SPDR SAMPP Market Risk Adjusted Performance
| KBE Etf | | | USD 58.47 0.96 1.67% |
The Market Risk Adjusted Performance reading for SPDR SAMPP Bank is computed from historical trading observations. Normalization methods and data feeds may affect reported values. For portfolio construction context, review
Correlation Analysis. Diversification context helps frame allocation across holdings. SPDR SAMPP Bank can be included in a portfolio to evaluate diversification impact. The sizing of each position reflects the chosen allocation strategy. Broader economic conditions can influence SPDR SAMPP Bank's etf valuation — related indicators include
signals in bureau of labor statistics.
SPDR SAMPP Bank has current Market Risk Adjusted Performance of
-0.06.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.06 | |
| ER[a] | = | Expected return on investing in SPDR SAMPP |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
SPDR SAMPP Bank is rated
below average for market risk adjusted performance among peer ETFs. It is currently under evaluation for maximum drawdown among peer ETFs .
Other Technical Indicators