COMP <GO>
SPY vs QQQ // 10Y YIELD & FRED MACRO BETA
SPDR S&P 500 ETF Trust (NYSE) VS. Invesco QQQ Trust (Nasdaq-100) (NASDAQ) • 15-METRIC TALLY: SPY 2
— QQQ 0
■ METRIC PARITY
LAST: $755.72 (-0.38%) • MKT CAP: $620.00B
macro-sensitivity
—
LAST: $690.49 (-1.44%) • MKT CAP: $325.00B
macro-sensitivity
—
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (SPY VS. QQQ)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | SPY | QQQ | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | — | — | — | TIE | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | — | — | — | TIE | /roic <GO> |
| EV/EBITDA & P/E Valuation | — | — | — | TIE | /valuation <GO> |
| Free Cash Flow Yield | — | — | — | TIE | /fcf-yield <GO> |
| Operating Margin | — | — | — | TIE | /operating-margins <GO> |
| Net Profit Margin | — | — | — | TIE | /net-margins <GO> |
| Revenue Growth (YoY) | — | — | — | TIE | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 1.30% | 1.30% | 0.00 | TIE | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | — | — | — | TIE | /balance-sheet <GO> |
| Piotroski F-Score Quality | — | — | — | TIE | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew | — | — | — | TIE | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 40.2 | 34.9 | +5.30 | SPY | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta ACTIVE | — | — | — | TIE | /macro-sensitivity <GO> |
| Forward P/E Multiple | — | — | — | TIE | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $620.00B | $325.00B | $295.00B | SPY | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | SPY REV | QQQ REV | SPY GROSS % | QQQ GROSS % | SPY FCF | QQQ FCF |
|---|---|---|---|---|---|---|
| INSPECT INDIVIDUAL XBRL MODELS AT SPY FA <GO> AND QQQ FA <GO>. | ||||||
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
SPY // BETA —
QQQ // BETA —