SPDR SP (Switzerland) Performance
The entity has a beta of 0.48, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SPDR SP's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPDR SP is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days SPDR SP Energy has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable basic indicators, SPDR SP is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
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SPDR SP Relative Risk vs. Return Landscape
If you would invest 3,083 in SPDR SP Energy on January 25, 2024 and sell it today you would earn a total of 521.00 from holding SPDR SP Energy or generate 16.9% return on investment over 90 days. SPDR SP Energy is generating 0.2515% of daily returns and assumes 0.8207% volatility on return distribution over the 90 days horizon. Simply put, 7% of etfs are less volatile than SPDR, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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SPDR SP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR SP's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as SPDR SP Energy, and traders can use it to determine the average amount a SPDR SP's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.3064
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Estimated Market Risk
| 0.82 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.25 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.31 actual daily | 23 77% of assets perform better |
Based on monthly moving average SPDR SP is performing at about 23% 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 Fundamentals Growth
SPDR Etf prices reflect investors' perceptions of the future prospects and financial health of SPDR SP, and SPDR SP fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on SPDR Etf performance.
| Price To Earning | 39.03 X | |||
| Price To Book | 1.67 X | |||
| Price To Sales | 1.38 X | |||
| Total Asset | 124.73 M | |||
About SPDR SP Performance
To evaluate SPDR SP Energy Etf as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when SPDR SP generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare SPDR Etf's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand SPDR SP Energy market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents SPDR's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Energy Select Sector UCITS ETF is to track the performance of large sized U.S. energy companies in the SP 500 Index. SPDR SP is traded on Switzerland Exchange in Switzerland.| The fund generated three year return of -2.0% | |
| SPDR SP Energy maintains 99.96% of its assets in stocks |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in SPDR SP Energy. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.