SPDR SAMPP Correlations

XTL Etf

USD 192.14 -1.94 -1.00%

The current 90-days correlation between SPDR SAMPP Telecom and Series Portfolios Trust is 0.68 (i.e., Poor diversification).SPDR SAMPP's correlation with commodity prices, currency pairs, or macro factors can surface hidden portfolio risks that are not visible in a simple equity-versus-equity analysis.

SPDR SAMPP Correlation With Market

Very good diversification

The correlation between XTL and DJI is -0.28, which Macroaxis classifies as Very good diversification for the selected horizon. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.

Build portfolio with SPDR Etf

Your Current Watchlist provides context for diversified portfolio design. Additional portfolio transparency improves capital positioning. Diversification analysis considers the interaction of positions within a portfolio. A position in SPDR SAMPP Telecom appears within the mix. The allocation reflects this within the position set. Position sizing reflects the allocation methodology applied to the portfolio. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in real.

Moving together with SPDR Etf

0.95	IYZ	IShares Telecommunicatio Low Volatility	Pair Corr
0.89	INR	Infinity Natural	Pair Corr
0.64	BND	Vanguard Total Bond	Pair Corr
0.69	VTV	Vanguard Value Index	Pair Corr
0.68	VEA	Vanguard FTSE Developed	Pair Corr
0.65	DES	WisdomTree SmallCap	Pair Corr
0.78	KGLD	Kurv Gold Enhanced Downward Rally	Pair Corr
0.89	BLUI	Exchange Traded Concepts	Pair Corr
0.69	TRV	The Travelers Companies	Pair Corr
0.9	VZ	Verizon Communications	Pair Corr
0.73	WMT	Walmart Common Stock	Pair Corr
0.83	KO	Coca Cola	Pair Corr
0.89	JNJ	Johnson Johnson	Pair Corr
0.74	PG	Procter Gamble	Pair Corr
0.95	CVX	Chevron Corp	Pair Corr
0.63	AA	Alcoa Corp	Pair Corr

Moving against SPDR Etf

0.88	ESPO	VanEck Video Gaming	Pair Corr
0.87	GAMR	Amplify Video Game Potential Growth	Pair Corr
0.85	VUG	Vanguard Growth Index	Pair Corr
0.83	SOCL	Global X Social	Pair Corr
0.82	HERO	Global X Video	Pair Corr
0.46	VOX	Vanguard Communication	Pair Corr
0.44	FCOM	Fidelity MSCI	Pair Corr
0.34	SPY	SPDR SAMPP 500	Pair Corr
0.34	IVV	iShares Core SAMPP	Pair Corr
0.31	VTI	Vanguard Total Stock	Pair Corr
0.93	AXP	American Express	Pair Corr
0.87	DIS	Walt Disney	Pair Corr
0.86	MSFT	Microsoft	Pair Corr
0.86	IBM	International Business	Pair Corr
0.82	HPQ	HP Inc	Pair Corr
0.8	BAC	Bank of America	Pair Corr
0.75	JPM	JPMorgan Chase	Pair Corr

Related Correlations Analysis

	XPH	XTN	XHE	XES	SHDG	AUGW	MSTB	TJUL	XMAR	ADPV
XPH		0.67	0.52	-0.01	0.62	0.5	0.53	0.64	-0.15	0.71	XPH
XTN	0.67		0.15	0.39	0.62	0.71	0.47	0.63	0.2	0.61	XTN
XHE	0.52	0.15		-0.69	0.5	0.13	0.57	0.39	-0.71	0.6	XHE
XES	-0.01	0.39	-0.69		-0.14	0.35	-0.25	0.15	0.94	-0.07	XES
SHDG	0.62	0.62	0.5	-0.14		0.85	0.95	0.75	-0.18	0.69	SHDG
AUGW	0.5	0.71	0.13	0.35	0.85		0.76	0.78	0.33	0.59	AUGW
MSTB	0.53	0.47	0.57	-0.25	0.95	0.76		0.7	-0.25	0.65	MSTB
TJUL	0.64	0.63	0.39	0.15	0.75	0.78	0.7		0.16	0.75	TJUL
XMAR	-0.15	0.2	-0.71	0.94	-0.18	0.33	-0.25	0.16		-0.13	XMAR
ADPV	0.71	0.61	0.6	-0.07	0.69	0.59	0.65	0.75	-0.13		ADPV
	XPH	XTN	XHE	XES	SHDG	AUGW	MSTB	TJUL	XMAR	ADPV

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

MSTB	+ 0.95	SHDG
XMAR	+ 0.94	XES
AUGW	+ 0.85	SHDG
TJUL	+ 0.78	AUGW
MSTB	+ 0.76	AUGW
TJUL	+ 0.75	SHDG

High negative correlations

XMAR	- 0.71	XHE
XES	- 0.69	XHE
XMAR	- 0.25	MSTB
MSTB	- 0.25	XES
XMAR	- 0.18	SHDG
XMAR	- 0.15	XPH

SPDR SAMPP Constituents Risk-Adjusted Indicators

Strong stock returns do not always mean SPDR SAMPP ETF is outperforming its peers on a fundamental level. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze SPDR SAMPP's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
XPH	1.04	0.00	0.00	-0.08	0.00	0.00	1.90	-2.31	6.24
XTN	1.36	-0.10	0.00	0.30	0.00	0.00	2.79	-3.97	8.56
XHE	0.95	-0.09	0.00	-0.17	0.00	0.00	1.75	-2.33	5.90
XES	1.48	0.58	0.36	0.41	1.19	-1.77	3.70	-2.15	7.86
SHDG	0.47	-0.07	0.00	0.34	0.00	0.00	0.78	-1.09	2.80
AUGW	0.21	-0.02	0.00	0.17	0.00	0.00	0.47	-0.46	1.35
MSTB	0.47	-0.06	0.00	0.42	0.00	0.00	0.83	-1.07	3.05
TJUL	0.15	0.00	0.00	-0.08	0.00	0.00	0.27	-0.30	0.94
XMAR	0.07	0.02	1.10	0.22	0.00	-0.09	0.18	-0.12	0.42
ADPV	1.21	0.08	0.00	-0.03	0.00	0.00	2.23	-2.46	7.82

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