Spdr Barclays Intermediate Etf Alpha and Beta Analysis

SPIB Etf  USD 32.73  0.11  0.34%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SPDR Barclays Intermediate. It also helps investors analyze the systematic and unsystematic risks associated with investing in SPDR Barclays over a specified time horizon. Remember, high SPDR Barclays' 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. Key technical indicators related to SPDR Barclays' market risk premium analysis include:
Beta
0.22
Alpha
(0.02)
Risk
0.24
Sharpe Ratio
0.0284
Expected Return
0.0068
Please note that although SPDR Barclays 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 Barclays did 0.02  worse 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 Barclays Intermediate etf's relative risk over its benchmark. SPDR Barclays Interm has a beta of 0.22  . As returns on the market increase, SPDR Barclays' returns are expected to increase less than the market. However, during the bear market, the loss of holding SPDR Barclays is expected to be smaller as well. .
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.
  
Check out SPDR Barclays Backtesting, Portfolio Optimization, SPDR Barclays Correlation, SPDR Barclays Hype Analysis, SPDR Barclays Volatility, SPDR Barclays History and analyze SPDR Barclays Performance.

SPDR Barclays Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SPDR Barclays market risk premium is the additional return an investor will receive from holding SPDR Barclays 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 Barclays. 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 Barclays' performance over market.
α-0.02   β0.22

SPDR Barclays 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 Barclays' Buy-and-hold return. Our buy-and-hold chart shows how SPDR Barclays performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

SPDR Barclays Market Price Analysis

Market price analysis indicators help investors to evaluate how SPDR Barclays 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 Barclays shares will generate the highest return on investment. By understating and applying SPDR Barclays etf market price indicators, traders can identify SPDR Barclays position entry and exit signals to maximize returns.

SPDR Barclays Return and Market Media

The median price of SPDR Barclays for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 32.49 with a coefficient of variation of 0.34. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 32.5, and mean deviation of 0.09. The Etf received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Trading Report - Stock Traders Daily
01/22/2024
2
On The My Stocks Page - Stock Traders Daily
02/12/2024
3
Notable ETF Outflow Detected - SPIB - Nasdaq
02/29/2024
4
1121 Shares in SPDR Portfolio Intermediate Term Corporate Bond ETF Bought by Anchor ... - Defense World
03/20/2024

About SPDR Barclays 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 Barclays Interm 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 Barclays 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 Barclays' short interest history, or implied volatility extrapolated from SPDR Barclays options trading.

Build Portfolio with SPDR Barclays

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether SPDR Barclays Interm offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of SPDR Barclays' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Spdr Barclays Intermediate Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Spdr Barclays Intermediate Etf:
Check out SPDR Barclays Backtesting, Portfolio Optimization, SPDR Barclays Correlation, SPDR Barclays Hype Analysis, SPDR Barclays Volatility, SPDR Barclays History and analyze SPDR Barclays Performance.
You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.

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When running SPDR Barclays' price analysis, check to measure SPDR Barclays' 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 Barclays is operating at the current time. Most of SPDR Barclays' value examination focuses on studying past and present price action to predict the probability of SPDR Barclays' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SPDR Barclays' price. Additionally, you may evaluate how the addition of SPDR Barclays to your portfolios can decrease your overall portfolio volatility.
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SPDR Barclays 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.
A focus of SPDR Barclays technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of SPDR Barclays 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...