GLD
US EQUITY
ETF
ETF
CIK: 1222333
SPDR GOLD TRUST (GLD) Quant Factor Diagnostic & Fair Value Model
SPDR GOLD TRUST (Ticker: GLD) is listed in the ETF sector (ETF). Below is its point-in-time financial profile, valuation multiples, and cross-sectional factor diagnostics.
$366.61
-0.65%
Latest Close (2026-10-23)
Market Cap: -
P/E Ratio: -
Momentum Strength
3M / 12M
-2.14%
1M: -6.40%
12M: 0.00%
Quality (ROE)
Point-in-Time
-
Trailing Return on Equity
Technical Trend
RSI 14
37.5
SMA50: $394.50
SMA200: $387.45
Valuation Multiplier
Trailing
-
Pre-Profit / Negative TTM
📊
Valuation & Multi-Factor Diagnostic
Pre-Profit / Negative TTM
GLD has negative or near-zero trailing GAAP earnings over the trailing twelve months.
⚡
Benchmark Factor Strategy
S&P 500 Momentum Alpha Strategy
This strategy applies cross-sectional momentum and quality factor filters across large-cap US equities.
📈 Daily Candlestick & Volume Quant Chart
Interactive lightweight price action & volume breakdown over recent 90 trading days.
均线多头 (MA20/50)
Piotroski F-Score: N/A (Index ETF Structure (Corporate F-Score N/A))
Official Point-in-Time Financial Filing History
Zero Lookahead Bias: Every financial metric is timestamped at the exact moment officially published to the market.
备案 CIK: 1222333 · 10-K 年报 / 10-Q 季报
| Form | Period End | Filing Timestamp (Point-in-Time) | Revenue | Net Income | Operating CF | EPS (Diluted) |
|---|---|---|---|---|---|---|
| This instrument is an Exchange-Traded Fund (ETF) holding a basket of assets and does not file standard corporate 10-K/10-Q operating financial reports. | ||||||
💡 Methodology & Frequently Asked Questions
Key reference details regarding SPDR GOLD TRUST (GLD) valuation multiples, momentum factors, and point-in-time filing conventions.
How should GLD's current valuation multiple be interpreted? ↓
GLD trades at a trailing P/E of -x within the ETF sector (pre-profit / negative ttm). Valuation multiples are computed using trailing-twelve-month GAAP earnings against the latest close price.
What are GLD's key momentum and technical factor indicators? ↓
As of the latest close, GLD shows a 1-month return of -6.40%, 3-month return of -2.14%, and 12-month return of 0.00%, with a 14-day RSI of 37.5. Momentum factors reflect short- and intermediate-term price velocity across the equity cross-section.
What is Point-in-Time (PIT) financial data and why does it matter for GLD? ↓
Point-in-Time indexing aligns corporate fundamentals with their official public filing timestamps (Form 10-Q/10-K) rather than accounting period-end dates. This methodology eliminates lookahead bias in historical equity backtests.
How can GLD be incorporated into systematic factor models? ↓
GLD can be evaluated within customized multi-factor models or screened against cross-sectional filters (such as momentum quintiles and return on equity) to analyze historical turnover and risk-adjusted return.