GlobeNewswire Inc.T3·22mo ago
BBAX JPMorgan BetaBuilders Developed Asia Pacific-ex Japan ETF
ETF 61.74 DelayedETF quote, holdings, sector allocation, technicals, and options analytics. Expected move IV rank history 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.
BBAX
$61.74
—
Key stats
$61.74
- 52-Week Range
- $53.84 – $65.80
- YTD
- +8.31%
- IV Rank (30D)
- 65.18
- Straddle Price
- $2.65
- Open
- $61.85
- Day Range
- $61.67 – $61.98
- Volume
- 79,038
- Prev Close
- $62.31
About
JPMorgan BetaBuilders Developed Asia Pacific-ex Japan ETF (BBAX) ETF
No description available.
- Exchange
- BATS
- Inception
- 2018-08-07
- Has Options
- Yes
Fund profile
holdings as of Oct 21, 2026issuer datathrough Jul 2026flows, SEC filings
International Equity
Single Country#10 of 163 by assets
JPMorgan
Japan
Developed ex-US
Index-tracking
- Expense ratio
- 0.19% issuer, Oct 22, 2026
- Assets
- $6.7B issuer-reported, Oct 21, 2026
- Trailing yield
- 3.78% paid quarterly
- Average daily volume
- $14M 30 sessions
- Holdings
- 103 top 10 are 48.2%
- Listed
- Aug 7, 2018 Cboe BZX
- Net asset value
- $62.28 issuer, Oct 21, 2026 · closed +0.04% to NAV
- 30-day SEC yield
- 3.29% issuer, Oct 20, 2026
- Return on NAV, 1 year
- +14.1% issuer, through Sep 30, 2026 · 3 years +15.8% a year · 5 years +7.3%
- Distributions, 12 months
- $2.36 a share issuer, through Sep 22, 2026: 100% income
- Tracking difference
- -0.09 pts vs index, after fees, FY 2025
Cost87
Liquidity71
Scale100
Diversification59
Moves with. US large-cap stocks (44% of its variance, beta 0.77); Developed markets ex-US over US (18% of its variance, beta 0.58); US dollar (7% of its variance, beta -0.32); Gold (4% of its variance, beta 0.05). These factors explain 78% of its daily moves over the last year.
Stated objective. The Fund seeks investment results that closely correspond, before fees and expenses, to the performance of the Morningstar Developed Asia Pacific ex-Japan Target Market Exposure Index SM . (from the fund's prospectus)
All 103 holdingsFlow historySimilar fundsOverlap toolAll Single Country ETFs
Fund flows
daily as of Oct 20, 2026issuer datathrough Jul 2026SEC filings- Oct 20, 2026
- +$12M latest day
- Latest 5 trading days
- +$56M
- Year to date
- +$56M
Each day
| Day | Net flow |
|---|---|
| Oct 20, 2026 | +$12M |
| Oct 19, 2026 | +$22M |
| Oct 16, 2026 | $0 |
| Oct 15, 2026 | +$22M |
| Oct 14, 2026 | $0 |
| Oct 13, 2026 | $0 |
| Oct 12, 2026 | $0 |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Jul 2026
- +$71M latest reported month
- Latest 3 months
- +$148M +2.2% of assets
- Latest 12 months
- +$587M +8.7% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$71M |
| Jun 2026 | +$55M |
| May 2026 | +$22M |
| Apr 2026 | +$19M |
| Mar 2026 | +$36M |
| Feb 2026 | +$63M |
| Jan 2026 | +$121M |
| Dec 2025 | +$28M |
| Nov 2025 | +$50M |
| Oct 2025 | +$68M |
| Sep 2025 | +$31M |
| Aug 2025 | +$22M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 84 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| EPPiShares MSCI Pacific ex Japan ETF | 93% | 0.47% | $2.2B | +6.9% | compare |
| FLAUFranklin FTSE Australia ETF | 65% | 0.09% | $225M | +6.4% | compare |
| EWAiShares MSCI Australia ETF | 63% | 0.50% | $1.3B | +7.2% | compare |
| DVYAiShares Asia/Pacific Dividend ETF | 33% | 0.49% | $70M | +16.6% | compare |
| IPACiShares Core MSCI Pacific ETF | 23% | 0.09% | $2.7B | +11.9% | compare |
Ranked by how much of the two portfolios is the same securities.
