SP5S.L
Franklin S&P 500 Screened UCITS ETF Accum Shs USD
1W: -0.2%
1M: -1.8%
YTD: +2.0%
$36.12
-0.40 (-1.10%)
Overview
Chart
Holdings
Changes
Technicals
Analysis
Peers
Institutions
Dark Pool
Short Interest
Dividends
Weather
Portfolio Health Summary
IS Overall Score
67.0
★★★★★
Altman Z-Score
12.59
Safe
Weight Coverage
100%
of portfolio analyzed
Holdings Matched
405
with fundamental data
InsiderStreet Scorecard
★★★★★
67.0
Top Holdings: Score Breakdown
Risk & Quality Signals
Altman Z-Score
12.59
Safe Zone (>2.99)
Piotroski F-Score
6.8 / 9
Moderate
Beneish M-Score
0.05
Possible Manipulator
Credit Score
—
Earnings Quality
68.2 / 100
Portfolio Valuation
P/E
30.72x
P/B
12.08x
P/S
9.80x
EV/EBITDA
22.32x
EV/Revenue
10.11x
P/FCF
48.77x
P/OCF
28.62x
PEG
0.75x
Earnings Yield
3.26%
FCF Yield
2.05%
OCF Yield
3.49%
Median P/E
21.45x
Growth & Shareholder Returns
Year-over-Year Growth
Revenue
+23.3%
Net Income
+37.4%
EPS
+38.2%
FCF
+34.7%
EBITDA
+35.8%
Op. Income
—
Compound Growth Rates
Rev CAGR 3Y
+23.0%
Rev CAGR 5Y
+18.1%
EPS CAGR 3Y
+41.1%
EPS CAGR 5Y
+26.5%
FCF CAGR 3Y
+36.1%
FCF CAGR 5Y
+20.6%
EBITDA CAGR 3Y
+43.8%
EBITDA CAGR 5Y
+22.9%
Payout Ratio
32.39%
Buyback Yield
2.43%
Dividend Yield
1.22%
Total Shareholder Return
3.52%
Earnings Stability
All Ratios & Metrics
Valuation (12)
| Metric | Value |
|---|---|
| Portfolio P/E | 30.72 |
| Portfolio P/B | 12.08 |
| Portfolio P/S | 9.80 |
| EV/EBITDA | 22.32 |
| EV/Revenue | 10.11 |
| P/FCF | 48.77 |
| P/OCF | 28.62 |
| PEG | 0.75 |
| Earnings Yield | 3.26% |
| FCF Yield | 2.05% |
| OCF Yield | 3.49% |
| Median P/E | 21.45 |
Profitability & Returns (9)
| Metric | Value |
|---|---|
| Gross Margin | 56.38% |
| Operating Margin | 32.28% |
| Net Margin | 31.81% |
| FCF Margin | 19.63% |
| ROE | 46.22% |
| ROA | 16.31% |
| ROIC | 31.00% |
| ROCE | — |
| Asset Turnover | — |
Leverage & Solvency (6)
| Metric | Value |
|---|---|
| Debt/Equity | 0.55 |
| Debt/Assets | 0.20 |
| Net Debt/EBITDA | -0.03 |
| Interest Coverage | 17.33 |
| Current Ratio | 1.10 |
| Quick Ratio | 1.03 |
Efficiency (4)
| Metric | Value |
|---|---|
| Asset Turnover | — |
| Inventory Turnover | — |
| Receivables Turnover | — |
| Payables Turnover | — |
Growth — YoY (6)
| Metric | Value |
|---|---|
| Revenue Growth | 23.32% |
| Net Income Growth | 37.39% |
| EPS Growth | 38.21% |
| FCF Growth | 34.68% |
| EBITDA Growth | 35.78% |
| Op. Income Growth | — |
Growth — CAGR (16)
| Metric | Value |
|---|---|
| Revenue CAGR 3Y | 23.01% |
| Revenue CAGR 5Y | 18.14% |
| Revenue CAGR 10Y | — |
| EPS CAGR 3Y | 41.11% |
| EPS CAGR 5Y | 26.45% |
| EPS CAGR 10Y | — |
| FCF CAGR 3Y | 36.14% |
| FCF CAGR 5Y | 20.61% |
| FCF CAGR 10Y | — |
| EBITDA CAGR 3Y | 43.81% |
| EBITDA CAGR 5Y | 22.93% |
| EBITDA CAGR 10Y | — |
| Net Income CAGR 3Y | 41.44% |
| Net Income CAGR 5Y | 26.04% |
| Op. Income CAGR 3Y | — |
| Op. Income CAGR 5Y | — |
Quality Scores (13)
| Metric | Value |
|---|---|
| IS Overall | 67.0 |
| IS Profitability | 74.4 |
| IS Balance Sheet | 66.7 |
| IS Earnings Quality | 68.2 |
| IS Growth | 65.6 |
| IS Value | 48.4 |
| IS Momentum | 81.4 |
| IS Safety | 87.2 |
| IS Quality | 77.1 |
| Altman Z-Score | 12.59 |
| Piotroski F-Score | 6.79 |
| Beneish M-Score | 0.05 |
| Credit Score | — |
Dividends & Payout (4)
| Metric | Value |
|---|---|
| Dividend Yield | 1.22% |
| Payout Ratio | 32.39% |
| Buyback Yield | 2.43% |
| Total Shareholder Return | 3.52% |
Growth Stability (4)
| Metric | Value |
|---|---|
| Revenue Stability | 0.812 |
| Earnings Stability | 0.583 |
| Earnings Persistence | 0.754 |
| Margin Stability | 0.875 |
Medians (3)
| Metric | Value |
|---|---|
| Median P/E | 21.45 |
| Median P/B | 3.33 |
| Median Dividend Yield | — |
Coverage Meta (3)
| Metric | Value |
|---|---|
| Weight Coverage % | 99.73% |
| Holdings Matched | 405 |
| Total Holdings | — |