SPDR SP Etf Forecast - Simple Exponential Smoothing
| SPY Etf | USD 688.98 3.58 0.52% |
The Simple Exponential Smoothing forecasted value of SPDR SP 500 on the next trading day is expected to be 688.98 with a mean absolute deviation of 3.76 and the sum of the absolute errors of 225.44. SPDR Etf Forecast is based on your current time horizon.
At this time the relative strength momentum indicator of SPDR SP's share price is below 20 . This usually implies that the etf is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards. Momentum 0
Sell Peaked
Oversold | Overbought |
Using SPDR SP hype-based prediction, you can estimate the value of SPDR SP 500 from the perspective of SPDR SP response to recently generated media hype and the effects of current headlines on its competitors. We also analyze overall investor sentiment towards SPDR SP using SPDR SP's stock options and short interest. It helps to benchmark the overall future attitude of investors towards SPDR using crowd psychology based on the activity and movement of SPDR SP's stock price.
SPDR SP Implied Volatility | 0.2 |
SPDR SP's implied volatility exposes the market's sentiment of SPDR SP 500 stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if SPDR SP's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that SPDR SP stock will not fluctuate a lot when SPDR SP's options are near their expiration.
The Simple Exponential Smoothing forecasted value of SPDR SP 500 on the next trading day is expected to be 688.98 with a mean absolute deviation of 3.76 and the sum of the absolute errors of 225.44. SPDR SP after-hype prediction price | USD 688.97 |
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as etf price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Check out Historical Fundamental Analysis of SPDR SP to cross-verify your projections. Prediction based on Rule 16 of the current SPDR contract
Based on the Rule 16, the options market is currently suggesting that SPDR SP 500 will have an average daily up or down price movement of about 0.0125% per day over the life of the 2026-04-30 option contract. With SPDR SP trading at USD 688.98, that is roughly USD 0.0861 . If you think that the market is fully incorporating SPDR SP's daily price movement you should consider acquiring SPDR SP 500 options at the current volatility level of 0.2%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Open Interest Against 2026-04-30 SPDR Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast SPDR SP's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in SPDR SP's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for SPDR SP stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current SPDR SP's open interest, investors have to compare it to SPDR SP's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of SPDR SP is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in SPDR. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
SPDR SP Additional Predictive Modules
Most predictive techniques to examine SPDR price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for SPDR using various technical indicators. When you analyze SPDR charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
SPDR SP Simple Exponential Smoothing Price Forecast For the 24th of January
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of SPDR SP 500 on the next trading day is expected to be 688.98 with a mean absolute deviation of 3.76, mean absolute percentage error of 24.39, and the sum of the absolute errors of 225.44.Please note that although there have been many attempts to predict SPDR Etf prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that SPDR SP's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
SPDR SP Etf Forecast Pattern
| Backtest SPDR SP | SPDR SP Price Prediction | Buy or Sell Advice |
SPDR SP Forecasted Value
In the context of forecasting SPDR SP's Etf value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. SPDR SP's downside and upside margins for the forecasting period are 688.25 and 689.71, respectively. We have considered SPDR SP's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of SPDR SP etf data series using in forecasting. Note that when a statistical model is used to represent SPDR SP etf, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 119.4667 |
| Bias | Arithmetic mean of the errors | -0.096 |
| MAD | Mean absolute deviation | 3.7573 |
| MAPE | Mean absolute percentage error | 0.0056 |
| SAE | Sum of the absolute errors | 225.44 |
Predictive Modules for SPDR SP
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as SPDR SP 500. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.SPDR SP After-Hype Price Prediction Density Analysis
As far as predicting the price of SPDR SP at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in SPDR SP or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Etf prices, such as prices of SPDR SP, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
SPDR SP Estimiated After-Hype Price Volatility
In the context of predicting SPDR SP's etf value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on SPDR SP's historical news coverage. SPDR SP's after-hype downside and upside margins for the prediction period are 688.23 and 689.71, respectively. We have considered SPDR SP's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
SPDR SP is very steady at this time. Analysis and calculation of next after-hype price of SPDR SP 500 is based on 3 months time horizon.
