SPDR SP (UK) Performance
| SPXL Etf | 11.61 0.01 0.09% |
The entity has a beta of 0.25, which indicates not very significant fluctuations relative to the market. 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
23 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in SPDR SP 500 are ranked lower than 23 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, SPDR SP unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
SPDR |
SPDR SP Relative Risk vs. Return Landscape
If you would invest 1,012 in SPDR SP 500 on September 5, 2024 and sell it today you would earn a total of 149.00 from holding SPDR SP 500 or generate 14.72% return on investment over 90 days. SPDR SP 500 is generating 0.214% of daily returns and assumes 0.7153% volatility on return distribution over the 90 days horizon. Simply put, 6% 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 |
| Risk |
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 500, 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 = 0.2992
| Best Portfolio | Best Equity | |||
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| Small Returns | SPXL | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.72 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.21 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.3 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.
About SPDR SP Performance
Assessing SPDR SP's fundamental ratios provides investors with valuable insights into SPDR SP's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the SPDR SP is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
SPDR SP is entity of United Kingdom. It is traded as Etf on LSE exchange.