S&P 500 Live Price, Chart & Factor Exposure Free Data & Analytics Access
S&P 500 · I.SPX · United States
Use symbol
I.SPX in our API & Excel add-in to retrieve this data.
7,874.50
(+0.01%)
?
Live Prices updated every 5-seconds. Momentum Factor ranges from -100 to +100 and is the mean of four timeframe signals (1 Day, 1 Week, 1 Month, 3 Months), where each timeframe is +1 if return is above 0 and -1 otherwise. Trend Factor ranges from -100 to +100 and is the mean of eight signals across 1-month, 3-months, 6-months, and 1-year, using price vs moving average and moving average slope (+1 or -1). A rollover occurs when trend flips sign. Bubble Risk is the z-score of current price vs 1-year price: (Current Price - 250 trading days SMA) / (250 days price standard deviation). Values above +2.5 indicate overbought; below -2.5 oversold. Realized Volatility (20-days) is the standard deviation of daily returns over the past 20 trading days multiplied by sqrt(252).
Momentum
100%
Trend
100%
Bubble Risk
LOW
Realised Volatility (20D)
10.97%
S&P 500 Forecast
S&P 500 short-term price forecast is aBUY since short-term momentum is 100.00%. S&P 500 long-term forecast is aBUY since long-term trend is 100.00%. S&P 500 price based on realized volatility has a forecasted price between 7,873.81 to 7,875.19 on a daily basis, 7,872.98 to 7,876.02 on a weekly basis, 7,871.33 to 7,877.67 on a monthly basis, and 7,863.53 to 7,885.47 on an annual basis.
S&P 500 Price Chart
S&P 500 Factors
Factor exposure for S&P 500 — signals, relative value, risk-model betas and fundamentals, plus factor models published by contributors.
What each factor says now, and what the next week and month paid when it last said the same thing — annualised, against the volatility it came with.
Quantitative Factors
| Factor | Value | Where in its own range | Forward 1 week, annualised | Forward 1 month, annualised | n · hit | Reading | ||||
|---|---|---|---|---|---|---|---|---|---|---|
| in this state return / vol |
all history return / vol |
Sharpe | in this state return / vol |
all history return / vol |
Sharpe | |||||
|
Momentum
|
1 | signal, −1 to +1 | no factor history — no forward return, and no volatility to measure it against | Strong Positive | ||||||
|
Trend
|
1 | signal, −1 to +1 | no factor history — no forward return, and no volatility to measure it against | Strong Positive | ||||||
|
Mean Reversion
|
0 | price vs 250d mean | no factor history — no forward return, and no volatility to measure it against | Neutral | ||||||
|
Realised Volatility (20D)
|
-0.429 | annualised | no factor history — no forward return, and no volatility to measure it against | Normal | ||||||
Financial Factors
2 members-only factors Sign up
Security-Specific Factors
—
S&P 500 vs CDX US IG · S&P 500 vs US HY (BofA)
Macroeconomic Factors
1 members-only factor Sign up
Macroeconomic Factors
—
Forward P/E
Fundamental Factors
11 members-only factors Sign up
Security Fundamental Factors
—
P/E · P/S · Revenue Growth · EBITDA Margin · ROIC · FCF Yield · Net Debt · Debt/EBITDA · Interest Coverage · Current Ratio · Beta
Contributor Factors
| Factor | Value | Where in its own range | Forward 1 week, annualised | Forward 1 month, annualised | n · hit | Reading | ||||
|---|---|---|---|---|---|---|---|---|---|---|
| in this state return / vol |
all history return / vol |
Sharpe | in this state return / vol |
all history return / vol |
Sharpe | |||||
|
S&P 500 vs Gold (MacroTech)
admin
|
7,575.39 | no factor history — no forward return, and no volatility to measure it against | Slightly Rich | |||||||
|
SPX test1
admin
|
4,521.12 | no factor history — no forward return, and no volatility to measure it against | Cheap | |||||||
1 factor by Philip Zavliaris Subscribe to Philip Zavliaris
x1
2 factors by admin Subscribe to admin
XFactor · XAAPLE
Asset Risk Exposure
6 members-only factors Sign up
Asset Risk Exposure
—
Equity · FX · Small Cap · EM · Rates · Residual (α)
Global Risk Factors
3 members-only factors Sign up
Risk Model Exposures
—
Unemployment rate · CAC 40 · Inflation CPI
Country Factors
| Factor | Value | Where in its own range | Forward 1 week, annualised | Forward 1 month, annualised | n · hit | Reading | ||||
|---|---|---|---|---|---|---|---|---|---|---|
| in this state return / vol |
