(SPY) SPDR SP500 Trust - Ratings and Ratios
Stocks, Technology, Healthcare, Financials, Consumer
Dividends
| Dividend Yield | 1.06% |
| Yield on Cost 5y | 2.11% |
| Yield CAGR 5y | 5.56% |
| Payout Consistency | 98.9% |
| Payout Ratio | - |
| Risk via 10d forecast | |
|---|---|
| Volatility | 11.7% |
| Value at Risk 5%th | 20.1% |
| Relative Tail Risk | 4.27% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.56 |
| Alpha | -0.04 |
| CAGR/Max DD | 1.19 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.362 |
| Beta | 1.004 |
| Beta Downside | 1.009 |
| Drawdowns 3y | |
|---|---|
| Max DD | 18.76% |
| Mean DD | 2.16% |
| Median DD | 1.00% |
Description: SPY SPDR SP500 Trust December 01, 2025
The SPDR S&P 500 ETF Trust (ticker SPY) aims to replicate the performance of the S&P 500 Index by holding the same constituent stocks in proportion to their index weights, thereby delivering exposure to the broad U.S. large-cap equity market.
Key metrics as of the latest reporting period: the fund’s expense ratio is 0.09 %, assets under management exceed $400 billion, and its average daily trading volume regularly surpasses 70 million shares, making it the most liquid U.S. equity ETF. The top sector allocations mirror the index-approximately 27 % in Information Technology, 15 % in Health Care, and 12 % in Financials-while the fund’s turnover rate stays below 5 % annually, reflecting its passive replication strategy. Macro-driven drivers such as U.S. GDP growth, Federal Reserve policy on interest rates, and corporate earnings trends in these sectors are the primary determinants of SPY’s short-term performance.
If you want a deeper, data-rich analysis of how SPY’s risk-adjusted returns compare across market cycles, ValueRay’s toolkit offers interactive visualizations and back-tested scenarios worth exploring.
What is the price of SPY shares?
Over the past week, the price has changed by +0.34%, over one month by +1.20%, over three months by +6.23% and over the past year by +14.40%.
Is SPY a buy, sell or hold?
What are the forecasts/targets for the SPY price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 811.1 | 18.3% |
SPY Fundamental Data Overview November 29, 2025
Beta = 1.0
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 672.79b USD (672.79b + (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 672.79b)
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 672.79b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
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 = 9.71% (E(672.79b)/V(672.79b) * Re(9.71%) + (debt-free company))
Discount Rate = 9.71% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for SPY ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle