ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF
ETFETF quote, holdings, sector allocation, technicals, and options analytics. Fibonacci levels
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2023-12-18
- Has Options
- No
- Expense ratio
- 0.42% prospectus, filed Mar 24, 2026
- Assets
- $13M shares × price, Oct 9, 2026
- Trailing yield
- 1.14% paid quarterly
- Average daily volume
- $77K 30 sessions
- Holdings
- 104 top 10 are 41.3%
- Listed
- Dec 18, 2023 Nasdaq
- Last fee change
- +15 bp filed Mar 27, 2025
Moves with. US large-cap stocks (67% of its variance, beta 1.11); Small caps over large (11% of its variance, beta 0.28); Value over growth (6% of its variance, beta 0.59). These factors explain 82% of its daily moves over the last year.
Stated objective. The Alpha Blue Capital US Small-Mid Cap Dynamic ETF (the Fund) seeks to achieve long-term capital appreciation. (from the fund's prospectus)
All 104 holdingsFlow historySimilar fundsOverlap toolAll Multi-Factor ETFs
- May 2026
- $0 latest reported month
- Latest 3 months
- −$4K −0.0% of assets
- Latest 12 months
- −$319K −2.8% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | $0 |
| Apr 2026 | $0 |
| Mar 2026 | −$4K |
| Feb 2026 | −$2K |
| Jan 2026 | $0 |
| Dec 2025 | $0 |
| Nov 2025 | $0 |
| Oct 2025 | −$306K |
| Sep 2025 | $0 |
| Aug 2025 | +$620 |
| Jul 2025 | −$4K |
| Jun 2025 | −$3K |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 30 months ago
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| FTAFirst Trust Large Cap Value AlphaDEX Fund (based on the Defined Large Cap Value Index--symbol DEFILVOI) | 16% | 0.58% | $1.3B | +16.4% | compare |
| RPVInvesco S&P 500 Pure Value ETF | 16% | 0.35% | $1.7B | +18.2% | compare |
| IMCViShares Morningstar Mid-Cap Value ETF | 16% | 0.06% | $1.1B | +17.2% | compare |
| SRHQSRH U.S. Quality GARP ETF | 15% | 0.35% | $213M | +23.8% | compare |
| SMOTVanEck Morningstar SMID Moat ETF | 14% | 0.49% | $305M | +4.9% | compare |
Ranked by how much of the two portfolios is the same securities.
- Holdings vs fair value
- +29.8% 73% under, 3% over · 89% covered
- Price / earnings
- 18.5 10% loss-making · 89% covered
- Price / book · sales
- 1.8 · 0.7 revenue growth +9.2%
- Above 200-day average
- 58% 29% above 50-day · by weight
- Short interest
- 5.3% of float, weighted · 4.0 days to cover
- Insider buying
- 11% of weight had net insider buying, 90 days; 55% net selling
- 13F holders
- +1.4% change in shares held by institutions, latest quarter
- Reporting earnings
- 3.4% of weight in 7 days; 17.8% in 14
Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.
| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | CNQCanadian Natural Resources Ltd | 1.40% | — | — |
| Exit | LNGCheniere Energy Inc | 0.75% | — | — |
| Exit | PSXPhillips 66 | 0.69% | — | — |
| New position | ACIWACI Worldwide Inc | — | 0.69% | — |
| New position | ABNBAirbnb Inc | — | 0.65% | — |
| New position | OTISOtis Worldwide Corp | — | 0.57% | — |
| New position | INTUIntuit Inc | — | 0.57% | — |
| Increase | CPAYCorpay Inc | 0.69% | 1.23% | +64.1% |
| Increase | SLMSLM Corp | 0.49% | 1.01% | +79.3% |
| Increase | SAICScience Applications International Corp | 0.37% | 0.85% | +107.1% |
10 new, 10 exited, 7 increased and 7 decreased between the fund's two latest holdings reports; turnover 12.3%. Full holdings and history
- Authorized participants
- 2 active of 2 with agreements; top 3 did 100%
- Created · redeemed
- $3.7M · $4.6M over the fiscal year
- Redemptions in kind
- 98% creations 98% in kind
- Creation unit
- 10,000 shares
- Securities lending
- 0.26% of assets on loan on average; earned 0.1 bp
- Diversification status
- Non-diversified may concentrate in fewer issuers
From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-28 | 2026-09-30 | $0.0891 | CD |
| 2026-06-29 | 2026-06-30 | $0.0983 | CD |
| 2026-03-30 | 2026-03-31 | $0.0430 | CD |
| 2025-12-23 | 2025-12-24 | $0.1587 | CD |
| 2025-09-29 | 2025-09-30 | $0.0954 | CD |
| 2025-06-27 | 2025-06-30 | $0.1108 | CD |
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| VBR | Vanguard Small-Cap Value ETF | 11.06% | Equity (common) | US |
| VOE | Vanguard Mid-Cap Value ETF | 10.13% | Equity (common) | US |
| VB | Vanguard Small-Cap ETF | 5.34% | Equity (common) | US |
| VO | Vanguard Mid-Cap ETF | 5.10% | Equity (common) | US |