all history return / vol |
Sharpe | in this state return / vol |
all history return / vol |
Sharpe | |||||
|
Manufacturing PMI
|
55.3 | no factor history — no forward return, and no volatility to measure it against | ||||||||
|
S&P 500
|
7,704.13 | no factor history — no forward return, and no volatility to measure it against | ||||||||
|
United States 10-Year Bond Yield
|
5.253 | no factor history — no forward return, and no volatility to measure it against | ||||||||
|
US 2-year bond yield
|
4.904 | no factor history — no forward return, and no volatility to measure it against | ||||||||
|
US Services PMI
|
50.9 | no factor history — no forward return, and no volatility to measure it against | ||||||||
Sector Factors
| Factor | Value | Where in its own range | Forward 1 week, annualised | Forward 1 month, annualised | n · hit | Reading | ||||
|---|---|---|---|---|---|---|---|---|---|---|
| in this state return / vol |
all history return / vol |
Sharpe | in this state return / vol |
all history return / vol |
Sharpe | |||||
|
France 10-Year Bond Yield
|
4.714 | no factor history — no forward return, and no volatility to measure it against | ||||||||
1 members-only factor Sign up
Information Technology
—
France 2-year bond yield
Industry Factors
| Factor | Value | Where in its own range | Forward 1 week, annualised | Forward 1 month, annualised | n · hit | Reading | ||||
|---|---|---|---|---|---|---|---|---|---|---|
| in this state return / vol |
all history return / vol |
Sharpe | in this state return / vol |
all history return / vol |
Sharpe | |||||
|
France 10-Year Bond Yield
|
4.714 | no factor history — no forward return, and no volatility to measure it against | ||||||||
Sub-Industry Factors
| Factor | Value | Where in its own range | Forward 1 week, annualised | Forward 1 month, annualised | n · hit | Reading | ||||
|---|---|---|---|---|---|---|---|---|---|---|
| in this state return / vol |
all history return / vol |
Sharpe | in this state return / vol |
all history return / vol |
Sharpe | |||||
|
Composite PMI
|
51.7 | no factor history — no forward return, and no volatility to measure it against | ||||||||
|
Manufacturing PMI
|
55.3 | no factor history — no forward return, and no volatility to measure it against | ||||||||
|
University of Michigan Consumer Sentiment
|
51 | no factor history — no forward return, and no volatility to measure it against | ||||||||
|
US Services PMI
|
50.9 | no factor history — no forward return, and no volatility to measure it against | ||||||||
Annualised on trading-day offsets — the 1-week forward return is 5 trading days so ×50.4, the 1-month is 20 so ×12.6, volatility by the square root of the same. Sharpe is return ÷ volatility. No t-statistic: daily sampling overlaps these windows, so the observation count overstates the independent evidence behind them.
Research on S&P 500
Recent MacroFinance research reports referencing S&P 500, newest first.
- Crowding at Historic Extremes as Systematic Funds Hit Worst Streak Since 2023 Jun 30, 2026
- The AI Trade Splinters: Memory Soars, Hyperscalers Slip Jun 30, 2026
- Fade USDJPY and Crowded AI; Own Convexity and the Broadening Trade Jun 30, 2026
- Earnings Broaden Beyond AI as the Median Stock Reaccelerates Jun 30, 2026
- Equities Rotate, Crude Slides, and Liquidity Tightens Under the Surface Jun 30, 2026
- Resilience Meets Its Reckoning as AI, Energy and Fed Risk Converge Jun 30, 2026
- Trading Ideas — 25 June 2026 Jun 25, 2026
- Global Stocks — 25 June 2026 Jun 25, 2026
- Global Markets — 25 June 2026 Jun 25, 2026
- Global View — 25 June 2026 Jun 25, 2026
- S&P 500 Year-End Target Revised — Mock Jun 5, 2026
- SPX Volatility Regime Shift — Mock Jun 1, 2026
- Cross-Asset View: SPX vs Bonds vs Gold — Mock May 27, 2026
Statistical Distribution of Returns
Filters
| Factor | Indicator | Criteria | Value | And (for Between) | Action |
|---|
MacroFinance.ai
Return Statistics
| Statistic | Unfiltered | Filtered |
|---|
About S&P 500 (United States)
S&P 500 (United States) is tracked on MacroFinance with a live and historical price chart, weekly factor-return attribution, statistical analysis (return distribution, drawdowns and seasonality), and free downloadable historical data (the last 10 years as CSV or JSON, no login).
