Consumer Discretionary Select Sector SPDR chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 27.52%
YTD return -0.76%
Beta 3Y 1.14
Total Assets 23.52B
Annual report expense ratio 0.12%

Company description

The fund employs a replication strategy. It generally invests substantially all, but at least 95%, of its total assets in the securities comprising the index. The index includes securities of companies from the following industries: retail; hotels, restaurants and leisure; textiles, apparel and luxury goods; household durables; automobiles; auto components; distributors; leisure products; and diversified consumer services. It is non-diversified.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to Consumer Discretionary Select Sector SPDR:

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 Consumer Discretionary Select Sector SPDR. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on Consumer Discretionary Select Sector SPDR

Here is the result of two systematic investment strategies applied to Consumer Discretionary Select Sector SPDR. 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 Consumer Discretionary Select Sector SPDR

The following chart shows the equity curve of the two systematic investment strategies applied to Consumer Discretionary Select Sector SPDR:

Consumer Discretionary Select Sector SPDR automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 17.82% on the backtest period.

Performance at glance

Performance

17.82 %

Latent gain

142.94 $

Invested capital

802.11 $

Annualized return

12.38 %
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Momentum strategy results on Consumer Discretionary Select Sector SPDR

This is the result of two momentum investment strategies applied to Consumer Discretionary Select Sector SPDR. 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 Consumer Discretionary Select Sector SPDR

The following chart shows all the entries opened by the momentum investment system on Consumer Discretionary Select Sector SPDR:

Consumer Discretionary Select Sector SPDR momentum entries
  • The first momentum investment strategy would give 18.29% of return on Consumer Discretionary Select Sector SPDR. That represents 409.17$ of latent gain with 2236.97$ of employed capital.
  • The second momentum investment strategy would give 15.25% of return on Consumer Discretionary Select Sector SPDR. That represents 225.1$ of latent gain with 1475.99$ of employed capital.
Performance at glance (1Q Momentum)

Performance

18.29 %

Latent gain

409.17 $

Invested capital

2236.97 $

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

15.25 %

Latent gain

225.1 $

Invested capital

1475.99 $

Annualized return

15.89 %

Momentum equity curve on Consumer Discretionary Select Sector SPDR

The following chart shows the equity curve of the two momentum strategies applied to Consumer Discretionary Select Sector SPDR:

Consumer Discretionary Select Sector SPDR momentum equity

Note: the dividends potentially given by Consumer Discretionary Select Sector SPDR 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 Consumer Discretionary Select Sector SPDR

The following chart shows the employed capital evolution of the two momentum strategies on Consumer Discretionary Select Sector SPDR since the beginning:

Consumer Discretionary Select Sector SPDR

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 Consumer Discretionary Select Sector SPDR

Buy the dip entry openings on Consumer Discretionary Select Sector SPDR

Consumer Discretionary Select Sector SPDR

The performance achieved by the robo-advisor on Consumer Discretionary Select Sector SPDR is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows Consumer Discretionary Select Sector SPDR stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of Consumer Discretionary Select Sector SPDR, 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 Consumer Discretionary Select Sector SPDR

The following chart shows the result of the investment strategy applied to Consumer Discretionary Select Sector SPDR:

Consumer Discretionary Select Sector SPDR

Note: the dividends potentially given by Consumer Discretionary Select Sector SPDR 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 Consumer Discretionary Select Sector SPDR

The following chart shows the employed capital evolution since the beginning of the investment strategy on Consumer Discretionary Select Sector SPDR:

Consumer Discretionary Select Sector SPDR

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 Consumer Discretionary Select Sector SPDR

In this section, I will compare the three previous investment strategies applied to Consumer Discretionary Select Sector SPDR.

Equity curve comparison on Consumer Discretionary Select Sector SPDR

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

Consumer Discretionary Select Sector SPDR investment strategy comparison

Employed capital comparison on Consumer Discretionary Select Sector SPDR

Consumer Discretionary Select Sector SPDR investment comparison

Performance comparison on Consumer Discretionary Select Sector SPDR

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 17.82% 142.94$ 802.11$ 12.38%
Momentum 1 quarter 18.29% 409.17$ 2236.97$ 15.24%
Momentum 2 quarters 15.25% 225.1$ 1475.99$ 15.89%
Non-directional 0% 0.0$ 0.0$ -0.0%
Annualized return comparison

Automatic investment

12.38 %

Momentum 1Q

15.89 %

Momentum 2Q

15.89 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Consumer Discretionary Select Sector SPDR:

Note: The algorithm computes the probability of correlation between Consumer Discretionary Select Sector SPDR and the other stocks. There may be false positives or some missing correlated stocks. If the price of Consumer Discretionary Select Sector SPDR does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name Consumer Discretionary Select Sector SPDR
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange ARCX
Ticker XLY
Market

Consumer Discretionary Select Sector SPDR 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