What changed in the portfolio
Apr 30, 2026 → Jul 31, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | James Hardie Industries plc | 0.56% | — | — |
| Decrease | Sun Hung Kai Properties Ltd. | 1.35% | 0.92% | −22.1% |
| New position | Sino Biopharmaceutical Ltd. | — | 0.27% | — |
| Exit | Mirvac Group | 0.22% | — | — |
| Exit | Cochlear Ltd. | 0.19% | — | — |
| New position | 3SBio, Inc. | — | 0.18% | — |
| Exit | SEEK Ltd. | 0.15% | — | — |
| Exit | Mapletree Pan Asia Commercial Trust | 0.10% | — | — |
| Exit | TPG Telecom Ltd. | 0.07% | — | — |
| Increase | Wilmar International Ltd. | 0.23% | 0.27% | +11.4% |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.5%. Full holdings and history
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 3 active of 16 with agreements; top 3 did 100%
- Created · redeemed
- $377M · $54M over the fiscal year
- Redemptions in kind
- 85% creations 84% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 0.56% of assets on loan on average; earned 0.2 bp
- Return vs index
- -0.09 pts after fees; +0.13 before; daily s.d. 0.19
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
103
AUM
$6.7B
Provider
JPMorgan
Inception
2018-08-07
Exchange
BATS
Data As Of
2026-10-21
Expense Ratio
0.19%
Dividend Yield
3.78%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-22 | 2026-09-24 | $0.7885 | CD |
| 2026-06-23 | 2026-06-25 | $0.5339 | CD |
| 2026-03-24 | 2026-03-26 | $0.4838 | CD |
| 2025-12-23 | 2025-12-26 | $0.5499 | CD |
| 2025-09-23 | 2025-09-25 | $0.6831 | CD |
| 2025-06-24 | 2025-06-26 | $0.4947 | CD |
Asset Allocation
Top Holdings
top 50 of 103 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | BHP GROUP LTD COMMON | 9.33% | Equity (Foreign) | AU |
| — | COMMONWEALTH BANK OF | 8.39% | Equity (Foreign) | AU |
| — | DBS GROUP HOLDINGS LTD | 5.40% | Equity (Foreign) | SG |
| — | AIA GROUP LTD COMMON | 4.28% | Equity (Foreign) | HK |
| — | NATIONAL AUSTRALIA BANK | 3.89% | Equity (Foreign) | AU |
| — | WESTPAC BANKING CORP | 3.87% | Equity (Foreign) | AU |
| — | ANZ GROUP HOLDINGS LTD | 3.75% | Equity (Foreign) | AU |
| — | OVERSEA-CHINESE BANKING | 3.37% | Equity (Foreign) | SG |
| — | CSL LTD COMMON STOCK AUD | 3.01% | Equity (Foreign) | AU |
| — | MACQUARIE GROUP LTD | 2.91% | Equity (Foreign) | AU |
| — | WESFARMERS LTD COMMON | 2.89% | Equity (Foreign) | AU |
| — | HONG KONG EXCHANGES & | 2.57% | Equity (Foreign) | HK |
| — | WOODSIDE ENERGY GROUP | 2.04% | Equity (Foreign) | AU |
| — | UNITED OVERSEAS BANK LTD | 1.96% | Equity (Foreign) | SG |
| — | RIO TINTO LTD COMMON | 1.81% | Equity (Foreign) | AU |
| — | WOOLWORTHS GROUP LTD | 1.63% | Equity (Foreign) | AU |
| — | GOODMAN GROUP STAPLED | 1.61% | Equity (Foreign) | AU |
| — | TRANSURBAN GROUP STAPLED | 1.40% | Equity (Foreign) | AU |
| — | QBE INSURANCE GROUP LTD | 1.24% | Equity (Foreign) | AU |
| — | ARISTOCRAT LEISURE LTD | 1.22% | Equity (Foreign) | AU |
| — | SINGAPORE | 1.22% | Equity (Foreign) | SG |
| — | NORTHERN STAR RESOURCES | 1.11% | Equity (Foreign) | AU |
| — | TECHTRONIC INDUSTRIES CO | 1.09% | Equity (Foreign) | HK |
| — | WUXI BIOLOGICS CAYMAN | 1.04% | Equity (Foreign) | CN |
| — | COLES GROUP LTD COMMON | 1.03% | Equity (Foreign) | AU |
