SP 500 Etf Analysis

SPY -  USA Etf  

USD 434.47  5.37  1.22%

The small slide in market price for the last few months created some momentum for investors as it was traded today as low as 427.15 and as high as 439.72 per share. The ETF money managers did not add much value to SP 500 SPDR investors in December. However, diversifying your holdings with SP 500 or similar etfs can still protect your portfolio during high-volatility market scenarios. The etf standard deviation of daily returns for 90 days investing horizon is currently 0.97. The very small Etf volatility is a good signal to investors with longer-term investment horizons.
Additionally, take a look at World Market Map.

SP 500 Etf Analysis 

 
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The SP 500 etf analysis report makes it easy to digest most publicly released information about SP 500 and get updates on important government artifacts, including earning estimates, SEC corporate filings, and announcements. SP 500 Etf analysis module also helps to analyze the SP 500 price relationship with some important fundamental indicators such as market cap and management efficiency.

SP 500 Etf Analysis Notes

SP 500 is is formed as Regulated Investment Company in the United States. ETF is managed and operated by State Street Bank and Trust Company. The fund has 507 constituents with avarage daily trading value of 97.1 M. The fund charges 0.055 percent management fee with total expences of 0.0945 percent of total asset. The fund generated five year return of 18.0%. SP 500 SPDR maintains 99.71% of assets in stocks. This fund last dividend was 1.366 per share. The investment seeks to provide investment results that, before expenses, correspond generally to the price and yield performance of the SP 500 Index. SP 500 is traded on NYSEArca Exchange in the United States. To find out more about SP 500 SPDR contact the company at 866-732-8673.

Sector Exposure (%)

Investment Allocations (%)

SP 500 SPDR Investment Alerts

Many investors view ongoing market volatility as an opportunity to purchase more stocks at a favorable price or short it to generate a bearish trend profit opportunity. If you are one of those investors, make sure you clearly understand the position you are entering. SP 500's investment alerts are automatically generated signals that are significant enough to either complement your investing judgment regarding SP 500 SPDR or challenge it. These alerts can help you understand what you are buying and avoid costly mistakes.
SP 500 SPDR generated a negative expected return over the last 90 days
SP 500 SPDR is unlikely to experience financial distress in the next 2 years
The fund maintains 99.71% of its assets in stocks

SP 500 Thematic Classifications

In addition to having SP 500 etf in your portfolios, you can add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your favorite investment opportunity, you can then obtain an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility. If you are a result-oriented investor, you can benefit from optimizing one of our existing themes to build an efficient portfolio against your specific investing outlook.
Investor Favorites IdeaInvestor Favorites
Equities most commonly found in portfolios of money managers

SP 500 Market Capitalization

The company currently falls under 'Mega-Cap' category with total capitalization of 401.97 B. Market capitalization usually refers to the total value of a company's stock within the entire market. To calculate SP 500's market, we take the total number of its shares issued and multiply it by SP 500's current market price. To manage market risk and economic uncertainty, many investors today build portfolios that are diversified across equities with different market capitalizations. However, as a general rule, conservative investors tend to hold large-cap stocks, and these looking for more risk prefer small-cap and mid-cap equities.

Management Efficiency

SP 500 management efficiency ratios could be used to measure how well sp 500 spdr manages its routine affairs as well as how well it operates its assets and liabilities.

Top Etf Constituents

Information
Ratio
Value
At Risk
AAPL
Apple Inc 0.11 (2.10) 
AMZN
Amazon Inc(0.13) (2.90) 
FB
Meta Platforms(0.06) (4.14) 
GOOG
Alphabet Cl C(0.07) (2.79) 
ALP
Alphabet Cl A(0.06) (2.96) 
JNJ
Johnson Johnson 0.11 (1.21) 
JPM
JP Morgan Chase(0.1) (2.27) 
MSFT
Microsoft Corp(0.0294) (2.91) 
NVDA
Nvidia Corp 0.0258 (5.09) 
PG
Procter Gamble 0.27 (1.37) 
TSLA
Tesla Inc 0.0428 (6.10) 
V
Visa Inc(0.06) (3.22) 
XOM
Exxon Mobil Corp 0.21 (2.60) 