Last updated: October 8, 2026
Frequently asked questions
What is S&P 500?
S&P 500 is a financial market series for United States. This page shows its live price, historical chart, the factors driving its weekly returns, and statistical analysis.
What factors affect S&P 500?
The Factor Analysis section attributes S&P 500 weekly returns to drivers such as interest rates, inflation, the US dollar, oil, earnings, liquidity and volatility, with a contribution ranking for the latest period.
Where can I download free S&P 500 historical data?
Yes. The last 10 years of S&P 500 daily data are free to download as CSV or JSON directly from this page, with no login required. A free account unlocks the full history, an Excel export with factors, and API access.
How is S&P 500 analysed statistically?
The Statistical Analysis section covers the return distribution, drawdowns, monthly seasonality, volatility clustering and tail-risk metrics.
Is the S&P 500 data updated in real time?
S&P 500 shows a live/intraday chart plus end-of-day historical data updated daily.
Free S&P 500 historical data (last 10 years)
Browse or instantly download the last 10 years of S&P 500 daily price history. A free account unlocks the full history, an Excel export with factors, and API access.
Download CSV (10y)Download JSON (10y)Full history, Excel & API (free account)
| Date | Close |
|---|---|
| 2026-09-24 | 7704.13 |
| 2026-09-23 | 7706.03 |
| 2026-09-22 | 7764.64 |
| 2026-09-21 | 7764.7 |
| 2026-09-18 | 7650.5 |
| 2026-09-17 | 7637.76 |
| 2026-09-16 | 7551.81 |
| 2026-09-15 | 7585.73 |
| 2026-09-14 | 7619.98 |
| 2026-09-11 | 7656.98 |
Loading last 10 years…
See how this market's returns behaved when a factor was in a given state, for example when Momentum was strong or bond yields were above 4%, and compare that with all periods.
Reading the chart
- Each bar is a return bucket; its height is the share of periods that landed there.
- All periods: every return in the date range.
- Matching periods: only the periods where all your filters were true. If orange shifts right of the grey, returns were better in that regime.
- Each period's return is the return over the following day, week or month (set by Timeframe), measured from the day the factor was read, so there is no look-ahead.
Adding a filter
- Factor: grouped the same way as the Factors section on this page (Quantitative, Country, Sector, …). Locked factors are listed but greyed out.
- Criteria: greater (>), greater or equal (≥), equal (=), smaller or equal (≤), smaller (<) or between two values.
- Value: depends on the factor.
- Momentum and Trend are signals from −1 to +1, picked as −100 to +100 in steps of 25.
- Mean Reversion is a z-score of price against its 250-day mean, picked in σ from −3 to +3.
- Everything else is a number you type. The line under the box shows the latest reading and its typical range over the last 10 years.
Add several filters to combine conditions; a period must pass every one. Narrow the window with the From/To dates or the 1Y / 5Y / 10Y / MAX buttons; Clear resets filters and dates.
Return statistics
- Unfiltered vs Filtered: all periods vs matching periods.
- Average return, Std dev and Sharpe are annualised (252 days, 52 weeks, 12 months, 6 two-month periods, 4 quarters).
- Maximum drawdown compounds non-overlapping periods; in the Filtered column it assumes you held only while the condition was true.
- Min, 25th percentile, median, 75th percentile and max are per period, not annualised.
Read with care. Periods are counted daily, so neighbouring weekly or monthly returns overlap and the count overstates how many independent periods you have. Fewer than about 30 matches is flagged as a small sample. Past regimes describe history and do not guarantee future returns.
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