SPDR Portfolio SAMPP Etf Technical Analysis
| SPYV Etf | USD 56.71 -0.06 -0.11% |
As of the 15th of March 2026, SPDR Portfolio trades at 56.71 per share. Key technical indicators include coefficient of variation of 5306.03, and Risk Adjusted Performance of 0.0124. 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.The market value of SPDR Portfolio SAMPP is measured differently than book value, which reflects SPDR accounting equity. SPDR Portfolio's market capitalization is 3.57 B. A P/B ratio of 1.8 indicates the market values SPDR Portfolio above its accounting book value. Intrinsic value represents an estimate of underlying worth and can differ from both market price and book value. Valuation methods compare these perspectives to frame context.
Note that SPDR Portfolio's intrinsic value and market price are different measures derived from different inputs. For SPDR Portfolio, key inputs include a P/E ratio of 4.87, and a P/B ratio of 1.8. By contrast, market price reflects the level where buyers and sellers transact.
What if' Analysis
Running a what-if backtest on SPDR Portfolio SAMPP gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether SPDR Portfolio's historical reward profile was stable enough to support the current thesis.
| 12/15/2025 |
| 03/15/2026 |
If you invested 0.00 in SPDR Portfolio on December 15, 2025 and closed the position today, you would earn 0.00 in total gains. That corresponds to a 0.0% return on investment in SPDR Portfolio overall over 90 days. SPDR Portfolio is related to or competes with SPDR SAMPP, VANGUARD INSTITUTIONAL, Vanguard Mid, Consumer Discretionary, IShares SAMPP, Energy Select, and ProShares UltraPro. Peer context helps frame relative positioning. The fund employs a sampling strategy in seeking to track the performance of the SP 500 Value Index More
SPDR Portfolio Upside and Downside Indicators Overview
Upside and downside indicators for SPDR Portfolio summarize momentum balance and potential range context for the ETF. They compare current price to recent trend and sentiment readings.
| Downside Deviation | 0.6764 | |||
| Information Ratio | 0.0741 | |||
| Maximum Drawdown | 2.72 | |||
| Value At Risk | -1.06 | |||
| Potential Upside | 0.9954 |
SPDR Portfolio Market Risk Indicators Overview
Market risk indicators summarize volatility and return dispersion for SPDR Portfolio. The metrics rely on historical prices to describe variability over time.| Risk Adjusted Performance | 0.0124 | |||
| Jensen Alpha | 0.034 | |||
| Total Risk Alpha | 0.0374 | |||
| Sortino Ratio | 0.069 | |||
| Treynor Ratio | 0.0026 |
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 | 0.0124 | |||
| Market Risk Adjusted Performance | 0.0126 | |||
| Mean Deviation | 0.4773 | |||
| Semi Deviation | 0.6455 | |||
| Downside Deviation | 0.6764 | |||
| Coefficient Of Variation | 5306.03 | |||
| Standard Deviation | 0.6301 | |||
| Variance | 0.3971 | |||
| Information Ratio | 0.0741 | |||
| Jensen Alpha | 0.034 | |||
| Total Risk Alpha | 0.0374 | |||
| Sortino Ratio | 0.069 | |||
| Treynor Ratio | 0.0026 | |||
| Maximum Drawdown | 2.72 | |||
| Value At Risk | -1.06 | |||
| Potential Upside | 0.9954 | |||
| Downside Variance | 0.4575 | |||
| Semi Variance | 0.4167 | |||
| Expected Short fall | -0.49 | |||
| Skewness | -0.30 | |||
| Kurtosis | 0.1964 |
SPDR Portfolio SAMPP Backtested Returns
SPDR Portfolio appears to exhibit a very low volatility profile over the selected 3 months investment horizon. It records a risk-adjusted return measure of close to zero, measuring return instability during 3 months. We identified twenty-nine technical indicators influencing the company's volatility profile. Please review metrics such as risk-adjusted performance of 0.0124, and Coefficient Of Variation of 5306.03 to confirm whether our risk estimates align with your expectations. The etf has a beta of 0.72, which means possible diversification benefits within a given portfolio. 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 | -0.15 |
Insignificant reverse predictability
Comparing SPDR Portfolio's price behavior from 15th of December 2025 to 29th of January 2026 with the period from 29th of January 2026 to 15th of March 2026 produces insignificant reverse predictability. The stronger the relationship between the current interval and its lagged values, the more accurately future price behavior of SPDR Portfolio SAMPP may be projected. The coefficient of -0.15 links less than 15.0% of SPDR Portfolio's present price action to its own historical movements. Given that SPDR Portfolio SAMPP has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.57 |
SPDR Portfolio technical etf analysis uses price and volume transformations to study behavior. Typical tools include moving averages, relative strength index, regressions, and price correlations.