Institutional Etf Holders for SP 500

Information
Ratio
Value
At Risk
WMCNX
F
William Blair Macro 0.0177 (0.89) 
MWATX
F
Metropolitan West Alpha(0.13) (1.92) 
WMCIX
F
William Blair Macro 0.0107 (0.90) 
CVSIX
F
Calamos Market Neutral 0.24 (0.34) 
INDEX
F
Index Funds SP(0.0178) (1.62) 
IBPSX
F
VOYA Balanced Portfolio(0.0028) (1.33) 
SMUYX
F
Multi Strategy Alternative(0.10) (0.57) 
NNAIX
F
AINN Fund(0.19) (2.67) 
CPLIX
F
Calamos Phineus Long 0.0293 (1.56) 
MDLOX
F
Blackrock Global Alloc(0.11) (1.32) 
ATESX
F
Anchor Tactical Equity 0.06 (1.89) 
CMNIX
F
Calamos Market Neutral 0.24 (0.34) 
CVSOX
F
Calamos Market Neutral 0.24 (0.35) 
TFAEX
F
Tactical Growth Allocation(0.11) (2.27) 
TFAFX
F
Tactical Growth Allocation(0.11) (2.24) 
ETFOX
F
Stadion Tactical Growth(0.09) (1.62) 
FASRX
F
Franklin K2 Alternative(0.10) (0.59) 
CPI
E
IQ Real Return 0.26 (0.33) 
ETFRX
F
Stadion Tactical Defensive 0.06 (0.99) 
TFALX
F
Tactical Conservative Allocation(0.13) (0.82) 

Technical Drivers

As of the 26th of January, SP 500 owns the mean deviation of 0.7256, and Risk Adjusted Performance of (0.05). Concerning fundamental indicators, the technical analysis model makes it possible for you to check potential technical drivers of SP 500 SPDR, as well as the relationship between them. Strictly speaking, you can use this information to find out if the etf will indeed mirror its model of historical prices and volume patterns, or the prices will eventually revert. We were able to interpolate data for nineteen technical drivers for SP 500, which can be compared to its peers in the sector. Please validate SP 500 SPDR jensen alpha, semi variance, and the relationship between the standard deviation and value at risk to decide if SP 500 SPDR is priced correctly, providing market reflects its prevailing price of 434.47 per share.

SP 500 SPDR Price Movement Analysis

The output start index for this execution was one with a total number of output elements of sixty. The Simple Moving Average indicator is calculated by adding the closing price of SP 500 for a given number of time periods and then dividing this total by the number of time periods. It is used to smooth out SP 500 SPDR short-term fluctuations and highlight longer-term trends or cycles. View also all equity analysis or get more info about simple moving average overlap studies indicator.

SP 500 Predictive Daily Indicators

SP 500 intraday indicators are useful technical analysis tools used by many experienced traders. Just like the conventional technical analysis, daily indicators help intraday investors to analyze the price movement with the timing of SP 500 etf daily movement. By combining multiple daily indicators into a single trading strategy, you can limit your risk while still earning strong returns on your managed positions.

SP 500 Forecast Models

SP 500 time-series forecasting models is one of many SP 500's etf analysis techniquest aimed to predict future share value based on previously observed values. Time-series forecasting models ae widely used for non-stationary data. Non-stationary data are called the data whose statistical properties e.g. the mean and standard deviation are not constant over time but instead, these metrics vary over time. These non-stationary SP 500's historical data is usually called time-series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.

About SP 500 Etf Analysis

Etf analysis is the technique used by a trader or investor to examine and evaluate how SP 500 stock is reacting to, or reflecting on a current stock market direction and economic conditions. It can be used to make informed decisions about market timing, and when buying or selling SP 500 shares will generate the highest return on investment. We also built our stock analysis module to help investors to gain an insight into the world economy as a whole, the stock market, thematic ideas, a specific sector, or an individual stock such as SP 500. By using and applying SP 500 Etf analysis, traders can create a robust methodology for identifying SP 500 entry and exit points for their positions.
The investment seeks to provide investment results that, before expenses, correspond generally to the price and yield performance of the SP 500 Index. SP 500 is traded on NYSEArca Exchange in the United States.

Be your own money manager

As an investor, your ultimate goal is to build wealth. Optimizing your investment portfolio is an essential element in this goal. Using our stock analysis tools, you can find out how much better you can do when adding SP 500 to your portfolios without increasing risk or reducing expected return.

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Additionally, take a look at World Market Map. Note that the SP 500 SPDR information on this page should be used as a complementary analysis to other SP 500's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.

Complementary Tools for SP 500 Etf analysis

When running SP 500 SPDR price analysis, check to measure SP 500's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy SP 500 is operating at the current time. Most of SP 500's value examination focuses on studying past and present price action to predict the probability of SP 500's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move SP 500's price. Additionally, you may evaluate how the addition of SP 500 to your portfolios can decrease your overall portfolio volatility.
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The market value of SP 500 SPDR is measured differently than its book value, which is the value of SP 500 that is recorded on the company's balance sheet. Investors also form their own opinion of SP 500's value that differs from its market value or its book value, called intrinsic value, which is SP 500's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because SP 500's market value can be influenced by many factors that don't directly affect SP 500's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between SP 500's value and its price as these two are different measures arrived at by different means. Investors typically determine SP 500 value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SP 500's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.