Spdr Portfolio Europe Etf Alpha and Beta Analysis

SPEU Etf  USD 41.32  0.03  0.07%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SPDR Portfolio Europe. It also helps investors analyze the systematic and unsystematic risks associated with investing in SPDR Portfolio over a specified time horizon. Remember, high SPDR Portfolio'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 SPDR Portfolio's market risk premium analysis include:
Beta
0.24
Alpha
(0.09)
Risk
0.81
Sharpe Ratio
(0.11)
Expected Return
(0.09)
Please note that although SPDR Portfolio 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 Jones Industrial index.) So in this particular case, SPDR Portfolio did 0.09  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 Portfolio Europe etf's relative risk over its benchmark. SPDR Portfolio Europe has a beta of 0.24  . As returns on the market increase, SPDR Portfolio's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPDR Portfolio is expected to be smaller as well. .
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.
  
Check out SPDR Portfolio Backtesting, Portfolio Optimization, SPDR Portfolio Correlation, SPDR Portfolio Hype Analysis, SPDR Portfolio Volatility, SPDR Portfolio History and analyze SPDR Portfolio Performance.

SPDR Portfolio Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SPDR Portfolio market risk premium is the additional return an investor will receive from holding SPDR Portfolio 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 Portfolio. 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 Portfolio's performance over market.
α-0.09   β0.24

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

SPDR Portfolio Market Price Analysis

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

SPDR Portfolio Return and Market Media

The median price of SPDR Portfolio for the period between Sat, Sep 14, 2024 and Fri, Dec 13, 2024 is 42.6 with a coefficient of variation of 3.04. The daily time series for the period is distributed with a sample standard deviation of 1.29, arithmetic mean of 42.41, and mean deviation of 1.12. The Etf received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
European Central Bank Lowers Interest Rates Again, First Back-To-Back Cuts In 13 Years
10/17/2024
2
European Central Bank Lowers Interest Rates, Fourth Cut In 2024 - Benzinga
12/12/2024

About SPDR Portfolio 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 SPDR or other etfs. Alpha measures the amount that position in SPDR Portfolio Europe 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 SPDR Portfolio 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 Portfolio's short interest history, or implied volatility extrapolated from SPDR Portfolio options trading.

Build Portfolio with SPDR Portfolio

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.

Build Diversified Portfolios

Align your risk with return expectations

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
When determining whether SPDR Portfolio Europe is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if SPDR Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Spdr Portfolio Europe Etf. Highlighted below are key reports to facilitate an investment decision about Spdr Portfolio Europe Etf:
Check out SPDR Portfolio Backtesting, Portfolio Optimization, SPDR Portfolio Correlation, SPDR Portfolio Hype Analysis, SPDR Portfolio Volatility, SPDR Portfolio History and analyze SPDR Portfolio Performance.
You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
SPDR Portfolio 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, etf market cycles, or different charting patterns.
A focus of SPDR Portfolio technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of SPDR Portfolio 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...