SSGA SPDR S&P 500 Fossil Fuel Free ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 25.45%
YTD return -1.65%
Beta 3Y 0.99
Total Assets 1.4B
Annual report expense ratio 0.20%

Company description

Normally, the fund generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index. In addition, it may invest in equity securities that are not included in the index, cash and cash equivalents or money market instruments. The index is designed to measure the performance of companies in the S&P 500 Index that are "fossil fuel free", which are defined as companies that do not own fossil fuel reserves.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to SSGA SPDR S&P 500 Fossil Fuel Free ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to SSGA SPDR S&P 500 Fossil Fuel Free ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on SSGA SPDR S&P 500 Fossil Fuel Free ETF

Here is the result of two systematic investment strategies applied to SSGA SPDR S&P 500 Fossil Fuel Free ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on SSGA SPDR S&P 500 Fossil Fuel Free ETF

The following chart shows the equity curve of the two systematic investment strategies applied to SSGA SPDR S&P 500 Fossil Fuel Free ETF:

SSGA SPDR S&P 500 Fossil Fuel Free ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 14.4% on the backtest period.

Performance at glance

Performance

14.4 %

Latent gain

111.06 $

Invested capital

771.1 $

Annualized return

10.0 %
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Momentum strategy results on SSGA SPDR S&P 500 Fossil Fuel Free ETF

This is the result of two momentum investment strategies applied to SSGA SPDR S&P 500 Fossil Fuel Free ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on SSGA SPDR S&P 500 Fossil Fuel Free ETF

The following chart shows all the entries opened by the momentum investment system on SSGA SPDR S&P 500 Fossil Fuel Free ETF:

SSGA SPDR S&P 500 Fossil Fuel Free ETF momentum entries
  • The first momentum investment strategy would give 24.12% of return on SSGA SPDR S&P 500 Fossil Fuel Free ETF. That represents 364.28$ of latent gain with 1510.31$ of employed capital.
  • The second momentum investment strategy would give 13.99% of return on SSGA SPDR S&P 500 Fossil Fuel Free ETF. That represents 67.67$ of latent gain with 483.68$ of employed capital.
Performance at glance (1Q Momentum)

Performance

24.12 %

Latent gain

364.28 $

Invested capital

1510.31 $

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

13.99 %

Latent gain

67.67 $

Invested capital

483.68 $

Annualized return

14.57 %

Momentum equity curve on SSGA SPDR S&P 500 Fossil Fuel Free ETF

The following chart shows the equity curve of the two momentum strategies applied to SSGA SPDR S&P 500 Fossil Fuel Free ETF:

SSGA SPDR S&P 500 Fossil Fuel Free ETF momentum equity

Note: the dividends potentially given by SSGA SPDR S&P 500 Fossil Fuel Free ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on SSGA SPDR S&P 500 Fossil Fuel Free ETF

The following chart shows the employed capital evolution of the two momentum strategies on SSGA SPDR S&P 500 Fossil Fuel Free ETF since the beginning:

SSGA SPDR S&P 500 Fossil Fuel Free ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on SSGA SPDR S&P 500 Fossil Fuel Free ETF

Buy the dip entry openings on SSGA SPDR S&P 500 Fossil Fuel Free ETF

SSGA SPDR S&P 500 Fossil Fuel Free ETF

The performance achieved by the robo-advisor on SSGA SPDR S&P 500 Fossil Fuel Free ETF is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows SSGA SPDR S&P 500 Fossil Fuel Free ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of SSGA SPDR S&P 500 Fossil Fuel Free ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

-0.0 %

Equity curve of the strategy applied to SSGA SPDR S&P 500 Fossil Fuel Free ETF

The following chart shows the result of the investment strategy applied to SSGA SPDR S&P 500 Fossil Fuel Free ETF:

SSGA SPDR S&P 500 Fossil Fuel Free ETF

Note: the dividends potentially given by SSGA SPDR S&P 500 Fossil Fuel Free ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on SSGA SPDR S&P 500 Fossil Fuel Free ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on SSGA SPDR S&P 500 Fossil Fuel Free ETF:

SSGA SPDR S&P 500 Fossil Fuel Free ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on SSGA SPDR S&P 500 Fossil Fuel Free ETF

In this section, I will compare the three previous investment strategies applied to SSGA SPDR S&P 500 Fossil Fuel Free ETF.

Equity curve comparison on SSGA SPDR S&P 500 Fossil Fuel Free ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

SSGA SPDR S&P 500 Fossil Fuel Free ETF investment strategy comparison

Employed capital comparison on SSGA SPDR S&P 500 Fossil Fuel Free ETF

SSGA SPDR S&P 500 Fossil Fuel Free ETF investment comparison

Performance comparison on SSGA SPDR S&P 500 Fossil Fuel Free ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 14.4% 111.06$ 771.1$ 10.0%
Momentum 1 quarter 24.12% 364.28$ 1510.31$ 20.1%
Momentum 2 quarters 13.99% 67.67$ 483.68$ 14.57%
Non-directional 0% 0.0$ 0.0$ -0.0%
Annualized return comparison

Automatic investment

10.0 %

Momentum 1Q

14.57 %

Momentum 2Q

14.57 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with SSGA SPDR S&P 500 Fossil Fuel Free ETF:

Note: The algorithm computes the probability of correlation between SSGA SPDR S&P 500 Fossil Fuel Free ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of SSGA SPDR S&P 500 Fossil Fuel Free ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name SSGA SPDR S&P 500 Fossil Fuel Free ETF
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange ARCX
Ticker SPYX
Market

SSGA SPDR S&P 500 Fossil Fuel Free ETF ESG Scores

Environment scores

Environment ESG Factors Scores
Environment Score 0
Peer Environment Performance unknown
Environment Percentile unknown
Palm Oil unknown
Nuclear unknown
Fur Leather unknown
GMO unknown
Coal unknown
Pesticides unknown
Animal Testing unknown

Social scores

Social ESG Factors Scores
Social Score 0
Peer Social Performance unknown
Social Percentile unknown
Highest Controversy unknown
Peer Highest Controversy Performance unknown
Adult unknown
Gambling unknown
Alcoholic unknown
Tobacco unknown
Catholic unknown
Controversial Weapons unknown
Small Arms unknown
Military Contract unknown
Peer Count unknown

Related Controversy:


Governance scores

Governance ESG Factors Scores
Governance Score 0
Peer Governance Performance unknown
Governance Percentile unknown

ESG at glance
Total ESG Scores: unknown
Environment Score: 0
Social Score: 0
Governance Score: 0

ESG Performance: unknown

Peer Group: unknown

Peer Esg Score Performance: unknown

Rating Year: unknown

Rating Month: unknown

Max Age: unknown

Percentile: unknown