generating negative expected returns assuming volatility of 1.5588% on return distribution over 30 days investment horizon. In other words, 14% 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 0.91 times more return on investment than the market. However, the company is 1.1 times less risky than the market. It trades about -0.11 of its potential returns per unit of risk. The DOW is currently generating roughly -0.12 per unit of risk.

Price to Book

SPDR SP 500 Price to Book
Based on latest financial disclosure the price to book indicator of SPDR SP 500 ETF is roughly 2.75 times. This is 74.05% higher than that of the SPDR State Street Global Advisors family, and 17.56% higher than that of Large Blend category, The Price to Book for all etfs is 183.51% lower than the firm.
  to Book 
      SPDR SP Comparables 
Price to Book ratio is mostly used in financial services industries where assets and liabilities are typically represented by dollars. Although low Price to Book ratio generally implies that the firm is undervalued, it is often a good indicator that the company may be in financial or managerial distress and should be investigated more carefully.

SPDR SP Daily Price Distribution

The median price of SPDR SP for the period between Mon, Jan 22, 2018 and Wed, Feb 21, 2018 is 275.45 with a coefficient of variation of 3.15. The daily time series for the period is distributed with a sample standard deviation of 8.66, arithmetic mean of 274.69, and mean deviation of 7.57. The Etf did not receive any noticable media coverage during the period.
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Risk-Adjusted Performance

Over the last 30 days SPDR SP 500 ETF has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

SPDR SP Sharpe Ratio = -0.1112
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Estimated Market Risk

 1.56
  actual daily
 
 86 %
of total potential
  

Expected Return

 -0.17
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.11
  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.

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