Spdr Msci Usa Etf Market Value
| NZUS Etf | USD 35.52 0.23 0.64% |
| Symbol | SPDR |
SPDR MSCI USA's market price often diverges from its book value, the accounting figure shown on SPDR's balance sheet. Smart investors calculate SPDR MSCI's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Since SPDR MSCI's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between SPDR MSCI's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding SPDR MSCI should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. However, SPDR MSCI'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.
SPDR MSCI 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to SPDR MSCI's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of SPDR MSCI.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in SPDR MSCI on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding SPDR MSCI USA or generate 0.0% return on investment in SPDR MSCI over 90 days. SPDR MSCI is related to or competes with Ultimus Managers, Pacer Funds, SPDR Galaxy, Litman Gregory, Matthews China, Proshares, and First Trust. The fund generally invests substantially all, but at least 80, of its total assets in the securities comprising the inde... More
SPDR MSCI Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure SPDR MSCI's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess SPDR MSCI USA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 4.45 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 0.9854 |
SPDR MSCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPDR MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SPDR MSCI's standard deviation. In reality, there are many statistical measures that can use SPDR MSCI historical prices to predict the future SPDR MSCI's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.1) | |||
| Treynor Ratio | (0.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SPDR MSCI'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.
SPDR MSCI January 29, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.03) | |||
| Market Risk Adjusted Performance | (0.04) | |||
| Mean Deviation | 0.5765 | |||
| Coefficient Of Variation | (2,575) | |||
| Standard Deviation | 0.7907 | |||
| Variance | 0.6251 | |||
| Information Ratio | (0.12) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.1) | |||
| Treynor Ratio | (0.05) | |||
| Maximum Drawdown | 4.45 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 0.9854 | |||
| Skewness | (0.49) | |||
| Kurtosis | 1.36 |
SPDR MSCI USA Backtested Returns
SPDR MSCI USA owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0388, which indicates the etf had a -0.0388 % return per unit of volatility over the last 3 months. SPDR MSCI USA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SPDR MSCI's variance of 0.6251, and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The entity has a beta of 0.75, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SPDR MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPDR MSCI is expected to be smaller as well.
Auto-correlation | -0.34 |
Poor reverse predictability
SPDR MSCI USA has poor reverse predictability. Overlapping area represents the amount of predictability between SPDR MSCI time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SPDR MSCI USA price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current SPDR MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Thematic Opportunities
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Check out SPDR MSCI Correlation, SPDR MSCI Volatility and SPDR MSCI Performance module to complement your research on SPDR MSCI. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
SPDR MSCI 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.