| — | CK HUTCHISON HOLDINGS | 1.02% | Equity (Foreign) | HK |
| — | SANTOS LTD COMMON STOCK | 0.92% | Equity (Foreign) | AU |
| — | BRAMBLES LTD COMMON | 0.88% | Equity (Foreign) | AU |
| — | SUN HUNG KAI PROPERTIES | 0.82% | Equity (Foreign) | HK |
| — | CLP HOLDINGS LTD COMMON | 0.80% | Equity (Foreign) | HK |
| — | EVOLUTION MINING LTD | 0.79% | Equity (Foreign) | AU |
| — | FORTESCUE LTD COMMON | 0.77% | Equity (Foreign) | AU |
| — | COMPUTERSHARE LTD COMMON | 0.74% | Equity (Foreign) | AU |
| — | AUSTRALIAN DOLLAR | 0.71% | Cash/Money Market | AU |
| — | FISHER & PAYKEL | 0.71% | Equity (Foreign) | NZ |
| — | SUNCORP GROUP LTD COMMON | 0.69% | Equity (Foreign) | AU |
| — | ORIGIN ENERGY LTD COMMON | 0.66% | Equity (Foreign) | AU |
| — | INSURANCE AUSTRALIA | 0.65% | Equity (Foreign) | AU |
| — | SOUTH32 LTD COMMON STOCK | 0.62% | Equity (Foreign) | AU |
| — | SINGAPORE EXCHANGE LTD | 0.61% | Equity (Foreign) | SG |
| — | TELSTRA GROUP LTD COMMON | 0.61% | Equity (Foreign) | AU |
| — | SCENTRE GROUP REIT AUD 0 | 0.57% | Equity (Foreign) | AU |
| — | SINGAPORE TECHNOLOGIES | 0.57% | Equity (Foreign) | SG |
| — | LINK REIT HKD 0 | 0.57% | Equity (Foreign) | HK |
| — | SIGMA HEALTHCARE LTD | 0.52% | Equity (Foreign) | AU |
| — | JARDINE MATHESON | 0.52% | Equity (Foreign) | HK |
| — | KEPPEL LTD COMMON STOCK | 0.51% | Equity (Foreign) | SG |
| — | CAPITALAND INTEGRATED | 0.49% | Equity (Foreign) | SG |
| — | APA GROUP STAPLED | 0.49% | Equity (Foreign) | AU |
| — | CK ASSET HOLDINGS LTD | 0.49% | Equity (Foreign) | HK |
Geographic Breakdown
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -0.04% | -4.60% | 9.70% | -3.23% | 2.47% | 5.88% | 1.70% |
| Feb | 1.81% | 0.96% | -8.74% | 0.80% | 0.51% | 5.93% | 0.21% |
| Mar | -1.93% | 6.59% | -1.74% | -0.39% | -1.90% | -6.37% | -0.96% |
| Apr | 2.38% | -7.46% | -0.38% | -2.93% | 2.25% | 3.51% | -0.44% |
| May | 1.94% | 0.71% | -6.12% | 4.89% | 5.24% | 0.06% | 1.12% |
| Jun | -3.12% | -8.94% | 0.63% | -1.91% | 1.81% | -2.89% | -2.40% |
| Jul | -0.84% | 4.27% | 3.64% | 2.43% | 0.13% | 7.20% | 2.80% |
| Aug | -0.34% | -3.17% | -4.00% | 5.94% | 4.38% | 2.07% | 0.81% |
| Sep | -7.00% | -11.03% | -4.58% | 6.61% | -0.32% | -4.01% | -3.39% |
| Oct | 4.88% | -1.29% | -1.65% | -5.82% | -0.85% | 0.91%* | -0.64% |
| Nov | -6.72% | 14.22% | 4.60% | 2.77% | -1.50% | -- | 2.67% |
| Dec | 2.23% | -2.55% | 5.54% | -6.52% | 1.51% | -- | 0.04% |
| Total | -7.24% | -14.01% | -4.57% | 1.57% | 14.32% | 11.95% | 0.34% |
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: $61.62
SMA 50: $63.16
SMA 200: $61.81
Current: $61.81
EMA 12: $61.80
EMA 26: $62.08
MACD: -0.2874 | Signal: 0.1696
BEARISH
ADX (14): 18.38
RANGE
+DI: 32.03
−DI: 35.09
Momentum Oscillators
RSI (14): 46.90
NEUTRAL
Stoch %K: 80.93
Stoch %D: 80.18
Williams %R: -34.04
Volume & Volatility
BB Upper: $62.36
BB Lower: $60.87
NEUTRAL
OBV: 11,509,066
Vol SMA 20: 239,487
Vol ROC: -56.00%
ATR: $0.63
True Range: $0.64
HV 20: 10.0%
HV 30: 13.5%
HV 60: 14.0%
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
SYMBOL: BBAX
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers: Strong technical signals, moderate volatility, and recent market narratives.
