SPDR EURO Stoxx 50 ETF chart

Last update: 2022-12-30
Investment Backtesting

Systematic investment

24.19 %

Momentum strategy

20.57 %

Buy the dip strategy

32.59 %
Key statistics and financials
Three year average return 14.58%
YTD return -0.02%
Beta 3Y 1.20
Total Assets 2.45B
Annual report expense ratio 0.29%

Company description

The fund employs a sampling strategy, which means that the fund is not required to purchase all of the securities represented in the index. It generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index. The index is designed to represent the performance of some of the largest companies across components of the 19 EURO STOXX Supersector Indexes. The EURO STOXX Supersector Indexes are subsets of the EURO STOXX Index.

Sector: N/A - Industry: N/A

Insider Transactions

Here are the insider transactions of stock shares related to SPDR EURO Stoxx 50 ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page

Investment strategy backtesting

These are the result of three automatic investment systems applied to SPDR EURO Stoxx 50 ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.

Systematic investment results on SPDR EURO Stoxx 50 ETF

Here is the result of two systematic investment strategies applied to SPDR EURO Stoxx 50 ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on SPDR EURO Stoxx 50 ETF

The following chart shows the equity curve of the two systematic investment strategies applied to SPDR EURO Stoxx 50 ETF:

SPDR EURO Stoxx 50 ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 24.19% on the backtest period.

Performance at glance

Performance

24.19 %

Latent gain

485.87 $

Invested capital

2008.84 $

Annualized return

5.84 %
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Momentum strategy results on SPDR EURO Stoxx 50 ETF

This is the result of two momentum investment strategies applied to SPDR EURO Stoxx 50 ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on SPDR EURO Stoxx 50 ETF

The following chart shows all the entries opened by the momentum investment system on SPDR EURO Stoxx 50 ETF:

SPDR EURO Stoxx 50 ETF momentum entries
  • The first momentum investment strategy would give 20.57% of return on SPDR EURO Stoxx 50 ETF. That represents 1035.92$ of latent gain with 5036.11$ of employed capital.
  • The second momentum investment strategy would give 26.26% of return on SPDR EURO Stoxx 50 ETF. That represents 792.97$ of latent gain with 3019.7$ of employed capital.
Performance at glance (1Q Momentum)

Performance

20.57 %

Latent gain

1035.92 $

Invested capital

5036.11 $

Annualized return

15.23 %
Performance at glance (2Q Momentum)

Performance

26.26 %

Latent gain

792.97 $

Invested capital

3019.7 $

Annualized return

7.17 %

Momentum equity curve on SPDR EURO Stoxx 50 ETF

The following chart shows the equity curve of the two momentum strategies applied to SPDR EURO Stoxx 50 ETF:

SPDR EURO Stoxx 50 ETF momentum equity

Note: the dividends potentially given by SPDR EURO Stoxx 50 ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.

Employed capital on SPDR EURO Stoxx 50 ETF

The following chart shows the employed capital evolution of the two momentum strategies on SPDR EURO Stoxx 50 ETF since the beginning:

SPDR EURO Stoxx 50 ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.

Buy the dip strategy result on SPDR EURO Stoxx 50 ETF

Buy the dip entry openings on SPDR EURO Stoxx 50 ETF

SPDR EURO Stoxx 50 ETF

The performance achieved by the robo-advisor on SPDR EURO Stoxx 50 ETF is 32.59%. That represents 242.97$ of latent gain with 745.5$ of employed capital. The following chart shows SPDR EURO Stoxx 50 ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of SPDR EURO Stoxx 50 ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

32.59 %

Latent gain

242.97 $

Invested capital

745.5 $

Annualized return

15.23 %

Equity curve of the strategy applied to SPDR EURO Stoxx 50 ETF

The following chart shows the result of the investment strategy applied to SPDR EURO Stoxx 50 ETF:

SPDR EURO Stoxx 50 ETF

Note: the dividends potentially given by SPDR EURO Stoxx 50 ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.

Employed capital on SPDR EURO Stoxx 50 ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on SPDR EURO Stoxx 50 ETF:

SPDR EURO Stoxx 50 ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.

Investment strategies comparison on SPDR EURO Stoxx 50 ETF

In this section, I will compare the three previous investment strategies applied to SPDR EURO Stoxx 50 ETF.

Equity curve comparison on SPDR EURO Stoxx 50 ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

SPDR EURO Stoxx 50 ETF investment strategy comparison

Employed capital comparison on SPDR EURO Stoxx 50 ETF

SPDR EURO Stoxx 50 ETF investment comparison

Performance comparison on SPDR EURO Stoxx 50 ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 24.19% 485.87$ 2008.84$ 5.84%
Momentum 1 quarter 20.57% 1035.92$ 5036.11$ 5.27%
Momentum 2 quarters 26.26% 792.97$ 3019.7$ 7.17%
Non-directional 32.59% 242.97$ 745.5$ 15.23%
Annualized return comparison

Automatic investment

5.84 %

Momentum 1Q

7.17 %

Momentum 2Q

7.17 %

Non-directional

15.23 %

Correlated stocks

Here are the most positively and negatively correlated stocks with SPDR EURO Stoxx 50 ETF:

Positive correlations

Most correlated stocks this year

  • SPDR EURO Stoxx 50 ETF
    •

    Most correlated stocks last 3 months

  • INTERRA
  • iShares MSCI Austria ETF
  • iShares MSCI Spain ETF
  • iShares MSCI Belgium ETF
  • Geospace Technologies Corp
  • Sap SE
  • Reinsurance Group Of America Inc
  • Grupo Aval Acciones y Valores S.A.
  • SPDR EURO Stoxx 50 ETF
  • Schwab Fundamental Emerging Markets Large Company
  • AAM S&P Emerging Markets High Dividend Value ETF
  • Cincinnati Financial Corp
  • SOUTH32 LIMITED ORD NPV (DI)
  • FIRST RESOURCES
  • Philip Morris International Inc
  • FRANKLIN FTSE ITALY ETF

    • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months

  • XINYI ENERGY

    • Note: The algorithm computes the probability of correlation between SPDR EURO Stoxx 50 ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of SPDR EURO Stoxx 50 ETF does not vary for 36 weeks, the correlation calculation result will be wrong.

    Company information
    Company name SPDR EURO Stoxx 50 ETF
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    FullTime employees
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    Exchange ARCX
    Ticker FEZ
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    SPDR EURO Stoxx 50 ETF ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown

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