Ssga Spdr Etfs Etf Alpha and Beta Analysis
| SSEEF Etf | USD 73.57 0.52 0.71% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SSgA SPDR ETFs. It also helps investors analyze the systematic and unsystematic risks associated with investing in SSgA SPDR over a specified time horizon. Remember, high SSgA SPDR'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. Key technical indicators related to SSgA SPDR's market risk premium analysis include:
Beta 0.13 | Alpha (0.09) | Risk 0.78 | Sharpe Ratio (0.10) | Expected Return (0.08) |
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.
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SSgA SPDR Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SSgA SPDR market risk premium is the additional return an investor will receive from holding SSgA SPDR 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 SSgA SPDR. 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 SSgA SPDR's performance over market.| α | -0.09 | β | 0.13 |
SSgA SPDR 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 SSgA SPDR's Buy-and-hold return. Our buy-and-hold chart shows how SSgA SPDR performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SSgA SPDR Market Price Analysis
Market price analysis indicators help investors to evaluate how SSgA SPDR pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SSgA SPDR shares will generate the highest return on investment. By understating and applying SSgA SPDR pink sheet market price indicators, traders can identify SSgA SPDR position entry and exit signals to maximize returns.
SSgA SPDR Return and Market Media
The median price of SSgA SPDR for the period between Mon, Sep 30, 2024 and Sun, Dec 29, 2024 is 77.6 with a coefficient of variation of 2.0. The daily time series for the period is distributed with a sample standard deviation of 1.54, arithmetic mean of 77.01, and mean deviation of 1.13. The Etf received a lot of media exposure during the period. Price Growth (%) |
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About SSgA SPDR 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 financial instruments including SSgA or other pink sheets. Alpha measures the amount that position in SSgA SPDR ETFs 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.
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 SSgA SPDR 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, SSgA SPDR's short interest history, or implied volatility extrapolated from SSgA SPDR options trading.
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Other Information on Investing in SSgA Pink Sheet
SSgA SPDR financial ratios help investors to determine whether SSgA Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in SSgA with respect to the benefits of owning SSgA SPDR security.