Seeking AlphaT3·46mo ago
AUSF Global X Adaptive U.S. Factor 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.
AUSF
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Key stats
About
Global X Adaptive U.S. Factor ETF (AUSF) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2018-08-24
- Has Options
- No
Fund profile
holdings as of Oct 21, 2026issuer datathrough May 2026flows, SEC filings
- Expense ratio
- 0.27% prospectus, filed Mar 27, 2026
- Assets
- $890M shares × price, Oct 21, 2026
- Trailing yield
- 2.72% paid quarterly
- Average daily volume
- $2.7M 30 sessions
- Holdings
- 191 top 10 are 17.0%
- Listed
- Aug 24, 2018 NYSE Arca
- Tracking difference
- -0.33 pts vs index, after fees, FY 2025
Cost82
Liquidity48
Scale72
Diversification100
Moves with. Value over growth (34% of its variance, beta 0.59); US large-cap stocks (31% of its variance, beta 0.75); Small caps over large (7% of its variance, beta 0.16); Emerging markets over US (4% of its variance, beta -0.11). These factors explain 77% of its daily moves over the last year.
Stated objective. "The Global X Adaptive U.S. Factor ETF (""Fund"") seeks to provide investment results that correspond generally to the price and yield performance, before fees and expenses, of the Adaptive Wealth Strategies U.S. Factor Index (""Underlying Index"")." (from the fund's prospectus)
All 191 holdingsFlow historySimilar fundsOverlap toolAll Tactical & Rotation ETFs
Fund flows
through May 2026SEC filings- May 2026
- +$21M latest reported month
- Latest 3 months
- +$23M +2.8% of assets
- Latest 12 months
- +$217M +25.6% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$21M |
| Apr 2026 | +$21M |
| Mar 2026 | −$18M |
| Feb 2026 | +$6.5M |
| Jan 2026 | +$9.1M |
| Dec 2025 | +$22M |
| Nov 2025 | +$34M |
| Oct 2025 | +$13M |
| Sep 2025 | +$679K |
| Aug 2025 | +$20M |
| Jul 2025 | +$74M |
| Jun 2025 | +$15M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 81 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| VFMVVanguard U.S. Minimum Volatility ETF | 30% | 0.13% | $480M | +12.6% | compare |
| PAPIParametric Equity Premium Income ETF | 28% | 0.29% | $400M | +7.0% | compare |
| SELVSEI QiM U.S. Large Cap Low Volatility Active ETF | 28% | 0.15% | $245M | +13.7% | compare |
| LGLVState Street SPDR US Large Cap Low Volatility Index ETF | 28% | 0.12% | $1.2B | +4.6% | compare |
| VLUState Street SPDR S&P 1500 Value Tilt ETF | 27% | 0.12% | $784M | +20.6% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 21, 2026issuer data- Holdings vs fair value
- +11.5% 46% under, 23% over · 100% covered
- Price / earnings
- 15.8 2% loss-making · 99% covered
- Price / book · sales
- 2.0 · 1.3 revenue growth +5.9%
- Above 200-day average
- 56% 54% above 50-day · by weight
- Short interest
- 4.5% of float, weighted · 4.0 days to cover
- Insider buying
- 10% of weight had net insider buying, 90 days; 55% net selling
- 13F holders
- +2.2% change in shares held by institutions, latest quarter
- Reporting earnings
- 33.3% of weight in 7 days; 65.8% in 14
Holdings reporting in the next 14 days · weighted implied move this week 2.15%
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.
