SPDR Portfolio Aggregate Etf Technical Analysis
| SPAB Etf | USD 25.45 -0.20 -0.78% |
As of the 21st of March, SPDR Portfolio trades at 25.45 per share. Key technical indicators include variance of 0.0495, and Risk Adjusted Performance of -0.04. The technical model evaluates historical price movement, trading volume, and volatility patterns to quantify trend strength. Current values are evaluated relative to sector peers and historical ranges.
SPDR Portfolio Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as SPDR, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SPDRSPDR Portfolio's Momentum analyses are specifically helpful, as they help investors time the market using mark points where the market can reverse. The reversal spots are usually identified through divergence between price movement and momentum.SPDR Portfolio Aggregate's market price can diverge from book value, the accounting figure shown on SPDR's balance sheet. Intrinsic value represents an estimate of underlying worth and can differ from both market price and book value.
Distinguishing between SPDR Portfolio's value and market price helps frame analytical expectations. The analysis weighs earnings quality, competitive position, and capital allocation patterns. By contrast, SPDR Portfolio market price reflects the level where buyers and sellers transact. The information is analytical in nature and is not intended as a specific recommendation.
What if' Analysis
Historical what-if analysis for SPDR Portfolio Aggregate is useful because it converts abstract timing questions into a structured review of past performance under changing entry and holding periods. The real value is perspective: it shows whether the thesis would have remained investable across different historical windows or depended too heavily on one favorable stretch.
| 12/21/2025 |
| 03/21/2026 |
Investing 0.00 in SPDR Portfolio starting December 21, 2025 and holding to today would record 0.00 in aggregate return. This translates to a 0.0% total return in SPDR Portfolio in total across 90 trading days. The competitive set for SPDR Portfolio includes SPDR Bloomberg, SPDR Barclays, SPDR Portfolio, SPDR Portfolio, SPDR Portfolio, VANGUARD LONG-TERM, and SPDR Barclays. Relative positioning is informed by peer group composition. The peer group reflects entities with comparable operational characteristics. All values are presented as reference data. The fund generally invests substantially all, but at least 80, of its total assets in the securities comprising the inde... More
Upside and Downside Indicators for SPDR Portfolio Summary
The momentum profile for SPDR Portfolio describes how price movement distributes across upside and downside channels. They compare current price to recent trend and sentiment readings. The dataset is based on available price and volume observations. The dataset reflects available inputs without directional implication.
| Information Ratio | 0.3794 | |||
| Maximum Drawdown | 0.9306 | |||
| Value At Risk | -0.35 | |||
| Potential Upside | 0.3478 |
Volatility and Risk Indicators for SPDR Portfolio Overview
This section presents risk metrics that describe SPDR Portfolio's historical price variability. The metrics rely on historical prices to describe variability over time. The data captures price, volume, and timing inputs from exchange activity. This view summarizes available data without implying outcomes.| Risk Adjusted Performance | -0.04 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | 0.0134 | |||
| Treynor Ratio | -0.20 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SPDR Portfolio's price to converge to an average value over time is called mean reversion.
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 | -0.04 | |||
| Market Risk Adjusted Performance | -0.19 | |||
| Mean Deviation | 0.1634 | |||
| Coefficient Of Variation | -5,680 | |||
| Standard Deviation | 0.2225 | |||
| Variance | 0.0495 | |||
| Information Ratio | 0.3794 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | 0.0134 | |||
| Treynor Ratio | -0.20 | |||
| Maximum Drawdown | 0.9306 | |||
| Value At Risk | -0.35 | |||
| Potential Upside | 0.3478 | |||
| Skewness | -0.58 | |||
| Kurtosis | 1.4 |
SPDR Portfolio Aggregate Backtested Returns
SPDR Portfolio appears to exhibit a very low volatility profile over the selected 3 months investment horizon. It shows a risk-adjusted return measure of -0.0353, signaling negative dispersion-adjusted returns across 3 months. Quantitative evaluation found twenty-two metrics shaping volatility behavior. Please review metrics such as variance of 0.0495, and risk-adjusted performance of -0.04 to confirm whether our risk estimates align with your expectations. The etf has a beta of 0.0679, which means relatively modest fluctuations relative to the market. As returns on the market increase, SPDR Portfolio's returns are expected to increase less than the market. However, during a bear market, the loss from holding SPDR Portfolio is expected to be smaller as well.
