Thursday, May 7, 2009

Index ETF and SPDR returns



Compiled here are returns to the index ETFs and sector SPDRs. These include daily returns over the last 5 trading days and also cumulative 5, 15 and 50 day returns. The highlighted cells mark the SPDR showing the highest and lowest return. The primary purpose is to get some insight into the leading and lagging sectors.

Update: I found an error in my script for calculating returns, which has been fixed and the snapshot given above has been updated.

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