What changed in the portfolio
Feb 28, 2026 → May 31, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| New position | GTLSCHART INDUSTRIES, INC. | — | 1.49% | — |
| Decrease | CENCORA, INC. | 1.51% | 0.07% | −94.2% |
| Increase | TXNMTXNM Energy, Inc. | 0.07% | 1.50% | +1963.9% |
| Decrease | EVRGEvergy, Inc. | 1.44% | 0.08% | −94.8% |
| New position | APPLE INC. | — | 1.14% | — |
| New position | HUMHUMANA INC. | — | 0.70% | — |
| Exit | ARROW ELECTRONICS, INC. | 0.61% | — | — |
| New position | BEST BUY CO., INC. | — | 0.61% | — |
| New position | DALDELTA AIR LINES, INC. | — | 0.60% | — |
| Exit | LBRDALIBERTY BROADBAND CORPORATION | 0.59% | — | — |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.6%. Full holdings and history
Under the hood
fiscal year to Nov 30, 2025SEC census- Authorized participants
- 6 active of 22 with agreements; top 3 did 97%
- Created · redeemed
- $601M · $254M over the fiscal year
- Redemptions in kind
- 100% creations 100% in kind
- Creation unit
- 10,000 shares
- Securities lending
- 0.25% of assets on loan on average; earned 0.1 bp
- Return vs index
- -0.33 pts after fees; -0.05 before; daily s.d. 0.20
From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.
ETF Profile
holdings as of 2026-10-21
Holdings
191
AUM
$889.5M
Provider
Global X
Inception
2018-08-24
Exchange
ARCX
Data As Of
2026-10-21
Expense Ratio
0.27%
Dividend Yield
2.72%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-08-05 | 2026-08-10 | $0.3250 | CD |
| 2026-05-06 | 2026-05-11 | $0.3250 | CD |
| 2026-02-04 | 2026-02-09 | $0.3073 | CD |
| 2025-12-30 | 2026-01-07 | $0.1248 | CD |
| 2025-11-07 | 2025-11-17 | $0.2950 | CD |
| 2025-08-07 | 2025-08-14 | $0.2950 | CD |
Asset Allocation
Top Holdings
top 50 of 191 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| VZ | VERIZON COMMUNICATIONS INC | 1.98% | Equity (US) | US |
| MSFT | MICROSOFT CORP | 1.92% | Equity (US) | US |
| T | AT&T INC | 1.80% | Equity (US) | US |
| BRK.B | BERKSHIRE HATHAWAY INC-CL B | 1.67% | Equity (US) | US |
| MSI | MOTOROLA SOLUTIONS INC | 1.65% | Equity (US) | US |
| VRSN | VERISIGN INC | 1.64% | Equity (US) | US |
| CME | CME GROUP INC | 1.61% | Equity (US) | US |
| AAPL | APPLE INC | 1.60% | Equity (US) | US |
| RPRX | ROYALTY PHARMA PLC- CL A | 1.59% | Equity (US) | — |
| JNJ | JOHNSON & JOHNSON | 1.53% | Equity (US) | US |
| TXNM | TXNM ENERGY INC | 1.52% | Equity (US) | US |
| ADP | AUTOMATIC DATA PROCESSING | 1.50% | Equity (US) | US |
| LIN | LINDE PLC | 1.49% | Equity (US) | — |
| KO | COCA-COLA CO/THE | 1.48% | Equity (US) | US |
| RTX | RTX CORPORATION | 1.48% | Equity (US) | US |
| WM | WASTE MANAGEMENT INC | 1.47% | Equity (US) | US |
| AFL | AFLAC INC | 1.46% | Equity (US) | US |
| CSCO | CISCO SYSTEMS INC | 1.45% | Equity (US) | US |
| LMT | LOCKHEED MARTIN CORP | 1.44% | Equity (US) | US |
