Sp Funds Sp Etf Key Fundamental Indicators
| SPUS Etf | USD 50.84 0.15 0.29% |
As of the 18th of February 2026, SP Funds owns the insignificant Risk Adjusted Performance, standard deviation of 0.8861, and Mean Deviation of 0.6441. Concerning fundamental indicators, the technical analysis model makes it possible for you to check potential technical drivers of SP Funds SP, as well as the relationship between them. Please validate SP Funds SP risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and kurtosis to decide if SP Funds SP is priced correctly, providing market reflects its prevailing price of 50.84 per share.
SP Funds' financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing SP Funds' valuation are provided below:SP Funds SP does not at this time have any fundamental measures for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. SP Funds SP's market price often diverges from its book value, the accounting figure shown on SPUS's balance sheet. Smart investors calculate SP Funds' intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Since SP Funds' trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between SP Funds' value and its price as these two are different measures arrived at by different means. Investors typically determine if SP Funds is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SP Funds' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
SP Funds 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to SP Funds' etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of SP Funds.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in SP Funds on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding SP Funds SP or generate 0.0% return on investment in SP Funds over 90 days. SP Funds is related to or competes with JPMorgan Momentum, Invesco SP, IShares Industrials, Innovator Defined, IShares MSCI, T Rowe, and IShares Russell. The index is composed of the constituents of the SP 500 Shariah Index other than those from the following sub-industries... More
SP Funds Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure SP Funds' etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess SP Funds SP upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 4.43 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 1.23 |
SP Funds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SP Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SP Funds' standard deviation. In reality, there are many statistical measures that can use SP Funds historical prices to predict the future SP Funds' volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | 0.2482 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SP Funds' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
SP Funds February 18, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0) | |||
| Market Risk Adjusted Performance | 0.2582 | |||
| Mean Deviation | 0.6441 | |||
| Coefficient Of Variation | (14,938) | |||
| Standard Deviation | 0.8861 | |||
| Variance | 0.7851 | |||
| Information Ratio | (0.07) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | 0.2482 | |||
| Maximum Drawdown | 4.43 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 1.23 | |||
| Skewness | (0.19) | |||
| Kurtosis | 1.09 |
SP Funds SP Backtested Returns
Currently, SP Funds SP is very steady. SP Funds SP retains Efficiency (Sharpe Ratio) of 0.0751, which indicates the etf had a 0.0751 % return per unit of price deviation over the last 3 months. We have found twenty-three technical indicators for SP Funds, which you can use to evaluate the volatility of the etf. Please validate SP Funds' Standard Deviation of 0.8861, mean deviation of 0.6441, and insignificant Risk Adjusted Performance to confirm if the risk estimate we provide is consistent with the expected return of 0.0636%. The entity owns a Beta (Systematic Risk) of -0.0642, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SP Funds are expected to decrease at a much lower rate. During the bear market, SP Funds is likely to outperform the market.
Auto-correlation | -0.12 |
Insignificant reverse predictability
SP Funds SP has insignificant reverse predictability. Overlapping area represents the amount of predictability between SP Funds time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SP Funds SP price movement. The serial correlation of -0.12 indicates that less than 12.0% of current SP Funds price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, SP Funds SP has a Beta of 1.1. This is much higher than that of the SP Funds family and significantly higher than that of the Large Growth category. The beta for all United States etfs is notably lower than that of the firm.
SPUS Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses SP Funds' direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of SP Funds could also be used in its relative valuation, which is a method of valuing SP Funds by comparing valuation metrics of similar companies.SP Funds is currently under evaluation in beta as compared to similar ETFs.
SPUS Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining SP Funds's current stock value. Our valuation model uses many indicators to compare SP Funds value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across SP Funds competition to find correlations between indicators driving SP Funds's intrinsic value. More Info.SP Funds SP is presently regarded as number one ETF in beta as compared to similar ETFs. It also is presently regarded as number one ETF in one year return as compared to similar ETFs reporting about 15.18 of One Year Return per Beta. Comparative valuation analysis is a catch-all technique that is used if you cannot value SP Funds by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.Fund Asset Allocation for SP Funds
The fund invests 99.52% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides SP Funds' investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
SP Funds returns are very sensitive to returns on the market. As the market goes up or down, SP Funds is expected to follow.
SPUS Fundamentals
| Beta | 1.1 | |||
| Total Asset | 141.95 M | |||
| One Year Return | 16.70 % | |||
| Three Year Return | 23.20 % | |||
| Five Year Return | 14.80 % | |||
| Net Asset | 141.95 M | |||
| Last Dividend Paid | 0.026 | |||
| Equity Positions Weight | 99.52 % |
About SP Funds Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze SP Funds SP's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of SP Funds using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of SP Funds SP based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The index is composed of the constituents of the SP 500 Shariah Index other than those from the following sub-industries Aerospace Defense, Financial Exchanges Data, and Data Processing Outsourced Services. SP Funds is traded on NYSEARCA Exchange in the United States.
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SP Funds SP's market price often diverges from its book value, the accounting figure shown on SPUS's balance sheet. Smart investors calculate SP Funds' intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Since SP Funds' trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between SP Funds' value and its price as these two are different measures arrived at by different means. Investors typically determine if SP Funds is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SP Funds' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.