Auto-correlation | 0.21 |
Weak predictability
The autocorrelation profile for SPDR Portfolio Aggregate registers weak predictability between the two measured intervals. When lagged price patterns show consistency, they can serve as a partial input for modeling SPDR Portfolio Aggregate's near-term price behavior. A serial correlation of 0.21 indicates that over 21.0% of current SPDR Portfolio price fluctuations can be explained by its historical price movements.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
This technical view for SPDR Portfolio centers on price movement and volume signals. The structure incorporates trend and momentum indicators.
Technical Analysis
This analysis covers twenty-five data points across the selected time horizon. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of SPDR Portfolio Aggregate volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of SPDR Portfolio evaluates traded price structure, volume, and spread stability relative to NAV behavior. Trend persistence provides context for directional stability. Certain defensive traits may reduce sensitivity to broader macroeconomic fluctuations.
Unless otherwise specified, data for SPDR Portfolio Aggregate is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial BoardSPDR Portfolio Technical Indicators
A technical review of SPDR Portfolio Aggregate can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. This is most useful when investors want to compare trend quality, momentum, and mean-reversion risk before acting.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.04 | |||
| Market Risk Adjusted Performance | -0.19 | |||
| Mean Deviation | 0.1634 | |||
| Coefficient Of Variation | -5,680 | |||
| Standard Deviation | 0.2225 | |||
| Variance | 0.0495 | |||
| Information Ratio | 0.3794 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | 0.0134 | |||
| Treynor Ratio | -0.20 | |||
| Maximum Drawdown | 0.9306 | |||
| Value At Risk | -0.35 | |||
| Potential Upside | 0.3478 | |||
| Skewness | -0.58 | |||
| Kurtosis | 1.4 |
SPDR Portfolio Aggregate One Year Return
SPDR Portfolio's One Year Return stands at 4.9%. This is 36.86% lower than that of the SPDR State Street Global Advisors family and about the same as Intermediate Core Bond (which currently averages 0.0) category. The one year return for all United States etfs is notably lower than that of the ETF.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.March 21, 2026 Daily Trend Indicators
A technical review of SPDR Portfolio Aggregate can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. This is most useful when investors want to compare trend quality, momentum, and mean-reversion risk before acting.
| Accumulation Distribution | 48,845 | ||
| Daily Balance Of Power | -1.25 | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 25.52 | ||
| Day Typical Price | 25.50 | ||
| Price Action Indicator | -0.17 |
More Resources for SPDR Etf Analysis
Reviewing SPDR Portfolio Aggregate typically starts with core financial statements and performance trends. Ratio analysis outlines performance across profit, efficiency, and growth. All figures are aligned with SPDR Portfolio's latest available data. Relevant reports that describe SPDR Portfolio Aggregate Etf are shown below:Review World Market Map to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. Portfolio construction reflects how positions are combined across holdings. The information is analytical in nature and is not intended as a specific recommendation. The allocation shows a weighting toward SPDR Portfolio Aggregate. The position is captured in the allocation summary. Each holding is sized according to the 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 nation. Investors get more value from SPDR Portfolio analysis when it is combined with other construction and diversification tools. The supplemental views below help investors decide how SPDR Portfolio complements or overlaps with existing portfolio holdings. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
SPDR Portfolio Aggregate's market price can diverge from book value, the accounting figure shown on SPDR's balance sheet. Intrinsic value represents an estimate of underlying worth and can differ from both market price and book value.
Distinguishing between SPDR Portfolio's value and market price helps frame analytical expectations. The analysis weighs earnings quality, competitive position, and capital allocation patterns. By contrast, SPDR Portfolio market price reflects the level where buyers and sellers transact. The information is analytical in nature and is not intended as a specific recommendation.