SSgA SPDR (Netherlands) Performance

SXLB Etf   40.14  0.10  0.25%   
The entity has a beta of 0.52, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SSgA SPDR's returns are expected to increase less than the market. However, during the bear market, the loss of holding SSgA SPDR is expected to be smaller as well.

Risk-Adjusted Performance

0 of 100

 
Weak
 
Strong
Very Weak
Over the last 90 days SSgA SPDR ETFs has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, SSgA SPDR is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
  

SSgA SPDR Relative Risk vs. Return Landscape

If you would invest  4,236  in SSgA SPDR ETFs on September 26, 2024 and sell it today you would lose (222.00) from holding SSgA SPDR ETFs or give up 5.24% of portfolio value over 90 days. SSgA SPDR ETFs is generating negative expected returns and assumes 0.8448% volatility on return distribution over the 90 days horizon. Simply put, 7% of etfs are less volatile than SSgA, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon SSgA SPDR is expected to under-perform the market. In addition to that, the company is 1.04 times more volatile than its market benchmark. It trades about -0.1 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.06 per unit of volatility.

SSgA SPDR Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for SSgA SPDR's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as SSgA SPDR ETFs, and traders can use it to determine the average amount a SSgA SPDR'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 = -0.0954

Best PortfolioBest Equity
Good Returns
Average Returns
Small Returns
CashSmall RiskAverage RiskHigh RiskHuge Risk
Negative ReturnsSXLB

Estimated Market Risk

 0.84
  actual daily
7
93% of assets are more volatile

Expected Return

 -0.08
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.1
  actual daily
0
Most of other assets perform better
Based on monthly moving average SSgA SPDR 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 SSgA SPDR by adding SSgA SPDR to a well-diversified portfolio.
SSgA SPDR ETFs generated a negative expected return over the last 90 days