SPDR Portfolio S&P 600 Small Cap ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 20.07%
YTD return -0.12%
Beta 3Y 1.28
Total Assets 4.6B
Annual report expense ratio 0.05%

Company description

Under normal market conditions, the fund generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index. The index measures the performance of the small-capitalization segment of the U.S. equity market. The fund is non-diversified.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to SPDR Portfolio S&P 600 Small Cap 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 Portfolio S&P 600 Small Cap 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 Portfolio S&P 600 Small Cap ETF

Here is the result of two systematic investment strategies applied to SPDR Portfolio S&P 600 Small Cap 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 Portfolio S&P 600 Small Cap ETF

The following chart shows the equity curve of the two systematic investment strategies applied to SPDR Portfolio S&P 600 Small Cap ETF:

SPDR Portfolio S&P 600 Small Cap ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 15.45% on the backtest period.

Performance at glance

Performance

15.45 %

Latent gain

116.78 $

Invested capital

756.02 $

Annualized return

10.73 %
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Momentum strategy results on SPDR Portfolio S&P 600 Small Cap ETF

This is the result of two momentum investment strategies applied to SPDR Portfolio S&P 600 Small Cap 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 Portfolio S&P 600 Small Cap ETF

The following chart shows all the entries opened by the momentum investment system on SPDR Portfolio S&P 600 Small Cap ETF:

SPDR Portfolio S&P 600 Small Cap ETF momentum entries
  • The first momentum investment strategy would give 17.21% of return on SPDR Portfolio S&P 600 Small Cap ETF. That represents 487.02$ of latent gain with 2829.62$ of employed capital.
  • The second momentum investment strategy would give 7.79% of return on SPDR Portfolio S&P 600 Small Cap ETF. That represents 100.96$ of latent gain with 1295.52$ of employed capital.
Performance at glance (1Q Momentum)

Performance

17.21 %

Latent gain

487.02 $

Invested capital

2829.62 $

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

7.79 %

Latent gain

100.96 $

Invested capital

1295.52 $

Annualized return

8.11 %

Momentum equity curve on SPDR Portfolio S&P 600 Small Cap ETF

The following chart shows the equity curve of the two momentum strategies applied to SPDR Portfolio S&P 600 Small Cap ETF:

SPDR Portfolio S&P 600 Small Cap ETF momentum equity

Note: the dividends potentially given by SPDR Portfolio S&P 600 Small Cap 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 Portfolio S&P 600 Small Cap ETF

The following chart shows the employed capital evolution of the two momentum strategies on SPDR Portfolio S&P 600 Small Cap ETF since the beginning:

SPDR Portfolio S&P 600 Small Cap 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 Portfolio S&P 600 Small Cap ETF

Buy the dip entry openings on SPDR Portfolio S&P 600 Small Cap ETF

SPDR Portfolio S&P 600 Small Cap ETF

The performance achieved by the robo-advisor on SPDR Portfolio S&P 600 Small Cap ETF is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows SPDR Portfolio S&P 600 Small Cap ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of SPDR Portfolio S&P 600 Small Cap 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

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

-0.0 %

Equity curve of the strategy applied to SPDR Portfolio S&P 600 Small Cap ETF

The following chart shows the result of the investment strategy applied to SPDR Portfolio S&P 600 Small Cap ETF:

SPDR Portfolio S&P 600 Small Cap ETF

Note: the dividends potentially given by SPDR Portfolio S&P 600 Small Cap 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 Portfolio S&P 600 Small Cap ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on SPDR Portfolio S&P 600 Small Cap ETF:

SPDR Portfolio S&P 600 Small Cap 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 Portfolio S&P 600 Small Cap ETF

In this section, I will compare the three previous investment strategies applied to SPDR Portfolio S&P 600 Small Cap ETF.

Equity curve comparison on SPDR Portfolio S&P 600 Small Cap ETF

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

SPDR Portfolio S&P 600 Small Cap ETF investment strategy comparison

Employed capital comparison on SPDR Portfolio S&P 600 Small Cap ETF

SPDR Portfolio S&P 600 Small Cap ETF investment comparison

Performance comparison on SPDR Portfolio S&P 600 Small Cap ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 15.45% 116.78$ 756.02$ 10.73%
Momentum 1 quarter 17.21% 487.02$ 2829.62$ 14.34%
Momentum 2 quarters 7.79% 100.96$ 1295.52$ 8.11%
Non-directional 0% 0.0$ 0.0$ -0.0%
Annualized return comparison

Automatic investment

10.73 %

Momentum 1Q

8.11 %

Momentum 2Q

8.11 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with SPDR Portfolio S&P 600 Small Cap ETF:

Positive correlations

Most correlated stocks this year

  • SPDR Portfolio S&P 600 Small Cap ETF

  • Most correlated stocks last 3 months

  • Invesco S&P 500 High Beta ETF
  • SPDR Portfolio S&P 400 Mid Cap ETF
  • SPDR Portfolio S&P 600 Small Cap ETF

  • Negative correlation

    Most negatively correlated stocks this year

  • ProShares UltraPro Short Russell2000 -3x Shares

  • Most negatively correlated stocks last 3 months

  • ProShares UltraPro Short Russell2000 -3x Shares
  • ESSEX BIO-TECH

  • Note: The algorithm computes the probability of correlation between SPDR Portfolio S&P 600 Small Cap ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of SPDR Portfolio S&P 600 Small Cap ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name SPDR Portfolio S&P 600 Small Cap ETF
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker SPSM
    Market

    SPDR Portfolio S&P 600 Small Cap 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