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Investing guides, with S&P 500 data

11 guides that explain the concepts this site works with, using figures measured on the S&P 500 and links to their sources. They are educational: not investment recommendations, and they take no one's circumstances into account.

  1. S&P 500, Nasdaq-100 or MSCI World: what the data say

    Returns, worst drawdowns, volatility, top-10 weight, overlap and cost of the three indices from official data, and how funds and ETFs are taxed in Spain.

    · Read the guide →

  2. Equal-weight vs. cap-weighted S&P 500: the data

    What changes when all 500 companies weigh the same: the top 10 make up 40%, RSP vs. SPY year by year since 2003 and the history since 1998.

    · Read the guide →

  3. Sharpe ratio, max drawdown and CAGR: the basics

    What CAGR, volatility, maximum drawdown and the Sharpe, Sortino and Calmar ratios measure, with the numbers of a simulated S&P 500 portfolio.

    · Read the guide →

  4. 10-K, 10-Q and 8-K: SEC filings explained

    The 10-K is the audited annual report, the 10-Q the quarterly one and the 8-K the notice of material events: what each contains and when it arrives.

    · Read the guide →

  5. Value investing: what it is and its track record

    A 20-stock S&P 500 value portfolio would have returned 11.36% a year in 1998-2026 (simulated), with an 80% drawdown. What value investing is.

    · Read the guide →

  6. P/E ratio explained: compare it with its sector

    What the P/E measures, how it differs from the forward P/E and why it must be compared with its sector: medians for the 11 S&P 500 sectors on 9/18/2026.

    · Read the guide →

  7. $100 a month in the S&P 500: what it would have become

    The numbers over 10, 20 and 25 years with specific dates: paid in, final value, the worst moment along the way and how much the starting month changes.

    · Read the guide →

  8. How US stocks are taxed for residents of Spain

    15% withholding with W-8BEN, the Spanish foreign tax credit, 2026 savings brackets, capital gains, losses, the two-month rule and Form 720, with sources.

    · Read the guide →

  9. Momentum investing: what it is and its S&P 500 record

    A 20-stock S&P 500 momentum portfolio would have returned 9.93% a year in 1998-2026, vs 10.37% for equal-weight. What momentum is and how it is measured.

    · Read the guide →

  10. Investing in the S&P 500: index, equal-weight or factors

    Cap-weighted index, equal-weight or factors: what each one is and what it delivered in 1998-2026, with drawdowns, costs and currency. No recommendations.

    · Read the guide →

  11. Insider buying: what it is and this month's S&P 500 buys

    Form 4, code P and pre-planned sales: only 993 of 42,295 insider transactions are purchases with their own money. Plus the September 2026 buys.

    · Read the guide →

To go further: the Academy course, the Methodology behind the rankings and the S&P 500 daily report.

With today's data: the dividend yield of every S&P 500 company, with payout ratios and upcoming ex-dividend dates.

Each guide states the cut-off date and source of its figures. Where they quote model portfolio results, those are historical simulations: past performance does not guarantee future returns. Not financial advice.

The portfolio every month, in your inbox

On the day the 20-stock multi-factor portfolio rebalances, roughly once a month, you get the stocks it holds and which ones come in and go out. No account or password, and one click to unsubscribe.

A model portfolio with simulated results, not a personalized recommendation. Your email is used for this only: privacy.

S&P 500 market gravity