Brown Advisory Flexible Equity ETF(BAFE · ETF)
ETF quote, holdings, sector allocation, technicals, and options analytics.
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.
Brown Advisory Flexible Equity ETF (BAFE) ETF
- Exchange
- XNAS
- Inception
- 2024-11-15
- Has Options
- No
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2025-12-30 | 2026-01-07 | $0.0810 | CD |
| 2024-12-30 | 2025-01-07 | $0.0157 | CD |
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| MSFT | MICROSOFT CORPORATION | 7.13% | Equity (common) | US |
| TSM | Taiwan Semiconductor Manufacturing Co., Ltd. | 5.12% | Equity (common) | US |
| META | META PLATFORMS, INC. | 4.71% | Equity (common) | US |
| — | AMAZON.COM, INC. | 4.64% | Equity (common) | US |
| V | VISA INC. | 4.44% | Equity (common) | US |
| MA | MASTERCARD INCORPORATED. | 4.18% | Equity (common) | US |
| GOOGL | ALPHABET INC. | 4.01% | Equity (common) | US |
| GOOG | ALPHABET INC. | 3.87% | Equity (common) | US |
| KKR | KKR & CO. INC. | 3.69% | Equity (common) | US |
| — | BERKSHIRE HATHAWAY INC. | 3.57% | Equity (common) | US |
| UNH | UNITEDHEALTH GROUP INCORPORATED | 2.75% | Equity (common) | US |
| BKNG | BOOKING HOLDINGS INC. | 2.43% | Equity (common) | US |
| URI | UNITED RENTALS, INC. | 2.32% | Equity (common) | US |
| SCHW | THE CHARLES SCHWAB CORPORATION | 2.29% | Equity (common) | US |
| INTU | INTUIT INC. | 2.18% | Equity (common) | US |
| SU | Suncor Energy Inc. | 2.15% | Equity (common) | US |
| FCNCA | FIRST CITIZENS BANCSHARES, INC. | 2.10% | Equity (common) | US |
| — | EDWARDS LIFESCIENCES CORPORATION | 2.05% | Equity (common) | US |
| AS | Amer Sports, Inc | 1.96% | Equity (common) | US |
| KLAC | KLA CORPORATION | 1.95% | Equity (common) | US |
| CARR | CARRIER GLOBAL CORPORATION | 1.94% | Equity (common) | US |
| — | BANK OF AMERICA CORPORATION | 1.88% | Equity (common) | US |
| — | APPLE INC. | 1.69% | Equity (common) | US |
| — | ANALOG DEVICES, INC. | 1.68% | Equity (common) | US |
| — | ELEVANCE HEALTH, INC. | 1.66% | Equity (common) | US |
| GE | GENERAL ELECTRIC COMPANY | 1.57% | Equity (common) | US |
| DHR | DANAHER CORPORATION | 1.54% | Equity (common) | US |
| TJX | THE TJX COMPANIES, INC. | 1.47% | Equity (common) | US |
| — | AUTODESK, INC. | 1.43% | Equity (common) | US |
| UBER | UBER TECHNOLOGIES, INC. | 1.33% | Equity (common) | US |
| PGR | THE PROGRESSIVE CORPORATION | 1.33% | Equity (common) | US |
| — | AMERICAN INTERNATIONAL GROUP, INC. | 1.26% | Equity (common) | US |
| ILMN | ILLUMINA, INC. | 1.21% | Equity (common) | US |
| MDLZ | Mondelez International, Inc. | 1.15% | Equity (common) | US |
| — | ALIGN TECHNOLOGY, INC. | 1.07% | Equity (common) | US |
| FERG | FERGUSON ENTERPRISES INC. | 1.05% | Equity (common) | US |
| TMUS | T-MOBILE US, INC. | 1.00% | Equity (common) | US |
| ODFL | OLD DOMINION FREIGHT LINE, INC. | 0.99% | Equity (common) | US |
| LOW | LOWE'S COMPANIES, INC. | 0.99% | Equity (common) | US |
| USFD | US FOODS HOLDING CORP. | 0.96% | Equity (common) | US |
| CNI | Compagnie des chemins de fer nationaux du Canada | 0.88% | Equity (common) | US |
| WDAY | WORKDAY, INC. | 0.84% | Equity (common) | US |
| MRVL | MARVELL TECHNOLOGY, INC. | 0.81% | Equity (common) | US |
| NOMD | Nomad Foods Limited | 0.59% | Equity (common) | US |
| Month | Avg Return | Years of Data |
|---|---|---|
| Jan | +2.13% | 2 |
| Feb | -2.23% | 2 |
| Mar | -4.96% | 2 |
| Apr | +8.15% | 2 |
| May | +2.98% | 2 |
| Jun | +3.37% | 2 |
| Jul | +1.42% | 2 |
| Aug | -0.04% | 2 |
| Sep | +0.91% | 2 |
| Oct | -1.11% | 1 |
| Nov | +1.49% | 2 |
| Dec | -0.53% | 2 |
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
LLM Stock Analysis Report: BAFE
Executive Summary
BULLISH (Confidence Level: 7/10)
Key drivers: Technical indicators suggest a neutral to bullish bias, with momentum oscillators indicating a potential uptrend. Recent news headlines not available.
Primary risks: Volatility, trend reversal.
Investment thesis: BAFE is poised for a potential medium-term uptrend, driven by its technical indicators and relatively low volatility.
Recent news sentiment impact: No recent news available; therefore, no sentiment impact assessed.
Technical Analysis
Trend Direction: Neutral to Bullish (Short-term: 1-4 weeks)
Support/Resistance Levels: SMA 20 ($28.59), Bollinger Bands (Upper: $29.10, Middle: $28.59, Lower: $28.07)
Momentum Signals:
- RSI interpretation: Neutral (53.50)
- MACD signal: Bullish (0.27 above signal line)
- Bollinger Bands position: Squeeze
Volume Analysis: Volume SMA 20 ($82606.45) and OBV ($6754987.08) suggest moderate institutional interest.
News & Sentiment Analysis
No recent news available; therefore, no sentiment assessment or catalyst identification possible.
Risk & Volatility Assessment
Beta Interpretation: Moderate risk relative to market (beta: 0.98)
Volatility Regime: Moderate volatility - stock generally follows market
Options Market Signals: No options data available for analysis.
Downside Protection: SMA 20 ($28.59) and Bollinger Bands provide support levels for risk management considerations.
Market Context & Positioning
Sector performance: Not available.
Institutional activity: Moderate institutional interest suggested by volume indicators.
Correlation analysis: Correlation with market (R-squared interpretation) is moderate at 0.91.
Relative valuation: Within trading range.
Key Levels & Action Items
Critical Price Levels: SMA 20 ($28.59), Bollinger Bands (Upper: $29.10, Middle: $28.59, Lower: $28.07)
Breakout/Breakdown Levels: None identified based on current data.
Time-Sensitive Catalysts: No earnings dates or other time-sensitive events available.
Risk Management: Consider stop-loss levels at SMA 20 ($28.59) and Bollinger Bands for risk management considerations.
Please note that this analysis is based on the provided data and may not reflect actual market conditions or future performance of the stock.
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.
- Beta (1Y vs SPY)
- 0.94
- Correlation (SPY)
- 89.4%
- R²
- 0.80
- Ann. Volatility
- 13.6%
- SPY Volatility
- 13.0%
Moderate volatility - stock generally follows market
Click any bar to view the full quote for that stock.
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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