SPDR S&P 400 Mid Cap Value ETF
Ticker
MDYV
ISIN
US78464A839
Price
USD 83.34
Change Today
-0.66 / -0.786 %
Price 1 year ago
62.01 / 34.387 %
Morningstar
4
52 Week Low
64.36
52 Week High
85.34
200 Day Moving Average 74.95
74.95
50-day Moving Average
79.79
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.34 |
| Sortino Ratio | 0.66 |
| Maximum Drawdown | -3.57% |
| Maximum Drawdown Date | 2024-01-04 |
| Calmar Ratio | -18.06 |
1 year
| Parameter | Value |
|---|---|
| Return | 3.11 |
| Volatility | 7.043% |
| Alpha | +17.25 |
| Beta | None |
| R Squared | +93.08 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 11.116% |
| Average Annual Volatility | 21.958% |
| Sharpe Ratio | 0.51 |
| Sortino Ratio | 0.49 |
| Maximum Drawdown | -61.0% |
| Maximum Drawdown Date | 2009-03-06 |
| Calmar Ratio | -0.18 |
Company information
Summary
The investment seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the S&P MidCap 400 Value Index. 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 mid-capitalization value segment of the U.S. equity market. It may purchase a subset of the securities in the index in an effort to hold a portfolio of securities with generally the same risk and return characteristics of the index.
Market
US
Category
Mid-Cap Value
Expense Ratio
0.15%
Fund family
SPDR State Street Global Advisors
Morningstar
4
Yield
0.019
Exchange
PCX
| Sector | Weight |
|---|---|
| Financial services | 18.39% |
| Industrials | 16.66% |
| Consumer cyclical | 13.52% |
| Technology | 10.82% |
| Realestate | 10.37% |
| Healthcare | 7.56% |
| Consumer defensive | 6.11% |
| Basic materials | 5.32% |
| Utilities | 4.82% |
| Energy | 3.68% |
| Communication services | 1.12% |
| Country | Ratio |
|---|---|
| United States | 99.25 |
| Sweden | 0.44 |
| India | 0.31 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| STLD | Steel Dynamics Inc | 1.06% |
| JLL | Jones Lang LaSalle Inc | 0.98% |
| EWBC | East West Bancorp Inc | 0.82% |
| OC | Owens-Corning Inc | 0.78% |
| SBNY | Signature Bank | 0.76% |
| UGI | UGI Corp | 0.76% |
| ACM | AECOM | 0.75% |
| AFG | American Financial Group Inc | 0.75% |
| RS | Reliance Steel & Aluminum Co | 0.75% |
| Y | Alleghany Corp | 0.74% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| FLQM | Franklin U.S. Mid Cap Multifactor Index ETF | US35473P686 | BTS | 0.30% | 5 | +8.96 | |
| IMCB | iShares Morningstar Mid-Cap ETF | US464288208 | PCX | 0.04% | 4 | +6.25 | |
| IMCG | iShares Morningstar Mid-Cap Growth ETF | US4642883072 | PCX | 0.06% | 4 | +0.43 | |
| ISMD | Inspire Small/Mid Cap Impact ESG ETF | US66538H641 | PCX | 0.48% | 4 | +12.03 | |
| IWR | iShares Russell Mid-Cap ETF | US4642874816 | PCX | 0.18% | 4 | +5.59 | |
| JHMM | John Hancock Multifactor Mid Cap ETF | US47804J2069 | PCX | 0.41% | 4 | +7.67 | |
| MDYV | SPDR S&P 400 Mid Cap Value ETF | US78464A839 | PCX | 0.15% | 4 | +17.25 | |
| NUMG | Nuveen ESG Mid-Cap Growth ETF | US67092P409 | BTS | 0.30% | 4 | -0.98 | |
| SDVY | First Trust SMID Cap Rising Dividend Achievers ETF | US33741X102 | NGM | 0.60% | 4 | +12.97 | |
| TPLC | Timothy Plan US Large/Mid Cap Core ETF | US887432359 | PCX | 0.52% | 4 | +7.99 | -- |
| VO | Vanguard Mid Cap Index Fund | PCX | 0.04% | 4 | +4.16 | ||
| VOE | Vanguard Mid-Cap Value Index Fund | US922908512 | PCX | 0.07% | 4 | +9.69 | |
| XMHQ | Invesco S&P MidCap Quality ETF | IE00BDZCKK1 | PCX | 0.25% | 5 | +10.90 | |
| XMMO | Invesco S&P MidCap Momentum ETF | US46137V456 | PCX | 0.33% | 5 | +6.18 | |
| XMVM | Invesco S&P MidCap Value with Momentum ETF | US46137V456 | PCX | 0.39% | 4 | +16.12 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.