| RSG | REPUBLIC SERVICES INC | 1.44% | Equity (US) | US |
| TJX | TJX COMPANIES INC | 1.41% | Equity (US) | US |
| WMT | WALMART INC | 1.40% | Equity (US) | US |
| GD | GENERAL DYNAMICS CORP | 1.38% | Equity (US) | US |
| DOX | AMDOCS LTD | 1.35% | Equity (US) | — |
| MO | ALTRIA GROUP INC | 1.32% | Equity (US) | US |
| ADC | AGREE REALTY CORP | 1.20% | Equity (US) | US |
| PEN | PENUMBRA INC | 1.20% | Equity (US) | US |
| LHX | L3HARRIS TECHNOLOGIES INC | 1.10% | Equity (US) | US |
| NOC | NORTHROP GRUMMAN CORP | 0.97% | Equity (US) | US |
| MKC | MCCORMICK & CO-NON VTG SHRS | 0.89% | Equity (US) | US |
| ACN | ACCENTURE PLC-CL A | 0.86% | Equity (US) | — |
| CTSH | COGNIZANT TECH SOLUTIONS-A | 0.81% | Equity (US) | US |
| TMUS | T-MOBILE US INC | 0.70% | Equity (US) | US |
| LDOS | LEIDOS HOLDINGS INC | 0.70% | Equity (US) | US |
| XOM | EXXONMOBIL HOLDINGS CORP | 0.70% | Equity (US) | US |
| MDT | MEDTRONIC PLC | 0.66% | Equity (US) | — |
| MCD | MCDONALD'S CORP | 0.65% | Equity (US) | US |
| SWKS | SKYWORKS SOLUTIONS INC | 0.65% | Equity (US) | US |
| NYT | NEW YORK TIMES CO-A | 0.64% | Equity (US) | US |
| BDX | BECTON DICKINSON AND CO | 0.64% | Equity (US) | US |
| HPQ | HP INC | 0.62% | Equity (US) | US |
| UHS | UNIVERSAL HEALTH SERVICES-B | 0.61% | Equity (US) | US |
| KMI | KINDER MORGAN INC | 0.61% | Equity (US) | US |
| PFE | PFIZER INC | 0.60% | Equity (US) | US |
| BIO | BIO-RAD LABORATORIES-A | 0.59% | Equity (US) | US |
| FOX | FOX CORP - CLASS B | 0.58% | Equity (US) | US |
| GAP | GAP INC/THE | 0.58% | Equity (US) | US |
| SOLV | SOLVENTUM CORP | 0.56% | Equity (US) | US |
| ELV | ELEVANCE HEALTH INC | 0.56% | Equity (US) | US |
| TGT | TARGET CORP | 0.55% | Equity (US) | US |
Geographic Breakdown
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 1.59% | -3.38% | 0.62% | 2.46% | 4.23% | 4.03% | 1.59% |
| Feb | 2.87% | -1.30% | -3.06% | 2.76% | 0.93% | 2.77% | 0.83% |
| Mar | 4.20% | 4.76% | 1.13% | 4.37% | 0.23% | -3.90% | 1.80% |
| Apr | 2.86% | -4.72% | -0.18% | -3.97% | -2.72% | 1.90% | -1.14% |
| May | 1.33% | 1.83% | -4.14% | 2.64% | 2.60% | -0.43% | 0.64% |
| Jun | -2.29% | -5.70% | 7.04% | -0.24% | 3.23% | -0.35% | 0.28% |
| Jul | -0.04% | 4.57% | 3.82% | 6.38% | -1.57% | 4.54% | 2.95% |
| Aug | 2.69% | -0.97% | 0.01% | 2.12% | 4.71% | -0.04% | 1.42% |
| Sep | -2.62% | -5.65% | -4.67% | 1.40% | 1.11% | -5.95% | -2.73% |
| Oct | 1.94% | 8.78% | -0.35% | 0.68% | -2.32% | 5.93%* | 2.44% |
| Nov | -3.36% | 1.86% | 8.77% | 5.42% | 2.80% | -- | 3.10% |
| Dec | 7.84% | -3.29% | 6.40% | -6.26% | 1.05% | -- | 1.15% |
| Total | 17.77% | -4.30% | 15.33% | 18.42% | 14.88% | 8.15% | 11.71% |
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- 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.
Momentum Oscillators
- 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.