| GPN | Global Payments Inc | 1.96% | Equity (common) | US |
| ELV | ELEVANCE HEALTH INC | 1.92% | Equity (common) | US |
| AMP | Ameriprise Financial Inc | 1.71% | Equity (common) | US |
| GEHC | GE HealthCare Technologies Inc | 1.60% | Equity (common) | US |
| CNQ | Canadian Natural Resources Ltd | 1.40% | Equity (common) | CA |
| USB | US Bancorp | 1.36% | Equity (common) | US |
| — | Arch Capital Group Ltd | 1.30% | Equity (common) | BM |
| FISV | Fiserv Inc | 1.22% | Equity (common) | US |
| LPLA | LPL Financial Holdings Inc | 1.13% | Equity (common) | US |
| LAD | Lithia Motors Inc | 1.13% | Equity (common) | US |
| — | Willis Towers Watson PLC | 1.12% | Equity (common) | IE |
| — | Everest Group Ltd | 1.05% | Equity (common) | BM |
| CDW | CDW Corp/DE | 0.99% | Equity (common) | US |
| TAP | Molson Coors Beverage Co | 0.99% | Equity (common) | US |
| KDP | Keurig Dr Pepper Inc | 0.98% | Equity (common) | US |
| LEA | Lear Corp | 0.98% | Equity (common) | US |
| ET | Energy Transfer LP | 0.98% | Equity (common) | US |
| ALSN | Allison Transmission Holdings Inc | 0.96% | Equity (common) | US |
| DAL | Delta Air Lines Inc | 0.95% | Equity (common) | US |
| PYPL | PayPal Holdings Inc | 0.91% | Equity (common) | US |
| JLL | Jones Lang LaSalle Inc | 0.91% | Equity (common) | US |
| CVS | CVS Health Corp | 0.88% | Equity (common) | US |
| CNC | Centene Corp | 0.87% | Equity (common) | US |
| FANG | Diamondback Energy Inc | 0.83% | Equity (common) | US |
| — | Axis Capital Holdings Ltd | 0.82% | Equity (common) | BM |
| SNX | TD SYNNEX Corp | 0.80% | Equity (common) | US |
| — | Jazz Pharmaceuticals PLC | 0.78% | Equity (common) | IE |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 0.77% | Equity (common) | US |
| HUM | Humana Inc | 0.76% | Equity (common) | US |
| EIX | Edison International | 0.75% | Equity (common) | US |
| LNG | Cheniere Energy Inc | 0.75% | Equity (common) | US |
| BIIB | Biogen Inc | 0.75% | Equity (common) | US |
| — | Norwegian Cruise Line Holdings Ltd | 0.74% | Equity (common) | BM |
| THC | Tenet Healthcare Corp | 0.74% | Equity (common) | US |
| — | Essent Group Ltd | 0.73% | Equity (common) | BM |
| FIS | Fidelity National Information Services Inc | 0.73% | Equity (common) | US |
| IFF | International Flavors & Fragrances Inc | 0.73% | Equity (common) | US |
| HPE | Hewlett Packard Enterprise Co | 0.72% | Equity (common) | US |
| HAL | Halliburton Co | 0.72% | Equity (common) | US |
| MSGS | Madison Square Garden Sports Corp | 0.71% | Equity (common) | US |
| ADBE | Adobe Inc | 0.71% | Equity (common) | US |
| PSX | Phillips 66 | 0.69% | Equity (common) | US |
| WTFC | Wintrust Financial Corp | 0.69% | Equity (common) | US |
| CPAY | Corpay Inc | 0.69% | Equity (common) | US |
| FAF | First American Financial Corp | 0.66% | Equity (common) | US |
| CTVA | Corteva Inc | 0.62% | Equity (common) | US |
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 1.60% | $181511 | 1 |
| RE | 0.75% | $85017 | 2 |
| Month | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|
| Jan | -- | -1.66% | 4.00% | 1.17% | 1.17% |
| Feb | -- | 2.74% | -1.60% | 1.13% | 0.76% |
| Mar | -- | 5.69% | -2.62% | -5.10% | -0.68% |
| Apr | -- | -5.33% | -3.71% | 7.23% | -0.60% |
| May | -- | 4.20% | 4.97% | 1.26% | 3.48% |
| Jun | -- | -1.62% | 3.16% | 2.92% | 1.49% |
| Jul | -- | 7.59% | -1.30% | 4.63% | 3.64% |
| Aug | -- | 2.79% | 7.33% | 0.26% | 3.46% |
| Sep | -- | 7.84% | -0.82% | -6.12% | 0.30% |
| Oct | -- | 0.29% | -2.84% | 2.43%* | -0.04% |
| Nov | -- | 8.48% | 3.20% | -- | 5.84% |
| Dec | 1.95% | -6.62% | 1.18% | -- | -1.16% |
| Total | 1.95% | 25.56% | 10.76% | 9.46% | 11.93% |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
Momentum Oscillators
Volume & Volatility
Data Summary
Click Frenzy-Pro™ for an AI analysis of this ticker.
Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.
ABCS Options Activity & IV Rank
Each spread is ranked by a composite score built in three stages. Full documentation →
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
Risk Metrics
Analysis Details
Data Points: 251
Period: 252 trading days
Low volatility - stock moves less than market
ABCS Institutional Ownership (13F)
Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|
Click any bar to view the full quote for that stock.
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|