SPDR Aggregate Etf Probability of Future Etf Price Finishing Over 24.75

SPAB
 Etf
  

USD 24.75  0.13  0.52%   

SPDR Aggregate's future price is the expected price of SPDR Aggregate instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of SPDR Aggregate Bond performance during a given time horizon utilizing its historical volatility.
  
SPDR Aggregate's implied volatility is one of the determining factors in the pricing options written on SPDR Aggregate Bond. Implied volatility approximates the future value of SPDR Aggregate based on the option's current value. Options with high implied volatility have higher premiums and can be used to hedge the downside of investing in SPDR Aggregate Bond over a specific time period. For example, 2022-10-21 CALL at $25.0 is a CALL option contract on SPDR Aggregate's common stock with a strick price of 25.0 expiring on 2022-10-21. The contract was not traded in recent days and, as of today, has 24 days remaining before the expiration. The option is currently trading at a bid price of $0.2, and an ask price of $0.3. The implied volatility as of the 27th of September is 11.826. View All SPDR Aggregate options

Closest to current price SPDR Aggregate long CALL Option Payoff at Expiration

Additionally, take a look at SPDR Aggregate Backtesting, Portfolio Optimization, SPDR Aggregate Correlation, SPDR Aggregate Hype Analysis, SPDR Aggregate Volatility, SPDR Aggregate History as well as SPDR Aggregate Performance. Please specify SPDR Aggregate time horizon, a valid symbol (red box) and a target price (blue box) you would like SPDR Aggregate odds to be computed.

SPDR Aggregate Target Price Odds to finish over 24.75

The tendency of SPDR Aggregate Etf price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to move above the current price in 90 days
 24.75 90 days 24.75 
close to 99
Based on a normal probability distribution, the odds of SPDR Aggregate to move above the current price in 90 days from now is close to 99 (This SPDR Aggregate Bond probability density function shows the probability of SPDR Aggregate Etf to fall within a particular range of prices over 90 days) .
Given the investment horizon of 90 days SPDR Aggregate has a beta of 0.13. This usually implies as returns on the market go up, SPDR Aggregate average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding SPDR Aggregate Bond will be expected to be much smaller as well. Additionally The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. SPDR Aggregate Bond is significantly underperforming DOW.
   SPDR Aggregate Price Density   
       Price  

Predictive Modules for SPDR Aggregate

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as SPDR Aggregate Bond. Regardless of method or technology, however, to accurately forecast the stock or bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of SPDR Aggregate's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of SPDR Aggregate in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
24.2724.7425.21
Details
Intrinsic
Valuation
LowReal ValueHigh
24.5525.0225.49
Details
Naive
Forecast
LowNext ValueHigh
24.1124.5825.05
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
24.5625.1325.41
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as SPDR Aggregate. Your research has to be compared to or analyzed against SPDR Aggregate's peers to derive any actionable benefits. When done correctly, SPDR Aggregate's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in SPDR Aggregate Bond.

SPDR Aggregate Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. SPDR Aggregate is not an exception. The market had few large corrections towards the SPDR Aggregate's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold SPDR Aggregate Bond, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of SPDR Aggregate within the framework of very fundamental risk indicators.
α
Alpha over DOW
-0.08
β
Beta against DOW0.13
σ
Overall volatility
0.47
Ir
Information ratio -0.03

SPDR Aggregate Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of SPDR Aggregate for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for SPDR Aggregate Bond can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
SPDR Aggregate Bond generated a negative expected return over the last 90 days
On 8th of September 2022 SPDR Aggregate paid $ 0.0532 per share dividend to its current shareholders
The fund created three year return of 0.0%
SPDR Aggregate Bond maintains about 6.45% of its assets in bonds

SPDR Aggregate Price Density Drivers

Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of SPDR Aggregate Etf often depends not only on the future outlook of the current and potential SPDR Aggregate's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. SPDR Aggregate's indicators that are reflective of the short sentiment are summarized in the table below.
Average Daily Volume Last 10 Day2.56M
Average Daily Volume In Three Month2.63M

SPDR Aggregate Technical Analysis

SPDR Aggregate's future price can be derived by breaking down and analyzing its technical indicators over time. SPDR Aggregate Etf technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of SPDR Aggregate Bond. In general, you should focus on analyzing SPDR Aggregate Etf price patterns and their correlations with different microeconomic environments and drivers.

SPDR Aggregate Predictive Forecast Models

SPDR Aggregate time-series forecasting models is one of many SPDR Aggregate's etf analysis techniquest aimed to predict future share value based on previously observed values. Time-series forecasting models ae widely used for non-stationary data. Non-stationary data are called the data whose statistical properties e.g. the mean and standard deviation are not constant over time but instead, these metrics vary over time. These non-stationary SPDR Aggregate's historical data is usually called time-series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the etf market movement and maximize returns from investment trading.

Things to note about SPDR Aggregate Bond

Checking the ongoing alerts about SPDR Aggregate for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for SPDR Aggregate Bond help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

SPDR Aggregate Alerts

SPDR Aggregate Alerts and Suggestions

SPDR Aggregate Bond generated a negative expected return over the last 90 days
On 8th of September 2022 SPDR Aggregate paid $ 0.0532 per share dividend to its current shareholders
The fund created three year return of 0.0%
SPDR Aggregate Bond maintains about 6.45% of its assets in bonds
Additionally, take a look at SPDR Aggregate Backtesting, Portfolio Optimization, SPDR Aggregate Correlation, SPDR Aggregate Hype Analysis, SPDR Aggregate Volatility, SPDR Aggregate History as well as SPDR Aggregate Performance. Note that the SPDR Aggregate Bond information on this page should be used as a complementary analysis to other SPDR Aggregate'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 Probability Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.

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When running SPDR Aggregate Bond price analysis, check to measure SPDR Aggregate'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 Aggregate is operating at the current time. Most of SPDR Aggregate's value examination focuses on studying past and present price action to predict the probability of SPDR Aggregate's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move SPDR Aggregate's price. Additionally, you may evaluate how the addition of SPDR Aggregate to your portfolios can decrease your overall portfolio volatility.
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The market value of SPDR Aggregate Bond is measured differently than its book value, which is the value of SPDR Aggregate that is recorded on the company's balance sheet. Investors also form their own opinion of SPDR Aggregate's value that differs from its market value or its book value, called intrinsic value, which is SPDR Aggregate's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because SPDR Aggregate's market value can be influenced by many factors that don't directly affect SPDR Aggregate's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between SPDR Aggregate's value and its price as these two are different measures arrived at by different means. Investors typically determine SPDR Aggregate value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SPDR Aggregate's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.