SPDR Etf Alpha and Beta Analysis

Etfs . USA . 
Etf . SPDR Portfolio Emerging
SPEM Etf  USD 34.69  0.26  0.76%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SPDR Portfolio Emerging. It also helps investors analyze the systematic and unsystematic risks associated with investing in SPDR Portfolio over a specified time horizon. Remember, high SPDR Portfolio's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Check out SPDR Portfolio Backtesting, Portfolio Optimization, SPDR Portfolio Correlation, SPDR Portfolio Hype Analysis, SPDR Portfolio Volatility, SPDR Portfolio History and analyze SPDR Portfolio Performance.
  
Please note that although SPDR Portfolio alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, SPDR Portfolio did 0.030567  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of SPDR Portfolio Emerging etf's relative risk over its benchmark. SPDR Portfolio Emerging has a beta of 0.62  . Let's try to break down what SPDR's beta means in this case. As returns on the market increase, SPDR Portfolio returns are expected to increase less than the market. However, during the bear market, the loss on holding SPDR Portfolio will be expected to be smaller as well.
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

SPDR Portfolio Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SPDR Portfolio market risk premium is the additional return an investor will receive from holding SPDR Portfolio long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in SPDR Portfolio. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate SPDR Portfolio's performance over market.
α0.030567   β0.62
90 days against NYA

SPDR Portfolio expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of SPDR Portfolio's Buy-and-hold return. Our buy-and-hold chart shows how SPDR Portfolio performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

SPDR Portfolio Market Price Analysis

Market price analysis indicators help investors to evaluate how SPDR Portfolio etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SPDR Portfolio shares will generate the highest return on investment. By understating and applying SPDR Portfolio etf market price indicators, traders can identify SPDR Portfolio position entry and exit signals to maximize returns.
Highest value over a specified period
Lowest value over a specified period
Inverse Tangent Over Price Movement
Price Natural Logarithm
Chande Momentum Oscillator
Moving Average Convergence Divergence Fix
Triple Exponential Moving Average
Triple Exponential Moving Average T3
Tristar Pattern
Hanging Man

SPDR Portfolio Return and Market Media

The median price of SPDR Portfolio for the period between Sat, Mar 11, 2023 and Fri, Jun 9, 2023 is 33.93 with a coefficient of variation of 1.55. The daily time series for the period is distributed with a sample standard deviation of 0.52, arithmetic mean of 33.84, and mean deviation of 0.43. The Etf received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
Liberty One Investment Management LLC Boosts Holdings in SPD...03/14/2023
2
Boltwood Capital Management Purchases 23,775 Shares of SPDR ...03/16/2023
3
StrategIQ Financial Group LLC Has 4.94 Million Position in S...03/21/2023
4
Asset Dedication LLC Purchases 6,914 Shares of SPDR Portfoli...03/27/2023
5
Trinity Wealth Management LLC Buys 645 Shares of SPDR Portfo...03/31/2023
6
McNaughton Wealth Management LLC Has 3.73 Million Holdings i...04/14/2023
7
SPDR Portfolio Emerging Markets ETF Position Lifted by Capit...04/18/2023
8
Wrapmanager Inc. Trims Stock Position in SPDR Portfolio Emer...04/26/2023
9
SPDR Portfolio Emerging Markets ETF Position Increased by Tr...05/08/2023
10
Beacon Bridge Wealth Partners LLC Purchases Shares of 15,590...05/24/2023
11
Kingsview Wealth Management LLC Raises Stock Holdings in SPD...06/08/2023

About SPDR Portfolio Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including SPDR or other etfs. Alpha measures the amount that position in SPDR Portfolio Emerging has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards SPDR Portfolio in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, SPDR Portfolio's short interest history, or implied volatility extrapolated from SPDR Portfolio options trading.

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Check out SPDR Portfolio Backtesting, Portfolio Optimization, SPDR Portfolio Correlation, SPDR Portfolio Hype Analysis, SPDR Portfolio Volatility, SPDR Portfolio History and analyze SPDR Portfolio Performance. Note that the SPDR Portfolio Emerging information on this page should be used as a complementary analysis to other SPDR Portfolio's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.

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When running SPDR Portfolio's price analysis, check to measure SPDR Portfolio's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy SPDR Portfolio is operating at the current time. Most of SPDR Portfolio's value examination focuses on studying past and present price action to predict the probability of SPDR Portfolio's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SPDR Portfolio's price. Additionally, you may evaluate how the addition of SPDR Portfolio to your portfolios can decrease your overall portfolio volatility.
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SPDR Portfolio technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.
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A focus of SPDR Portfolio technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of SPDR Portfolio trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...

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