QQQ
US EQUITY
ETF
Index ETF
CIK: 1067839
Invesco QQQ Trust (QQQ) Quant Factor Diagnostic & Fair Value Model
Invesco QQQ Trust (Ticker: QQQ) is listed in the ETF sector (Index ETF). Below is its point-in-time financial profile, valuation multiples, and cross-sectional factor diagnostics.
$704.40
-0.01%
Latest Close (2026-10-23)
Market Cap: $1.46B
P/E Ratio: 4.8
Momentum Strength
3M / 12M
+3.27%
1M: -4.95%
12M: +16.34%
Quality (ROE)
Point-in-Time
-
Trailing Return on Equity
Technical Trend
RSI 14
23.7
SMA50: $725.81
SMA200: $677.30
Valuation Multiplier
Trailing
4.8
Deep Value (Under 15x P/E)
📊
Valuation & Multi-Factor Diagnostic
Deep Value (Under 15x P/E)
QQQ trades at an attractive earnings multiple of 4.8x, significantly lower than the broader S&P 500 average.
⚡
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: 1067839 · 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 Invesco QQQ Trust (QQQ) valuation multiples, momentum factors, and point-in-time filing conventions.
How should QQQ's current valuation multiple be interpreted? ↓
QQQ trades at a trailing P/E of 4.8x within the ETF sector (deep value (under 15x p/e)). Valuation multiples are computed using trailing-twelve-month GAAP earnings against the latest close price.
What are QQQ's key momentum and technical factor indicators? ↓
As of the latest close, QQQ shows a 1-month return of -4.95%, 3-month return of +3.27%, and 12-month return of +16.34%, with a 14-day RSI of 23.7. 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 QQQ? ↓
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 QQQ be incorporated into systematic factor models? ↓
QQQ 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.