SPDR Industrial Select Sector Fund: Factor Exposure Analysis

Validea's report on the SPDR Industrial Select Sector ETF offers insight into its performance across various investment factors. Key factors include value, quality, and low volatility, which may influence investor decisions and potential stock movement.

Date: 08-09-2024

AI Rating: 6

The report provides a detailed overview of the SPDR Industrial Select Sector SPDR Fund (XLI), analyzing its exposure to key investing factors, including value, momentum, quality, and low volatility. Each factor is scored on a scale from 1 to 99, indicating the level of exposure.

Factor Scores:

Value: 37
Momentum: 62
Quality: 68
Low Volatility: 76

Among these factors, low volatility shows the highest score, suggesting that the fund may appeal to risk-averse investors looking for stability in the industrial sector. The relatively higher scores in quality and momentum further imply potential for favorable performance.

However, the value factor score of 37 indicates that the fund may not be perceived as undervalued, which could deter value-oriented investors. These insights into factor exposure can influence investor sentiment and stock movements pertaining to companies within the fund, especially in the Capital Goods and Aerospace & Defense sectors.

Stocks: XLI