XLF
US EQUITY
ETF
Sector ETF
CIK: 1064641
Financial Select Sector SPDR (XLF) Quant Factor Diagnostic & Fair Value Model
Financial Select Sector SPDR (Ticker: XLF) is listed in the ETF sector (Sector ETF). Below is its point-in-time financial profile, valuation multiples, and cross-sectional factor diagnostics.
$55.90
-1.32%
Latest Close (2026-10-23)
Market Cap: -
P/E Ratio: -
Momentum Strength
3M / 12M
-1.72%
1M: +2.51%
12M: +6.62%
Quality (ROE)
Point-in-Time
-
Trailing Return on Equity
Technical Trend
RSI 14
66.8
SMA50: $56.08
SMA200: $53.69
Valuation Multiplier
Trailing
-
Pre-Profit / Negative TTM
📊
Valuation & Multi-Factor Diagnostic
Pre-Profit / Negative TTM
XLF 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: 1064641 · 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 Financial Select Sector SPDR (XLF) valuation multiples, momentum factors, and point-in-time filing conventions.
How should XLF's current valuation multiple be interpreted? ↓
XLF 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 XLF's key momentum and technical factor indicators? ↓
As of the latest close, XLF shows a 1-month return of +2.51%, 3-month return of -1.72%, and 12-month return of +6.62%, with a 14-day RSI of 66.8. 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 XLF? ↓
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 XLF be incorporated into systematic factor models? ↓
XLF 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.