SPDR SP Performance

SPY -- USA Etf  

USD 291.22  0.30  0.10%

The entity has beta of -0.0675 which indicates as returns on market increase, returns on owning SPDR SP are expected to decrease at a much smaller rate. During bear market, SPDR SP is likely to outperform the market.. 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 0.0776% will be sustainable into the future.
Horizon     30 Days    Login   to change

SPDR SP 500 Relative Risk vs. Return Landscape

If you would invest  28,634  in SPDR SP 500 ETF on August 21, 2018 and sell it today you would earn a total of  488.00  from holding SPDR SP 500 ETF or generate 1.7% return on investment over 30 days. SPDR SP 500 ETF is generating 0.0776% of daily returns assuming volatility of 0.3963% 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 500 ETF is expected to generate 1.32 times less return on investment than the market. In addition to that, the company is 1.0 times more volatile than its market benchmark. It trades about 0.2 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.26 per unit of volatility.

SPDR SP Market Risk Analysis

Sharpe Ratio = 0.1958
Good Returns
Average Returns
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Negative Returns

SPDR SP Relative Performance Indicators

Estimated Market Risk
  actual daily
 97 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 12 %
of total potential
Based on monthly moving average SPDR SP is performing at about 12% 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 500 ETF Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in SPDR SP 500 ETF are ranked lower than 12 (%) of all global equities and portfolios over the last 30 days.

SPDR SP Alerts

Equity Alerts and Improvement Suggestions

The fund maintains 99.77% of its assets in stocks

SPDR SP Performance Indicators

SPDR SP 500 Basic Price Performance Measures

Fifty Two Week Low248.08
Fifty Two Week High291.74

SPDR SP 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  
Also please take a look at World Market Map. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.
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