SPDR S&P Regional Banking ETF (KRE) Next Earnings Date & Expected ±3.6% Move

Per the Roarable RQD rating, KRE scores 71 out of 100, grade B-, labeled "Roarable Buy — Sound Institutional Accumulation (ETF Composite Methodology)." The Fundamental Cash Engine pillar scores 17 of 20, with ROIC at 0% and FCF yield at 0%; for an ETF these fund-level figures do not describe underlying bank cash generation, so this pillar should be read cautiously. The Whale 13F Flow pillar scores 12 of 20 for institutional accumulation and options positioning, indicating moderate rather than strong institutional conviction. The Insider Conviction pillar scores 16 of 20 based on SEC Form 4 and Congressional PTR cluster flow. The Macro Regime Fit pillar scores 10 of 20 with Beta at 1.0 and a noted sector sensitivity, meaning the fund tracks broad market movements and is exposed to regional bank sector stress. The Forensic Balance Sheet pillar scores 16 of 20, citing Altman Z 2.5, Piotroski F 6/9, and Debt/Equity 0.5. For a prospective investor, the upside drivers in this scoring are the balance-sheet and insider-flow components; the main valuation tradeoff is that the macro-regime pillar is the weakest, so returns are tied closely to the regional banking cycle and broader market beta.

Per the Profile section, SPDR S&P Regional Banking ETF (KRE) is a liquid institutional exchange-traded fund listed on the NYSE, classified under the ETF / Index sector and the US Regional Banks Stress Gauge industry. It tracks that index and is described as having approximately $4.5B in assets under management. The source data does not describe the fund's sponsor-level fee structure, holdings count, or the specific regional banks held. As a fund, its revenue model is not described in the source data beyond its tracking purpose.

Per the recent news and catalysts section, six items are listed, all tagged to KRE with a YELLOW light and "MARKET WIRE" impact label. Headlines reference the fund's stock price and quote history, an investment how-to, a structural drift comparison between KBE and KRE, a report titled "Institutional Confidence in Banks Has Collapsed Ahead of Earnings," and a quant signal-set mention of KRE movement. The "Institutional Confidence" headline is the most directly risk-oriented item, though its summary is generic and does not quantify the claim. No dates beyond relative timestamps are provided for the items beyond their publication times, and the summaries are largely boilerplate. Per the Butterfly Supply-Chain Graph, the supply chain is recorded as "NONE," there are no butterfly links, and there are no proprietary signals. Risk watch items are limited to the stress-gauge framing of the industry and the sector sensitivity noted in the RQD macro pillar.

Per the Butterfly Supply-Chain Graph, no upstream or downstream dependencies, butterfly links, or proprietary signals are recorded, so no supply-chain ripple mapping is available from the source data. The source data does reference a KBE-to-KRE structural drift comparison in the news wire, which implies sector-level correlation between the two regional and broader bank exposures, but the magnitude and direction of that correlation are not quantified in the sources. Investors should watch regional bank earnings and credit conditions as second-order drivers, though the source data does not link these to specific constituent holdings.

• What are the underlying holdings, weighting methodology, and constituent-level financials of the fund?
• What is the expense ratio and tracking error relative to the S&P regional banking index?
• What do the 13F and Form 4 flows listed in the RQD pillars specifically consist of, and over what period?
• What drove the "Institutional Confidence in Banks Has Collapsed" headline, and is it supported by measurable fund flows?
• How do the fund-level ROIC and FCF yield of 0% reconcile with the Fundamental Cash Engine score of 17 of 20?