COMP <GO>
GLD vs SPY // FREE CASH FLOW YIELD
SPDR Gold Shares Trust (NYSE) VS. SPDR S&P 500 ETF Trust (NYSE) • 15-METRIC TALLY: GLD 0
— SPY 3
■ METRIC PARITY
LAST: $355.78 (-3.47%) • MKT CAP: $82.00B
fcf-yield
3.40%
LAST: $755.72 (-1.77%) • MKT CAP: $620.00B
fcf-yield
3.40%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (GLD VS. SPY)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | GLD | SPY | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 58.00% | 58.00% | 0.00 | TIE | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 19.50% | 19.50% | 0.00 | TIE | /roic <GO> |
| EV/EBITDA & P/E Valuation | — | — | — | TIE | /valuation <GO> |
| Free Cash Flow Yield ACTIVE | 3.40% | 3.40% | 0.00 | TIE | /fcf-yield <GO> |
| Operating Margin | 24.00% | 24.00% | 0.00 | TIE | /operating-margins <GO> |
| Net Profit Margin | 18.50% | 18.50% | 0.00 | TIE | /net-margins <GO> |
| Revenue Growth (YoY) | 9.20% | 9.20% | 0.00 | TIE | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 1.30% | 1.30% | 0.00 | TIE | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 4.80 | 4.80 | 0.00 | TIE | /balance-sheet <GO> |
| Piotroski F-Score Quality | 7/9 | 7/9 | 0.00 | TIE | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew | 3.20% | 3.20% | 0.00 | TIE | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 30.3 | 40.2 | -9.90 | SPY | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 0.35 | 1.00 | -0.65 | SPY | /macro-sensitivity <GO> |
| Forward P/E Multiple | — | 19.8x | — | TIE | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $82.00B | $620.00B | -$538.00B | SPY | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | GLD REV | SPY REV | GLD GROSS % | SPY GROSS % | GLD FCF | SPY FCF |
|---|---|---|---|---|---|---|
| INSPECT INDIVIDUAL XBRL MODELS AT GLD FA <GO> AND SPY FA <GO>. | ||||||
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
GLD // BETA 0.35
SPY // BETA 1.00