SPDR Barclays (Germany) Performance
| SPP3 Etf | 25.76 0.07 0.27% |
The entity has a beta of 0.0284, which indicates not very significant fluctuations relative to the market. 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.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days SPDR Barclays 3 5 has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, SPDR Barclays is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
SPDR |
SPDR Barclays Relative Risk vs. Return Landscape
If you would invest 2,601 in SPDR Barclays 3 5 on December 24, 2024 and sell it today you would lose (25.00) from holding SPDR Barclays 3 5 or give up 0.96% of portfolio value over 90 days. SPDR Barclays 3 5 is generating negative expected returns and assumes 0.6299% volatility on return distribution over the 90 days horizon. Simply put, 5% of etfs are less volatile than SPDR, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SPDR Barclays Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR Barclays' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as SPDR Barclays 3 5, and traders can use it to determine the average amount a SPDR Barclays' 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 = -0.0224
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SPP3 |
Estimated Market Risk
| 0.63 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SPDR Barclays is not performing at its full potential. However, 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 Barclays by adding SPDR Barclays to a well-diversified portfolio.
| SPDR Barclays 3 generated a negative expected return over the last 90 days |