XLY US EQUITY ETF Sector ETF CIK: 1064641

Consumer Discretionary Select Sector SPDR (XLY) Quant Factor Diagnostic & Fair Value Model

Consumer Discretionary Select Sector SPDR (Ticker: XLY) is listed in the ETF sector (Sector ETF). Below is its point-in-time financial profile, valuation multiples, and cross-sectional factor diagnostics.

$113.10

-1.66% Latest Close (2026-10-23)

Market Cap: -

P/E Ratio: -

Momentum Strength 3M / 12M

+2.04%

1M: +2.52% 12M: -52.34%

Quality (ROE) Point-in-Time

Trailing Return on Equity

Technical Trend RSI 14

60.3

SMA50: $113.44 SMA200: $115.76

Valuation Multiplier Trailing

Pre-Profit / Negative TTM

📊 Valuation & Multi-Factor Diagnostic

Pre-Profit / Negative TTM

XLY has negative or near-zero trailing GAAP earnings over the trailing twelve months.

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Interactive lightweight price action & volume breakdown over recent 90 trading days.

均线整理 (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 Consumer Discretionary Select Sector SPDR (XLY) valuation multiples, momentum factors, and point-in-time filing conventions.

How should XLY's current valuation multiple be interpreted? ↓

XLY 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 XLY's key momentum and technical factor indicators? ↓

As of the latest close, XLY shows a 1-month return of +2.52%, 3-month return of +2.04%, and 12-month return of -52.34%, with a 14-day RSI of 60.3. 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 XLY? ↓

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 XLY be incorporated into systematic factor models? ↓

XLY 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.