SPG
US EQUITY
Real Estate
Retail REITs
CIK: 1063761
Simon Property Group (SPG) Quant Factor Diagnostic & Fair Value Model
Simon Property Group (Ticker: SPG) is listed in the Real Estate sector (Retail REITs). Below is its point-in-time financial profile, valuation multiples, and cross-sectional factor diagnostics.
$211.63
-0.19%
Latest Close (2026-10-23)
Market Cap: $2.81B
P/E Ratio: 35.5
Momentum Strength
3M / 12M
-8.65%
1M: +3.39%
12M: +17.59%
Quality (ROE)
Point-in-Time
+39.28%
Trailing Return on Equity
Technical Trend
RSI 14
65.1
SMA50: $207.93
SMA200: $205.18
Valuation Multiplier
Trailing
35.5
Premium Multiple (> 30x P/E)
📊
Valuation & Multi-Factor Diagnostic
Premium Multiple (> 30x P/E)
SPG trades at 35.5x P/E, reflecting market-implied growth expectations for forward revenue and cash flow.
⚡
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: 7/9 (High Financial Strength)
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: 1063761 · 10-K 年报 / 10-Q 季报
| Form | Period End | Filing Timestamp (Point-in-Time) | Revenue | Net Income | Operating CF | EPS (Diluted) |
|---|---|---|---|---|---|---|
| 10-Q | 2026-06-30 | 2026-08-10 | $1.79B | $574.13M | $2.03B | $1.49 |
| 10-Q | 2025-12-31 | 2026-08-10 | - | - | - | - |
| 10-Q | 2025-06-30 | 2026-08-10 | $1.50B | $643.68M | $2.04B | $1.70 |
| 10-Q | 2026-03-31 | 2026-05-11 | $1.76B | $568.53M | $833.38M | $1.48 |
| 10-Q | 2025-03-31 | 2026-05-11 | $1.47B | $477.86M | $827.22M | $1.27 |
| 10-K | 2025-12-31 | 2026-02-25 | $1.79B | $3.54B | $4.14B | $9.35 |
| 10-K | 2025-09-30 | 2026-02-25 | $1.60B | $702.70M | - | $1.86 |
| 10-K | 2025-06-30 | 2026-02-25 | $1.50B | $643.68M | - | $1.70 |
💡 Methodology & Frequently Asked Questions
Key reference details regarding Simon Property Group (SPG) valuation multiples, momentum factors, and point-in-time filing conventions.
How should SPG's current valuation multiple be interpreted? ↓
SPG trades at a trailing P/E of 35.5x within the Real Estate sector (premium multiple (> 30x p/e)). Valuation multiples are computed using trailing-twelve-month GAAP earnings against the latest close price.
What are SPG's key momentum and technical factor indicators? ↓
As of the latest close, SPG shows a 1-month return of +3.39%, 3-month return of -8.65%, and 12-month return of +17.59%, with a 14-day RSI of 65.1. 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 SPG? ↓
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 SPG be incorporated into systematic factor models? ↓
SPG 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.