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SPDR SP Etf Profile
The investment seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the SP 500 Value Index that tracks the performance of large capitalization exchange traded U.S. equity securities exhibiting value characteristics. SPDR SP is traded on NYSEArca Exchange in the United States. more on SPDR SP
SPDR SP 500 is unlikely to experience financial distress in the next 2 years | |
The fund maintains 99.89% of its assets in stocks |
Legal Name | SPDR SP 500 |
President | James Ross (View All) |
Macroaxis Advice Strong HoldFairly Valued |
Issuer | SSgA |
Description | SPDR Portfolio S&P 500 Value ETF |
Inception Date | 2000-09-25 |
Benchmark | S&P 500 Value Index |
Entity Type | Regulated Investment Company |
Asset Under Management | 12.52 Billion |
Average Trading Valume | 1.72 Million |
Asset Type | Equity |
Category | Size and Style |
Focus | Large Cap |
Market Concentration | Developed Markets |
Region | North America |
Administrator | SSgA Funds Management, Inc. |
Advisor | SSgA Funds Management, Inc. |
Custodian | State Street Bank and Trust Company |
Distributor | State Street Global Advisors Funds Distributors, LLC |
Portfolio Manager | Michael Feehily, Karl Schneider, Mark Krivitsky |
Transfer Agent | State Street Bank and Trust Company |
Fiscal Year End | 31-Aug |
Exchange | NYSE Arca, Inc. |
Number of Constituents | 433 |
Market Maker | IMC Chicago |
Total Expense | 0.04 |
Management Fee | 0.04 |
Nav Price | 39.85 |
Two Hundred Day Average | 39.31 |
Ytd | 16.31% |
Average Daily Volume In Three Month | 2.7M |
Trailing Annual Dividend Rate | 2.52 |
Fifty Two Week Low | 29.05 |
As Of Date | 30th of June 2021 |
Trailing Annual Dividend Yield | 6.28% |
Average Daily Volume Last 10 Day | 1.53M |
Fifty Two Week High | 40.85 |
One Month | -1.18% |
SPDR SP 500 is traded in USA and was established 2000-09-25. The fund is listed under Large Value category and is part of SPDR State Street Global Advisors family. SPDR SP 500 at this time have 12.2 B in assets. , while the total return for the last 3 years was 13.1%.
Check SPDR SP Probability Of Bankruptcy
SPDR SP 500 Risk Profiles
Investors will always prefer to have the highest possible return on investment while minimizing volatility. SPDR SP market risk premium is the additional return an investor will receive from holding SPDR SP long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in SPDR SP. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Although SPDR SP’s alpha and beta are two of the key measurements used to evaluate SPDR SP’s performance over the market, the standard measures of volatility play an important role as well.
Mean Deviation | 0.5907 | |||
Standard Deviation | 0.7461 | |||
Variance | 0.5567 | |||
Risk Adjusted Performance | (0.003059) |
SP 500 Top Holders
Category | |||
F |
FS Multi Strategy | Multistrategy |
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F |
Calamos Hedged Equity | Options Trading |
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F |
Locorr Dynamic Equity | Long-Short Equity |
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F |
James Alpha Managed | Options Trading |
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F |
CBOE Vest SP | Options Trading |
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F |
Tactical Conservative Allocation | Multistrategy |
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F |
Dynamic Macro | Macro Trading |
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More Details
SP 500 Etf Profile
The etf experiences above-average trading activities. 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. more on SP 500
SP 500 SPDR is unlikely to experience financial distress in the next 2 years | |
The fund maintains 99.71% of its assets in stocks |
Legal Name | SP 500 SPDR | |||
Thematic ClassificationCurrently Active Investing Idea (view all) |
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Macroaxis Advice BuyFairly Valued |
Issuer | SSgA |
Description | SPDR S&P 500 ETF Trust |
Inception Date | 1993-01-22 |
Benchmark | S&P 500 Index |
Entity Type | Regulated Investment Company |
Asset Under Management | 404.35 Billion |
Average Trading Valume | 63.76 Million |
Asset Type | Equity |
Category | Size and Style |
Focus | Large Cap |
Market Concentration | Developed Markets |
Region | North America |
Administrator | State Street Bank and Trust Company |
Advisor | SSgA Funds Management, Inc. |
Custodian | State Street Bank and Trust Company |
Distributor | ALPS Distributors, Inc. |
Transfer Agent | State Street Bank and Trust Company |
Trustee | State Street Global Advisors Trust Company |
Fiscal Year End | 31-Aug |
Exchange | NYSE Arca, Inc. |
Number of Constituents | 507 |
Market Maker | None |
Total Expense | 0.099 |
Management Fee | 0.06 |
Nav Price | 438.34 |
Two Hundred Day Average | 420.62 |
Ytd | 15.25% |
Average Daily Volume In Three Month | 61.51M |
Fifty Two Week Low | 319.8 |
As Of Date | 30th of June 2021 |
Average Daily Volume Last 10 Day | 56.29M |
Fifty Two Week High | 454.05 |
One Month | 2.25% |
Fifty Day Average | 444.92 |
Three Month | 8.36% |
SP 500 SPDR is traded in USA and was established 1993-01-22. The fund is classified under Large Blend category within SPDR State Street Global Advisors family. The entity is thematically classified as Investor Favorites. SP 500 SPDR at this time have 374.03 B in assets. , while the total return for the last 3 years was 18.51%.
Check SP 500 Probability Of Bankruptcy
Business Involvement
Business Involvement metrics can help investors gain a more comprehensive view of specific activities in which a fund may be exposed through its investments.