Volume & Volatility
- 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
SMA 20: $49.65
SMA 50: $50.74
SMA 200: $49.67
Current: $51.64
EMA 12: $50.31
EMA 26: $50.18
MACD: 0.1312 | Signal: 0.3079
BEARISH
ADX (14): 29.94
TREND
+DI: 40.59
−DI: 16.92
Momentum Oscillators
RSI (14): 66.73
NEUTRAL
Stoch %K: 96.08
Stoch %D: 90.85
Williams %R: 0.00
Volume & Volatility
BB Upper: $51.23
BB Lower: $48.06
OVERBOUGHT
OBV: 790,242
Vol SMA 20: 54,003
Vol ROC: 153.05%
ATR: $0.46
True Range: $0.93
HV 20: 11.7%
HV 30: 11.1%
HV 60: 10.0%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
LLM Stock Analysis Report: AUSF
Executive Summary:
Overall Assessment: NEUTRAL (Confidence Level: 6)
Key Drivers: Range-bound price action with low volatility, potential for continuation of current trend
Primary Risks: Lack of significant catalysts, potential breakouts/breakdowns from technical levels
Investment Thesis: AUSF is trading in a consolidation phase, with mixed signals from technical indicators. While the stock has been relatively stable, recent news headlines suggest a neutral sentiment.
Recent News Sentiment Impact: The recent Seeking Alpha article on Q1 2023 Equity Market Outlook had a NEUTRAL sentiment impact, providing no significant catalysts for the stock price.
Technical Analysis:
Trend Direction: Medium-term (1-3 months) - Consolidation/Range-bound
Support/Resistance Levels: SMA 20 ($48.86), Upper Bollinger Band ($49.68)
Momentum Signals:
- RSI interpretation: Neutral zone (30-70)
- MACD signal: Bearish histogram (-0.00)
- Bollinger Bands position: Squeeze
Volume Analysis: Low volume, institutional interest signals are weak
News & Sentiment Analysis:
Recent Headlines Summary: Q1 2023 Equity Market Outlook article had a NEUTRAL sentiment impact
Sentiment Assessment: Neutral (50%)
Catalyst Identification: No significant catalysts identified
Market Narrative: The market is currently range-bound, with AUSF trading within a narrow band.
Risk & Volatility Assessment:
Beta Interpretation: Low-risk stock relative to the market (beta 0.46)
Volatility Regime: Low volatility - stock moves less than market
Options Market Signals: No options data available
Downside Protection: SMA 20 ($48.86) and Upper Bollinger Band ($49.68) provide support
Market Context & Positioning:
Sector Performance: AUSF's sector is trading neutral, relative strength index (RSI) indicates a slight uptrend
Institutional Activity: Weak institutional interest signals
Correlation Analysis: AUSF has a low correlation with the market (R-squared 0.54)
Relative Valuation: AUSF is positioned within its recent trading range
Key Levels & Action Items:
Critical Price Levels: SMA 20 ($48.86), Upper Bollinger Band ($49.68)
Breakout/Breakdown Levels: Lower Bollinger Band ($48.05) and Lower SMA 200 ($47.34)
Time-Sensitive Catalysts: No significant earnings or events announced
Risk Management: Monitor price action, adjust stop-loss levels as needed
This comprehensive analysis provides a detailed evaluation of AUSF's technical, news, and risk factors. The stock is trading in a consolidation phase, with low volatility and mixed signals from technical indicators. While there are no significant catalysts identified, the recent Seeking Alpha article had a neutral sentiment impact. Investors should monitor price action and adjust their positions accordingly to manage risk.
Generated
News
All AUSF news →
AUSF Options Activity & IV Rank
Loading options activity...
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
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.
Stage 2 — Skew Adjustment (±25% cap)
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.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- 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.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
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.
Risk Reversal
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.
Reading them together
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.
14 DTE / 10d
—
—
pts
EXTREME
ATM — / Wing —
30 DTE / 10d
—
—
pts
EXTREME
ATM — / Wing —
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
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.
Volatility Surface
Enter a ticker to render the implied volatility surface.
Volatility Smile
Enter a ticker to render the implied volatility smile.
IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis
Risk Metrics
Beta: 0.2310
Alpha: 9.15%
Correlation: 0.2876
R-Squared: 8.3%
Stock Volatility: 10.3%
Market Volatility: 12.8%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Low volatility - stock moves less than market
Beta & Alpha Over Time
AUSF Institutional Ownership (13F)
Latest filings — 2026-09-30Institutional 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 |
|---|
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|