SPDR SP Etf Price Prediction Analysis
Have you ever been surprised when a price of a ETF such as SPDR SP is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading SPDR SP backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Etf price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with SPDR SP, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.02 | 0.73 | 0.01 | 0.01 | 8 Events / Month | 2 Events / Month | In about 8 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | ||
688.98 | 688.97 | 0.00 |
|
SPDR SP Hype Timeline
On the 23rd of January SPDR SP 500 is traded for 688.98. The entity has historical hype elasticity of -0.01, and average elasticity to hype of competition of -0.01. SPDR is projected not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is about 114.06%. The immediate return on the next news is projected to be very small, whereas the daily expected return is at this time at 0.02%. %. The volatility of related hype on SPDR SP is about 292.0%, with the expected price after the next announcement by competition of 688.97. The company recorded earning per share (EPS) of 27.45. Considering the 90-day investment horizon the next projected press release will be in about 8 days. Check out Historical Fundamental Analysis of SPDR SP to cross-verify your projections.SPDR SP Related Hype Analysis
Having access to credible news sources related to SPDR SP's direct competition is more important than ever and may enhance your ability to predict SPDR SP's future price movements. Getting to know how SPDR SP's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how SPDR SP may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| IVV | iShares Core SP | (0.54) | 8 per month | 0.77 | (0.06) | 1.13 | (1.15) | 3.58 | |
| VTPSX | Vanguard Total International | 0.00 | 0 per month | 0.53 | 0.03 | 1.14 | (1.20) | 3.86 | |
| VXUS | Vanguard Total International | (0.11) | 8 per month | 0.55 | 0.03 | 1.07 | (1.16) | 2.62 | |
| VTIAX | Vanguard Total International | 0.00 | 0 per month | 0.53 | 0.03 | 1.14 | (1.18) | 3.84 | |
| MDY | SPDR SP MIDCAP | 1.24 | 10 per month | 0.74 | 0.04 | 1.79 | (1.36) | 3.76 | |
| VINIX | Vanguard Institutional Index | 0.00 | 0 per month | 0.76 | (0.06) | 1.16 | (1.17) | 3.61 | |
| QQQ | Invesco QQQ Trust | (2.67) | 8 per month | 1.12 | (0.05) | 1.45 | (2.03) | 4.68 | |
| VUG | Vanguard Growth Index | 0.89 | 7 per month | 1.10 | (0.1) | 1.38 | (1.75) | 4.89 | |
| VIGAX | Vanguard Growth Index | 0.00 | 0 per month | 1.09 | (0.09) | 1.38 | (1.81) | 5.02 | |
| VTI | Vanguard Total Stock | (1.31) | 9 per month | 0.77 | (0.05) | 1.16 | (1.21) | 3.47 |
Other Forecasting Options for SPDR SP
For every potential investor in SPDR, whether a beginner or expert, SPDR SP's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. SPDR Etf price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in SPDR. Basic forecasting techniques help filter out the noise by identifying SPDR SP's price trends.SPDR SP Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with SPDR SP etf to make a market-neutral strategy. Peer analysis of SPDR SP could also be used in its relative valuation, which is a method of valuing SPDR SP by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
SPDR SP Market Strength Events
Market strength indicators help investors to evaluate how SPDR SP 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 SP shares will generate the highest return on investment. By undertsting and applying SPDR SP etf market strength indicators, traders can identify SPDR SP 500 entry and exit signals to maximize returns.
SPDR SP Risk Indicators
The analysis of SPDR SP's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in SPDR SP's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting spdr etf prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 0.5585 | |||
| Semi Deviation | 0.7616 | |||
| Standard Deviation | 0.739 | |||
| Variance | 0.5461 | |||
| Downside Variance | 0.7185 | |||
| Semi Variance | 0.58 | |||
| Expected Short fall | (0.55) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for SPDR SP
The number of cover stories for SPDR SP depends on current market conditions and SPDR SP's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that SPDR SP is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about SPDR SP's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
Contributor Headline
Latest Perspective From Macroaxis
Check out Historical Fundamental Analysis of SPDR SP to cross-verify your projections. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
The market value of SPDR SP 500 is measured differently than its book value, which is the value of SPDR that is recorded on the company's balance sheet. Investors also form their own opinion of SPDR SP's value that differs from its market value or its book value, called intrinsic value, which is SPDR SP's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because SPDR SP's market value can be influenced by many factors that don't directly affect SPDR SP's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between SPDR SP's value and its price as these two are different measures arrived at by different means. Investors typically determine if SPDR SP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SPDR SP'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.