MMTM

State Street SPDR S&P 1500 Momentum Tilt ETF
NYSEArcaUSDEQUITY DELAYED
Last price
305.17
▲ 1.34 (0.44%)
MARKET ·

Price

Open
305.17
Prev close
303.84
Day high
305.17
Day low
305.17
Volume
246
Market cap
P/E (TTM)
52W range
270.46 – 323.52

Options chain

Account required
ExpirySpot 305.17
Calls
StrikeLastBidAskVolOIIV
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
Puts
StrikeLastBidAskVolOIIV
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
Free account required

Every listed expiry, both sides of the book, with volume, open interest and implied volatility.

Trailing performance

Price return · vs SPY
Returnvs SPY
1W
-1.74% -0.4%
1M
+0.90% -2.8%
3M
-3.78% -6.9%
6M
+2.28% -8.8%
YTD
+4.49% -7.8%
1Y
+11.98% -8.0%
3Y
+66.02% -8.2%
5Y

Price return only. Dividends are not reinvested, so total return on a dividend payer will be higher than shown.

Fundamentals

TTM · reported
Market cap
Enterprise value
Revenue (TTM)
Gross profit
EBITDA
Net income
EPS (TTM)
Free cash flow
Total cash
Total debt
Book value / share
Shares outstanding
Float
Short % of float
Dividend yield
Beta (5Y)

Valuation & profitability ratios

Account required
Trailing P/E
Forward P/E
PEG ratio
Price / sales
Price / book
EV / revenue
EV / EBITDA
Gross margin
Operating margin
Profit margin
Return on equity
Return on assets
Debt / equity
Current ratio
Free account required

Fourteen ratios including P/E, PEG, EV/EBITDA, margins and return on equity.

Analyst targets & ownership

Account required
Mean target
High target
Low target
Implied upside
Analyst count
Consensus
Strong buy / Buy— / —
Hold
Sell / Strong sell— / —
Held by insiders
Held by institutions
Institutions holding
Free account required

Price targets, consensus spread, insider and institutional ownership.

Moving averages & technicals

Computed from 2Y daily closes
SMA 10
307.68
-0.82% from price
SMA 20
305.05
+0.04% from price
SMA 50
307.10
-0.63% from price
SMA 100
308.56
-1.10% from price
SMA 200
300.30
+1.62% from price
EMA 12
306.62
-0.47% from price
EMA 26
306.41
-0.40% from price
EMA 50
306.90
-0.56% from price
RSI (14)
47.8
Neutral
MACD (12,26,9)
0.21
Hist -0.00
ATR (14)
2.33
0.76% of price
Realised vol 30D
16.6%
Annualised
Bollinger upper
314.91
20, 2σ
Bollinger lower
295.19
20, 2σ
50 / 200 cross
Golden
307.10 vs 300.30
Trend bias
Above 200
+1.62%

Risk profile

Daily returns · 1Y window
Beta vs SPY
1.10
More volatile than market
Correlation to SPY
0.91
Moves with the index
Realised vol 30D
16.6%
Annualised
Market vol 1Y
12.9%
SPY, annualised
Max drawdown 1Y
-10.1%
Peak to trough
Max drawdown 5Y
-24.6%
Peak to trough
ATR 14
2.33
0.76% of price
Beta (reported)
5Y monthly, from filing

PRIVATE STRATEGY · BY QUALIFICATION

The same data. A different seat.

The research you are reading is the input layer for a discretionary options program we run for a small number of qualified investors. Minimum $1,000,000.