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SPDR EURO STOXX 50 ETF (FEZ)

NYSEArca - NYSEArca Delayed Price. Currency in USD
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43.28+0.80 (+1.88%)
At close: 4:00PM EST

43.23 -0.05 (-0.12%)
Pre-Market: 8:39AM EST

Risk Statistics

3 YearsFEZCategory Average
5 YearsFEZCategory Average
10 YearsFEZCategory Average
Alpha
-2.220.41
-3.512.25
-1.52-0.65
Beta
1.191.03
1.180.99
1.211.07
Mean Annual Return
0.250.12
0.790.76
0.450.3
R-squared
89.6877.47
85.7481.23
84.8890.5
Standard Deviation
22.6514.89
19.2215.69
19.8521.6
Sharpe Ratio
0.070.09
0.430.57
0.240.13
Treynor Ratio
-0.790.63
5.748.36
2.440.38