Technical Analysis
The output start index for this execution was thirty-six with a total number of output elements of twenty-five. 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 SAMPP 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 SAMPP 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 SAMPP can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0124 | |||
| Market Risk Adjusted Performance | 0.0126 | |||
| Mean Deviation | 0.4773 | |||
| Semi Deviation | 0.6455 | |||
| Downside Deviation | 0.6764 | |||
| Coefficient Of Variation | 5306.03 | |||
| Standard Deviation | 0.6301 | |||
| Variance | 0.3971 | |||
| Information Ratio | 0.0741 | |||
| Jensen Alpha | 0.034 | |||
| Total Risk Alpha | 0.0374 | |||
| Sortino Ratio | 0.069 | |||
| Treynor Ratio | 0.0026 | |||
| Maximum Drawdown | 2.72 | |||
| Value At Risk | -1.06 | |||
| Potential Upside | 0.9954 | |||
| Downside Variance | 0.4575 | |||
| Semi Variance | 0.4167 | |||
| Expected Short fall | -0.49 | |||
| Skewness | -0.30 | |||
| Kurtosis | 0.1964 |
SPDR Portfolio SAMPP One Year Return
Based on the recorded statements, SPDR Portfolio SAMPP has an One Year Return of 16.0%. This is 106.19% higher than that of the SPDR State Street Global Advisors family and significantly higher than that of the Large Value 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 15, 2026 Daily Trend Indicators
A technical review of SPDR Portfolio SAMPP can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 0.01 | ||
| Daily Balance Of Power | -0.09 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 56.98 | ||
| Day Typical Price | 56.89 | ||
| Price Action Indicator | -0.30 | ||
| Market Facilitation Index | 0.66 |
More Resources for SPDR Etf Analysis
A structured review of SPDR Portfolio SAMPP often starts with core financial statements and trend context. Key ratios help frame profitability, efficiency, and growth context for SPDR Portfolio SAMPP Etf. Outlined below are key reports that provide context for SPDR Portfolio SAMPP Etf:SPDR Portfolio has a market cap of 3.57 B. Use World Market Map to explore allocation context. This includes a position in SPDR Portfolio SAMPP within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in small area income & poverty estimates. Analysis related to SPDR Portfolio should be read together with other portfolio and risk tools before capital is reallocated. That is especially important when the goal is to improve the overall mix of instruments already held. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
The market value of SPDR Portfolio SAMPP is measured differently than book value, which reflects SPDR accounting equity. SPDR Portfolio's market capitalization is 3.57 B. A P/B ratio of 1.8 indicates the market values SPDR Portfolio above its accounting book value. Intrinsic value represents an estimate of underlying worth and can differ from both market price and book value. Valuation methods compare these perspectives to frame context.
Note that SPDR Portfolio's intrinsic value and market price are different measures derived from different inputs. For SPDR Portfolio, key inputs include a P/E ratio of 4.87, and a P/B ratio of 1.8. By contrast, market price reflects the level where buyers and sellers transact.