Primary Risks: Earnings season approaching, potential for increased volatility, and market expectations diverging from actual performance.
Investment Thesis: BBAX is trading within a range, with strong technical momentum and moderate volatility. The stock's beta is relatively low compared to the market, indicating less risk. However, earnings season is approaching, which may lead to increased volatility.
Recent News Sentiment Impact: NEUTRAL (Sentiment: 0/10)
Technical Analysis
Trend Direction: Medium-term uptrend (1-3 months)
Support/Resistance Levels: SMA 50 ($63.24) and SMA 20 ($64.82) provide support, while the upper Bollinger Band ($65.91) serves as resistance.
Momentum Signals:
- RSI: 60.79 (neutral)
- MACD: Bullish signal line crossover
- Bollinger Bands: Neutral signal
Volume Analysis: Moderate volume, with an increase in volume at the upper end of the range ($65.91).
News & Sentiment Analysis
Recent Headlines Summary: NEUTRAL news sentiment dominates recent headlines.
Sentiment Assessment: Neutral sentiment prevails due to a lack of significant news or events affecting the stock's price.
Catalyst Identification: Earnings season approaching, which may lead to increased volatility and potential price movement.
Market Narrative: The market narrative remains neutral, with no dominant theme or catalyst influencing the stock's price.
Risk & Volatility Assessment
Beta Interpretation: Low risk relative to the market (beta 0.85).
Volatility Regime: Moderate volatility - stock generally follows market.
Options Market Signals:
- IV Rank: 34.5% (Medium)
- Current IV: 29.7%
- Expected Move: $3.10 (42 DTE), 7-DTE: $2.15
- Volume Flow: 0 calls vs 0 puts
- Open Interest: 0 calls vs 0 puts
Downside Protection: Support levels at SMA 50 ($63.24) and SMA 20 ($64.82).
Market Context & Positioning
Sector Performance: BBAX is trading within the sector's range.
Institutional Activity: Moderate institutional interest, with no significant changes in volume or open interest.
Correlation Analysis: Strong correlation (0.71) with the market.
Relative Valuation: Within a trading range, with the stock's relative valuation comparable to its historical levels.
Key Levels & Action Items
Critical Price Levels: SMA 50 ($63.24) and SMA 20 ($64.82) provide support, while the upper Bollinger Band ($65.91) serves as resistance.
Breakout/Breakdown Levels: No specific levels identified due to the stock's trading range.
Time-Sensitive Catalysts: Earnings season approaching (no specific date available).
Risk Management: Monitor volume and volatility for signs of increased risk, adjusting position sizes accordingly.
Note: This analysis is based on the provided data and should not be considered as investment advice. The reader must use their own judgment and perform their due diligence before making any investment decisions.
Generated
News
All BBAX news →
Seeking AlphaT3·59mo ago
Seeking AlphaT3·63mo ago
BBAX Options Activity & IV Rank
BBAX IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 29.4%
7-DTE IV: —
Expected Move: $2.65
7-DTE Move: $2.65
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 0
Put Volume: 0
P/C Volume: —
Call OI: 0
Put OI: 0
P/C OI: —
Total OI: 0
ATM Options Pricing
ATM Call: $1.30
ATM Put: $1.35
Call %: 2.1%
Put %: 2.2%
Chain Summary
Chain Volume: 0
Chain OI: 0
Last Updated: 10/22/2026
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
No data
30 DTE / 10d
—
—
pts
EXTREME
ATM 18.9% / 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)65.2MediumOct 22
Straddle Price (30 DTE)$2.65Oct 22
Beta Analysis
Risk Metrics
Beta: 0.8642
Alpha: -1.72%
Correlation: 0.7033
R-Squared: 49.5%
Stock Volatility: 15.7%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Moderate volatility - stock generally follows market
Moderate volatility - stock generally follows market
Beta & Alpha Over Time
BBAX 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 |
|---|
Short Interest & Float
Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.
Metric definitions
- Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
- SI % of Float — short interest / free float. The key crowding metric.
- Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
- Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
- Free Float — shares available for public trading (total shares minus insider / restricted).
- Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
How to read the signals
- SI % of Float < 5% — typical, no particular signal.
- 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
- 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
- >30% — extreme; borrow is likely expensive and squeeze risk is material.
- Days to Cover > 5 combined with high SI% amplifies squeeze potential.
History chart
- Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
- A sudden drop in SI after a rally may indicate a squeeze in progress.
Short interest is reported mid-month and end-of-month; short volume is daily.
Short Interest
336.69K
SI % of Float
0.31%
Days to Cover
1.99
Short Vol Ratio
51.6%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|