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S&P 500 Live Chart, Factor Exposure & Free Data

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
Volatility (20-Day Rolling) 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
20DVol
 -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.

Statistical Distribution of Returns

Click for a quick guide to Distribution, Filters & Stats.
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Filters

Factor Indicator Criteria Value And (for Between) Action


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Return Statistics
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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)

DateClose
2026-09-247704.13
2026-09-237706.03
2026-09-227764.64
2026-09-217764.7
2026-09-187650.5
2026-09-177637.76
2026-09-167551.81
2026-09-157585.73
2026-09-147619.98
2026-09-117656.98
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