Simon Property Group, Inc.
SPG · Real Estate · · USDFahodi Score HOLD Long-term (Investment)
58
/ 100
Technical
100
Trend & RS
80
Momentum
66
Fundamental
49
Macro
24
Liquidity
68
| Component | Score | Weight |
|---|---|---|
| Technical | 100.0 | 10% |
| Trend & RS | 79.9 | 10% |
| Momentum | 66.3 | 5% |
| Fundamental | 48.8 | 40% |
| Macro | 23.6 | 15% |
| Liquidity | 68.4 | 20% |
Trade Setup
| Entry | 224.60 |
| Stop Loss | 216.72 (3.5%) |
| Target 1 (1:1) | 232.49 (+3.5%) |
| Target 2 (2:1) | 240.37 (+7.0%) |
| ATR(14) | 3.94 (1.8%) |
| Risk per Share | 7.88 |
| Reward:Risk | 2:1 |
ATR-based levels. Adjust for support/resistance zones.
Factor Profile
| Factor | Score | Z | Bar |
|---|---|---|---|
| Value | 36.1 | -0.56 | |
| Momentum | 66.3 | +0.65 | |
| Quality | 66.7 | +0.67 | |
| Composite | 56.3 | ||
Quality Scores
Piotroski F-Score
5
/9 —
Average
✓
✓
✗
✗
✗
✗
✓
✓
✓
1. Positive Net Income
2. Positive Roa
3. Positive Cfo
4. Quality Earnings
5. Lower Leverage
6. Higher Liquidity
7. No Dilution
8. Higher Gross Margin
9. Higher Asset Turnover
Altman Z-Score
2.10
—
Grey Zone
Distress <1.81Grey 1.81–2.99>2.99 Safe
Valuation vs Peers Overvalued
| Metric | Stock | Sector | vs Peers |
|---|---|---|---|
| P/E Ratio | 16.4 | 18.0 | Inline |
| P/B Ratio | 19.2 | 1.5 | Above |
| Dividend Yield | 3.9% | 4.0% | Below avg |
Comparing against Real Estate median multiples.
Trading at a premium to sector peers — verify growth justifies premium.
Intrinsic Value (DCF) Undervalued
Intrinsic Value
274.33
vs
Market Price
226.55
Upside
+21.1%
| Margin of Safety | +17.4% |
| Stage 1 PV (5yr FCF) | 20,161,060,508 |
| Terminal Value PV | 68,597,891,419 |
| Total Enterprise Value | 88,758,951,927 |
Assumptions
| Base FCF | 3,584,950,786 |
| Growth Rate (5yr) | 13.3% |
| Terminal Growth | 2.5% |
| Discount Rate (WACC) | 9.0% |
2-stage DCF: 5yr projected FCF + Gordon Growth terminal value. Estimates only — adjust growth and WACC for your own assumptions.
Position Sizing — Kelly Criterion
4.6%
Recommended Size
38.11%
Full Kelly
19.05%
Half Kelly
5.0%
Max Cap (Moderate)
Kelly inputs derived from quant score 58/100. Estimated win rate 57%, avg win 8.5%, avg loss 3.8%. Position was capped at the moderate risk maximum. This is analytical output, not a recommendation to trade.
RECOVERY
Regime: RECOVERY (40% confidence) — position size reduced 8%
Signal Summary STRONG BUY
4
Bullish Signals
0
Bearish Signals
69.34
RSI(14)
5.4041
MACD
Relative Strength (RS) NEUTRAL
74
/ 99
RS Rating
O'Neil filter: <80
| RS vs SPY | → FLAT (+7.9% vs SPY 3M) |
| RS vs Sector | OUTPERFORMING (Real Estate) |
| RS New High | ✓ RS at 3-month high Institutional accumulation signal |
| Sector Outperformance | +2.0% (3M) |
RS Line — stock / SPY (90 bars)
← older
newer →
RS vs SPY
50-day SMA of RS
NEUTRAL:
In line with the market — no strong outperformance or underperformance.
Technical Indicators
| Indicator | Value | Signal |
|---|---|---|
| Rsi | 69.34 | NEUTRAL |
| Macd | 5.4041 | BULLISH |
| Ma Cross | 207.58 / 203.85 | GOLDEN CROSS |
| Trend Short | ABOVE SMA50 | |
| Trend Long | ABOVE SMA200 | |
| Bollinger | MIDDLE | |
| Volume | 0.02x | LOW |
Key Levels
| Level | Price |
|---|---|
| 52-Week High | 238.50 |
| Bollinger Upper | 230.31 |
| SMA(200) | 203.85 |
| SMA(50) | 207.58 |
| SMA(20) | 212.07 |
| Current Price | 226.55 |
| Bollinger Lower | 193.84 |
| 52-Week Low | 177.88 |
| ATR(14) | 3.94 |
Advanced Technical Analysis
Click to expand
Wyckoff Phase & Volume Spread Analysis
Wyckoff Phase
ACCUMULATION E
Confidence
50%
Acc: 1.0 |
Dist: 1.0 |
Markup: 0.0 |
Markdown: 0.0
Volume Spread Analysis (last 5 bars)
| Date | Signal | Vol | Description |
|---|---|---|---|
| 2026-11-02 | Normal | 1.15x | Normal bar — no special VSA pattern |
| 2026-11-03 | Normal | 1.33x | Normal bar — no special VSA pattern |
| 2026-11-04 | Normal | 1.31x | Normal bar — no special VSA pattern |
| 2026-11-05 | Normal | 1.52x | Normal bar — no special VSA pattern |
| 2026-11-06 | No Supply | 0.02x | Low volume, narrow spread, firm close — no selling pressure |
Ichimoku Cloud BULLISH
| Line | Value | Status |
|---|---|---|
| Tenkan-sen (9) | 221.07 | Above Kijun |
| Kijun-sen (26) | 214.21 | Base line |
| Senkou A | 217.64 | Leading span A |
| Senkou B | 214.21 | Leading span B |
| Cloud | 214.21 – 217.64 | Bullish (Green) |
| Price vs Cloud | 224.60 | Above Cloud |
| Chikou Span | 200.95 | Bullish |
| Alignment Score | 4/4 | BULLISH |
TTM Squeeze & Divergences
TTM Squeeze
SQUEEZE OFF
No squeeze
Momentum:
BULLISH FADING
BB: 193.84 – 230.31 | KC: 205.99 – 218.15
Divergences (last 60 bars)
No significant divergences detected in the last 60 bars.
Anchored VWAP
VWAP: 199.47
Anchor: 2025-11-18 (52w Low)
ABOVE AVWAP
+12.6%
Heikin-Ashi Trend
WEAKLY BEARISH
Full data via /api/advanced/SPG
Valuation
| Metric | Value |
|---|---|
| Market Cap | 86.00B |
| P/E (TTM) | 16.36 |
| Forward P/E | N/A |
| P/B | 19.22 |
| EPS | 13.85 |
Financial Health
| Metric | Value |
|---|---|
| Revenue Growth | 13.3% |
| Profit Margin | 63.1% |
| ROE | 1.3% |
| Debt/Equity | 567.12 |
| Current Ratio | 0.39 |
| Dividend Yield | 3.9% |
| Payout Ratio | N/A |
| Beta | N/A |
Trading Data
226.55
Open
226.55
Day High
226.55
Day Low
2.01M
Volume (1.6x avg)
Price Chart (90 Days)
Candlesticks (green=up, red=down)
SMA 20
SMA 50
Bollinger Bands (upper/lower)
Volume (green=buying, red=selling)