(SPY) SPDR SP500 Trust - Ratings and Ratios
Stocks, Large-Cap, Diversified
Dividends
| Dividend Yield | 1.06% |
| Yield on Cost 5y | 2.15% |
| Yield CAGR 5y | 5.56% |
| Payout Consistency | 98.9% |
| Payout Ratio | - |
| Risk via 10d forecast | |
|---|---|
| Volatility | 13.6% |
| Value at Risk 5%th | 23.3% |
| Relative Tail Risk | 4.32% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.60 |
| Alpha | -0.05 |
| CAGR/Max DD | 1.10 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.295 |
| Beta | 1.004 |
| Beta Downside | 1.009 |
| Drawdowns 3y | |
|---|---|
| Max DD | 18.76% |
| Mean DD | 2.23% |
| Median DD | 1.07% |
Description: SPY SPDR SP500 Trust September 24, 2025
The SPDR S&P 500 ETF Trust (ticker SPY) aims to replicate the performance of the S&P 500 Index by holding the constituent common stocks in proportion to their index weights, thereby delivering exposure to the large-cap U.S. equity market.
Key metrics as of the latest filing: an expense ratio of 0.09 % (among the lowest for broad-market ETFs), assets under management exceeding $400 billion, and a 12-month dividend yield around 1.5 %. The fund’s sector breakdown mirrors the index, with information technology (~27 % of assets) and health care (~14 %) as the two largest contributors. Historically, SPY’s tracking error relative to the S&P 500 has been under 0.05 % on an annualized basis, reflecting tight replication efficiency. Economic drivers that tend to move the ETF include U.S. monetary policy (e.g., Fed rate changes) and corporate earnings growth, especially from the tech and consumer discretionary segments.
For a deeper, data-driven view of SPY’s valuation dynamics and risk profile, you might explore the analytics platform ValueRay, which aggregates real-time fundamentals and technical signals.
What is the price of SPY shares?
Over the past week, the price has changed by +3.70%, over one month by -0.53%, over three months by +5.60% and over the past year by +14.80%.
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 | 801.3 | 17.2% |
SPY Fundamental Data Overview November 22, 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