SPLG: S&P 500 Dashboard For January

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NicoElNino

About SPLG

This monthly article series reports sector metrics in the S&P 500 index. It is also a top-down review of all funds tracking it. Among them, the SPDR Portfolio S&P 500 ETF (NYSEARCA:SPLG), launched in November 2005, is

VS

QS

EY

SY

FY

ROE

GM

EYh

SYh

FYh

ROEh

GMh

RetM

RetY

All

-11.95

7.97

0.0437

0.3937

0.0231

17.22

46.54

0.0451

0.4439

0.0294

15.02

45.93

-4.51%

-12.68%

Cs. Discretionary

-17.98

-0.46

0.0418

0.6530

0.0176

22.44

34.14

0.0465

0.6595

0.0308

21.31

36.40

-4.89%

-20.59%

Cs. Staples

-21.09

-3.34

0.0370

0.4393

0.0141

23.83

37.89

0.0438

0.4950

0.0222

23.66

40.93

-1.54%

0.38%

Energy

100.00

100.00

0.1181

0.5304

0.0684

30.37

48.66

0.0194

0.5405

-0.0140

5.51

42.64

-3.98%

56.27%

Financials

-1.49

12.60

0.0721

0.4182

0.0685

12.48

79.75

0.0692

0.4487

0.0698

10.73

73.21

-4.94%

-12.14%

Healthcare

-9.30

5.88

0.0381

0.2534

0.0308

17.69

64.43

0.0371

0.2989

0.0364

16.22

62.74

-1.54%

-8.22%

Industrials

-28.48

7.00

0.0375

0.4105

0.0181

24.07

36.15

0.0468

0.5752

0.0287

20.73

36.94

-4.46%

-8.38%

Technology

-19.33

15.74

0.0367

0.2107

0.0282

27.72

62.83

0.0402

0.2836

0.0369

21.11

62.74

-6.70%

-27.42%

Communication

-3.85

-14.17

0.0379

0.8190

0.0216

11.77

55.39

0.0491

0.5299

0.0381

16.81

54.49

-4.64%

-29.04%

Materials

-9.66

22.77

0.0594

0.6070

0.0099

24.27

37.19

0.0448

0.6192

0.0245

17.01

36.15

-4.89%

-13.60%

Utilities

-15.50

2.88

0.0481

0.3978

-0.0815

10.17

39.52

0.0508

0.5353

-0.0476

9.67

39.30

-0.40%

2.48%

Real Estate

51.14

35.26

0.0345

0.1162

0.0127

10.89

64.83

0.0212

0.1149

0.0067

6.35

65.43

-5.34%

-27.34%

Value and quality in the S&P 500 (Chart: author; data: Portfolio123)

Variations in value and quality (Chart: author; data: Portfolio123)

Momentum in the S&P 500 (Chart: author; data: Portfolio123)