Business Involvement metrics are not indicative of a fund’s investment objective, and, unless otherwise stated in fund documentation and included within a fund’s investment objective, do not change a fund’s investment objective or constrain the fund’s investable universe, and there is no indication that an ESG or Impact focused investment strategy or exclusionary screens will be adopted by a fund. For more information regarding a fund’s investment strategy, please see the fund’s prospectus.
Review the MSCI methodology behind the Business Involvement metrics, using links
MSCI — Controversial Weapons
as of Sep 16, 2021
0.78%
MSCI — UN Global Compact Violators
as of Sep 16, 2021
0.66%
MSCI — Nuclear Weapons
as of Sep 16, 2021
0.57%
MSCI — Thermal Coal
as of Sep 16, 2021
0.00%
MSCI — Civilian Firearms
as of Sep 16, 2021
0.14%
MSCI — Oil Sands
as of Sep 16, 2021
0.00%
MSCI — Tobacco
as of Sep 16, 2021
0.66%
Business Involvement Coverage
as of Sep 16, 2021
99.69%
Percentage of Fund not covered
as of Sep 16, 2021
0.31%
BlackRock business involvement exposures as shown above for Thermal Coal and Oil Sands are calculated and reported for companies that generate more than 5% of revenue from thermal coal or oil sands as defined by MSCI ESG Research. For the exposure to companies that generate any revenue from thermal coal or oil sands (at a 0% revenue threshold), as defined by MSCI ESG Research, it is as follows: Thermal Coal 0.11% and for Oil Sands 1.33%.
SP 500 SPDR Risk Profiles
Investors will always prefer to have the highest possible return on investment while minimizing volatility. SP 500 market risk premium is the additional return an investor will receive from holding SP 500 long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in SP 500. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Although SP 500’s alpha and beta are two of the key measurements used to evaluate SP 500’s performance over the market, the standard measures of volatility play an important role as well.
Mean Deviation | 0.4793 | |||
Semi Deviation | 0.5786 | |||
Standard Deviation | 0.6343 | |||
Variance | 0.4023 |
SPDR SP 500 Technical Analysis
Transformation |
Price Natural Logarithm
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The output start index for this execution was zero with a total number of output elements of sixty-one. SPDR SP Price Natural Logarithm is logarithm with base ‘e’ where e is equal to 2.718281828. It is applied on the entire SPDR SP 500 pricing series. View also all equity analysis or get more info about price natural logarithm math transform indicator.
Top SPDR SP 500 Constituents
Industry | |||
Citigroup | Banks—Diversified |
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Wells Fargo | Banks—Diversified |
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Procter Gamble | Household & Personal Products |
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Johnson Johnson | Drug Manufacturers—General |
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Exxon Mobil Corp | Oil & Gas Integrated |
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Wal-Mart Stores | Discount Stores |
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Verizon Communications | Telecom Services |
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More Details
SPDR SP Top Holders
Category | |||
F |
Franklin Templeton Moderate | Allocation—50% to 70% Equity |
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F |
Franklin Templeton Moderate | Allocation—50% to 70% Equity |
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F |
Franklin Lifesmart 2045 | Target-Date 2045 |
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F |
Horizon Active Asset | Tactical Allocation |
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F |
Franklin Lifesmart 2035 | Target-Date 2035 |
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F |
Horizon Active Asset | Tactical Allocation |
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F |
Canterbury Portfolio Thermostat | Tactical Allocation |
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Sustainability Characteristics
Sustainability Characteristics can help investors integrate non-financial, sustainability considerations into their investment process. These metrics enable investors to evaluate funds based on their environmental, social, and governance (ESG) risks and opportunities. This analysis can provide insight into the effective management and long-term financial prospects of a fund. Learn more.
The metrics below have been provided for transparency and informational purposes only. The existence of an ESG rating is not indicative of how or whether ESG factors will be integrated into a fund. The metrics are based on MSCI ESG Fund Ratings and, unless otherwise stated in fund documentation and included within a fund’s investment objective, do not change a fund’s investment objective or constrain the fund’s investable universe, and there is no indication that an ESG or Impact focused investment strategy or exclusionary screens will be adopted by a fund. For more information regarding a fund’s investment strategy, please see the fund’s prospectus.
Review the MSCI methodology behind Sustainability Characteristics, using links
MSCI ESG Fund Rating (AAA-CCC)
as of Sep 07, 2021
A
MSCI ESG Quality Score (0-10)
as of Sep 07, 2021
6.0
MSCI ESG Quality Score — Peer Percentile
as of Sep 07, 2021
38.10%
MSCI ESG % Coverage
as of Sep 07, 2021
99.18%
Fund Lipper Global Classification
as of Sep 07, 2021
Equity US
MSCI Weighted Average Carbon Intensity (Tons CO2E/$M SALES)
as of Sep 07, 2021
133.30
Funds in Peer Group
as of Sep 07, 2021
3,352
All data is from MSCI ESG Fund Ratings as of Sep 07, 2021, based on holdings as of Jul 31, 2021. As such, the fund’s sustainable characteristics may differ from MSCI ESG Fund Ratings from time to time.
SP 500 SPDR Technical Analysis
Transformation |
Price Natural Logarithm
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The output start index for this execution was zero with a total number of output elements of sixty-one. SP 500 Price Natural Logarithm is logarithm with base ‘e’ where e is equal to 2.718281828. It is applied on the entire SP 500 SPDR pricing series. View also all equity analysis or get more info about price natural logarithm math transform indicator.
Top SP 500 SPDR Constituents
Industry | |||
Apple Inc | Consumer Electronics |
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Amazon Inc | Internet Retail |
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Internet Content & Information |
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Alphabet Cl C | Internet Content & Information |
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Alphabet Cl A | Internet Content & Information |
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Johnson Johnson | Drug Manufacturers—General |
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JP Morgan Chase | Banks—Diversified |
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More Details