(SPY5) SPDR SP500 - Ratings and Ratios
Stocks, USA, Large, Blend
Description: SPY5 SPDR SP500
The SPDR S&P 500 UCITS ETF (XETRA: SPY5) is a US Large-Cap Blend Equity ETF listed on the XETRA exchange, originating from Germany. It tracks the Morningstar US Large-Mid NR USD index, providing broad exposure to the US large-cap equity market.
From a quantitative perspective, key performance indicators (KPIs) for this ETF include its tracking efficiency, expense ratio, and trading liquidity. Given its AUM of €4274.00M, it is considered a liquid ETF, potentially offering tight bid-ask spreads and low trading costs. The ETFs tracking error, although not provided, is expected to be low given its adherence to a well-established index like the S&P 500.
In terms of investment strategy, this ETF is suitable for investors seeking diversified exposure to the US stock market, with a focus on large-cap stocks. The S&P 500 index is widely regarded as a benchmark for the US equity market, comprising 500 of the largest and most liquid US stocks. Investors can use this ETF as a core holding to gain broad market exposure, or as a component of a more complex investment strategy.
To further evaluate the ETFs performance, investors can consider metrics such as its historical returns, dividend yield, and sector allocation. The ETFs returns can be compared to its benchmark index to assess its tracking performance. Additionally, its dividend yield can provide insight into its income-generating potential. Sector allocation can also be analyzed to understand the ETFs exposure to different segments of the US economy.
SPY5 ETF Overview
| Market Cap in USD | 4,959m |
| Category | US Large-Cap Blend Equity |
| TER | 0.03% |
| IPO / Inception | 2012-03-19 |
SPY5 ETF Ratings
| Growth Rating | 54.2% |
| Fundamental | - |
| Dividend Rating | 58.2% |
| Return 12m vs S&P 500 | -5.99% |
| Analyst Rating | - |
SPY5 Dividends
| Dividend Yield 12m | 1.04% |
| Yield on Cost 5y | 2.11% |
| Annual Growth 5y | 8.69% |
| Payout Consistency | 96.0% |
| Payout Ratio | % |
SPY5 Growth Ratios
| Growth Correlation 3m | 91.4% |
| Growth Correlation 12m | -13.7% |
| Growth Correlation 5y | 91.6% |
| CAGR 5y | 16.53% |
| CAGR/Max DD 3y (Calmar Ratio) | 0.71 |
| CAGR/Mean DD 3y (Pain Ratio) | 4.95 |
| Sharpe Ratio 12m | 0.74 |
| Alpha | -6.20 |
| Beta | 0.000 |
| Volatility | 16.07% |
| Current Volume | 6.7k |
| Average Volume 20d | 4.9k |
| Stop Loss | 554.1 (-3%) |
| Signal | 1.62 |
What is the price of SPY5 shares?
Over the past week, the price has changed by -0.55%, over one month by +1.81%, over three months by +7.05% and over the past year by +7.84%.
Is SPDR SP500 a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of SPY5 is around 577.27 EUR . This means that SPY5 is currently overvalued and has a potential downside of 1.04%.
Is SPY5 a buy, sell or hold?
What are the forecasts/targets for the SPY5 price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 646.6 | 13.2% |
SPY5 Fundamental Data Overview
Market Cap EUR = 4.27b (4.27b EUR * 1.0 EUR.EUR)
Beta = 0.0
Revenue TTM = 0.0 EUR
EBIT TTM = 0.0 EUR
EBITDA TTM = 0.0 EUR
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 4.27b EUR (4.27b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 4.27b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 4.27b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 25.0% (EU avg default 25%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 25.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 9.0% (E(4.27b)/V(4.27b) * Re(9.0%) + (debt-free company))
Discount Rate = 9.0% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)