SPDR Intermediate Etf Alpha and Beta Analysis

SPIB
 Etf
  

USD 32.74  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 Intermediate Term. It also helps investors analyze the systematic and unsystematic risks associated with investing in SPDR Intermediate over a specified time horizon. Remember, high SPDR Intermediate's 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.
Additionally, take a look at SPDR Intermediate Backtesting, Portfolio Optimization, SPDR Intermediate Correlation, SPDR Intermediate Hype Analysis, SPDR Intermediate Volatility, SPDR Intermediate History and analyze SPDR Intermediate Performance.
  
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Please note that although SPDR Intermediate 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., DOW index.) So in this particular case, SPDR Intermediate did 0.043194  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 Intermediate Term etf's relative risk over its benchmark. SPDR Intermediate Term has a beta of 0.09  . Let's try to break down what SPDR Intermediate's beta means in this case. As returns on the market increase, SPDR Intermediate returns are expected to increase less than the market. However, during the bear market, the loss on holding SPDR Intermediate will be expected to be smaller as well.
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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.

SPDR Intermediate Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SPDR Intermediate market risk premium is the additional return an investor will receive from holding SPDR Intermediate 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 Intermediate. 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 Intermediate's performance over market.
α-0.04   β0.09
90 days against DJI

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

SPDR Intermediate Market Price Analysis

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

SPDR Intermediate Return and Market Media

The median price of SPDR Intermediate for the period between Sat, Apr 2, 2022 and Fri, Jul 1, 2022 is 33.02 with a coefficient of variation of 1.36. The daily time series for the period is distributed with a sample standard deviation of 0.45, arithmetic mean of 33.06, and mean deviation of 0.34. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

About SPDR Intermediate 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in SPDR Intermediate Term 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.

SPDR Intermediate Investors Sentiment

The influence of SPDR Intermediate's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in SPDR Intermediate. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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 Intermediate 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 Intermediate's short interest history, or implied volatility extrapolated from SPDR Intermediate options trading.

Current Sentiment - SPIB

SPDR Intermediate Term Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in SPDR Intermediate Term. What is your outlook on investing in SPDR Intermediate Term? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish

Build Portfolio with SPDR Intermediate

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
Additionally, take a look at SPDR Intermediate Backtesting, Portfolio Optimization, SPDR Intermediate Correlation, SPDR Intermediate Hype Analysis, SPDR Intermediate Volatility, SPDR Intermediate History and analyze SPDR Intermediate Performance. Note that the SPDR Intermediate Term information on this page should be used as a complementary analysis to other SPDR Intermediate'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 Fund Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.

Complementary Tools for SPDR Intermediate Etf analysis

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